prikaz prve stranice dokumenta RAZLIKE U PRINOSU NA OBVEZNICE VEZANE ZA KATASTROFALNE RIZIKE
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master's thesis
RAZLIKE U PRINOSU NA OBVEZNICE VEZANE ZA KATASTROFALNE RIZIKE
Diplomski rad
Split: University of Split, Faculty of economics Split, 2021. urn:nbn:hr:124:569200
Rako, Marija
University of Split
Faculty of economics Split

Institutional repository: REFST

Cite this document

Rako, M. (2021). RAZLIKE U PRINOSU NA OBVEZNICE VEZANE ZA KATASTROFALNE RIZIKE : Diplomski rad (Master's thesis). Split: University of Split, Faculty of economics Split. Retrieved from https://urn.nsk.hr/urn:nbn:hr:124:569200

Rako, Marija. "RAZLIKE U PRINOSU NA OBVEZNICE VEZANE ZA KATASTROFALNE RIZIKE : Diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2021. https://urn.nsk.hr/urn:nbn:hr:124:569200

Rako, Marija. "RAZLIKE U PRINOSU NA OBVEZNICE VEZANE ZA KATASTROFALNE RIZIKE : Diplomski rad." Master's thesis, University of Split, Faculty of economics Split, 2021. https://urn.nsk.hr/urn:nbn:hr:124:569200

Rako, M. (2021). 'RAZLIKE U PRINOSU NA OBVEZNICE VEZANE ZA KATASTROFALNE RIZIKE : Diplomski rad', Master's thesis, University of Split, Faculty of economics Split, accessed 04 January 2025, https://urn.nsk.hr/urn:nbn:hr:124:569200

Rako M. RAZLIKE U PRINOSU NA OBVEZNICE VEZANE ZA KATASTROFALNE RIZIKE : Diplomski rad [Master's thesis]. Split: University of Split, Faculty of economics Split; 2021 [cited 2025 January 04] Available at: https://urn.nsk.hr/urn:nbn:hr:124:569200

M. Rako, "RAZLIKE U PRINOSU NA OBVEZNICE VEZANE ZA KATASTROFALNE RIZIKE : Diplomski rad", Master's thesis, University of Split, Faculty of economics Split, Split, 2021. Available at: https://urn.nsk.hr/urn:nbn:hr:124:569200

Metadata
TitleRAZLIKE U PRINOSU NA OBVEZNICE VEZANE ZA KATASTROFALNE RIZIKE : Diplomski rad
AuthorMarija Rako
MentorMarijana Ćurak (mentor)
MBZ: 214755
GranterUniversity of Split
Faculty of economics Split
Split
Defense date and country2021-06, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Finance
Abstract
Obveznice vezane za katastrofalne rizike jesu najuspješniji instrument alternativnog transfera rizika osiguranja na tržište kapitala. Razlike u prinosu obveznica vezanih za katastrofalne rizike određene su u postotku ukupne vrijednosti obveznice te predstavljaju naknadu investitora za rizik koji preuzimaju. Cilj istraživanja ovog diplomskoga rada bio je ispitati značajnost utjecaja određenih determinanti razlika u prinosu na obveznice vezane za katastrofalne rizike. Istraživanje se provelo korištenjem regresijskog modela na uzorku od ukupno 181 obveznice izdane u razdoblju od 2016. do 2019. godine na primarnom tržištu obveznica vezanih za katastrofalne rizike. Na temelju rezultata istraživanja može se zaključiti da značajan utjecaj na razlike u prinosu imaju uvjeti ili kriteriji naknade štete sponzoru, vrsta referentne opasnosti ili pokriveni rizici, vjerojatnost gubitka glavnice i geografsko područje za koje su izdane obveznice vezane za katastrofalne rizike.
Abstract (english)
CAT bonds are the most successful instrument of alternative insurance risk transfer to the capital market. Spreads are determined as a percentage of the total value of the bond that represent the compensation for investors for the risk they take. The aim of this master thesis was to examine the significance of the influence of certain determinants of CAT bond spread. The research was conducted using a regression model on a sample of a total of 181 bonds tranches that were issued between 2016 and 2019 on the primary market of CAT bonds. Based on the results of the research, it can be concluded that the CAT bond spreads are significantly influenced by the trigger type, perils covered, probability of exhaustion and the territory for which CAT bonds were issued.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:124:569200
Study programmeTitle: Business Studies
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra ekonomije (magistar/magistra ekonomije)
Type of resourceText
File originBorn digital
Access conditionsAccess restricted to students and staff of home institution
Terms of useLicence In copyright icon
Created on2021-07-05 14:48:14