Original title: Složky úrokových sazeb vládních dluhopisů
Translated title: Interest rate spreads on government bonds
Authors: Antoniewiczová, Petronella ; Žák, Kamil (advisor) ; Hurt, Jan (referee)
Document type: Bachelor's theses
Year: 2012
Language: slo
Abstract: [eng] [cze]
This work deals with the breakdown of government bonds yields on the risk components. More specifically it deals with cost of liquidity capital, loss of illiquidity and expected default losses. In the beginning we explain the characteristics of bonds, particularly government bonds, further we deal with some of elements which may break up the government bonds yields. Finally, we implement the interest rates of bonds of three EU member states. Predložená práca sa zaoberá rozpadom výnosov vládnych dlhopisov na rizikové zložky. Konkrétnejšie rozoberá kapitál na likviditu, nelikviditnosť straty a očakávané straty. Na úvod si povieme vlastnosti dlhopisov, konkrétne vládnych dlhopisov, ďalej rozoberieme niektoré elementy, na ktoré sa môžu rozpadnúť výnosy vládnych dlhopisov. Na záver implementujeme úrokové sadzby dlhopisov troch členských štátov Európskej únie.
Keywords: government bonds; interest rates; liquidity; Solvency II; likvidita; Solventnosť II; vládne dlhopisy; úrokové sadzby

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/46008

Permalink: http://www.nusl.cz/ntk/nusl-467530


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Bachelor's theses