This is because post-crisis, OIS is considered a better proxy for the "risk-free rate".[27] (Also, practically, the interest paid on cash collateral is usually the overnight rate; OIS discounting is then, sometimes, referred to as "CSA discounting".) Swap pricing - and, in fact, curve construction - is further modified: previously, swaps were valued off a single "self discounting" interest rate curve; whereas post crisis, to accommodate OIS discounting, valuation is now under a "multi-curve" framework where "forecast curves" are constructed for each floating-leg LIBOR tenor, with discounting on a common OIS curve; see Interest rate swap § Valuation and pricing.