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Vyjádření závislosti mezi rizikovou prémií a ratingovým hodnocením
 Závojko, Tomáš
Závojko, T. Dependencies between risk premium and rating. Diploma thesis. Brno: Mendel University in Brno, 2016. Diploma thesis deals with the setting the amount of risk premium for different ratings groups and expression dependencies between risk premium and rating. This issue is connected to the foreign direct investment. In this thesis are used two methods of calculating of the risk premium. In the first method is attributed to the domestic interest rate risk premium, which corresponds to the rating eval-uation of the countries. In the second method, which is used by Damodaran, is used in the context of WACC model CAMP, which reflects the risk premium of countries. This two methods are compared in the conclusion and is answered the thesis, if declining sovereign rating lead to grow in the risk premium and which type of growth it is.
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Vztah mezi rizikovou prémií a ratingovým hodnocením
 Závojko, Tomáš
This bachelor thesis deals with the determination of risk premium in foreign direct investment. If investors decide to invest, they need to know how much risk they take. To be a profitable investment, its value should correspond to the premium that investors expect for risk-taking. Through the adjusted net present value of an investment that includes discount rate can be detected risk premium. This work is deals with two methods of calculating the discount rate. In the first method we can determine the risk premium of the real interest rate, in the second method is contained the risk premium in model CAPM. Both approaches use the sovereign rating, whereby I can obtain general results for each rating group. In conclusion I deal with the relation between the risk premium and rating, where I find, if with declining sovereign rating is growing the risk premium and what type of growth it is. Should also be compared these two methods of calculating the discount rate and it will be found, how sovereign rating reflects the risk incurred of investing in the context of foreign direct investment.
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