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master's thesis
Kamatna imunizacija državnih obveznica Republike Hrvatske
Zagreb: University of Zagreb, Faculty of Economics and Business, 2015. urn:nbn:hr:148:573164
Jaklenec, Valentina
University of Zagreb
Faculty of Economics and Business

Institutional repository: REPEFZG

Cite this document

Jaklenec, V. (2015). Kamatna imunizacija državnih obveznica Republike Hrvatske (Master's thesis). Zagreb: University of Zagreb, Faculty of Economics and Business. Retrieved from https://urn.nsk.hr/urn:nbn:hr:148:573164

Jaklenec, Valentina. "Kamatna imunizacija državnih obveznica Republike Hrvatske." Master's thesis, University of Zagreb, Faculty of Economics and Business, 2015. https://urn.nsk.hr/urn:nbn:hr:148:573164

Jaklenec, Valentina. "Kamatna imunizacija državnih obveznica Republike Hrvatske." Master's thesis, University of Zagreb, Faculty of Economics and Business, 2015. https://urn.nsk.hr/urn:nbn:hr:148:573164

Jaklenec, V. (2015). 'Kamatna imunizacija državnih obveznica Republike Hrvatske', Master's thesis, University of Zagreb, Faculty of Economics and Business, accessed 24 November 2024, https://urn.nsk.hr/urn:nbn:hr:148:573164

Jaklenec V. Kamatna imunizacija državnih obveznica Republike Hrvatske [Master's thesis]. Zagreb: University of Zagreb, Faculty of Economics and Business; 2015 [cited 2024 November 24] Available at: https://urn.nsk.hr/urn:nbn:hr:148:573164

V. Jaklenec, "Kamatna imunizacija državnih obveznica Republike Hrvatske", Master's thesis, University of Zagreb, Faculty of Economics and Business, Zagreb, 2015. Available at: https://urn.nsk.hr/urn:nbn:hr:148:573164

Metadata
TitleKamatna imunizacija državnih obveznica Republike Hrvatske
Title (english)Interest rate immunization for the government bonds of republic of Croatia
AuthorValentina Jaklenec
MentorDavor Zoričić (mentor)
Committee memberDenis Dolinar (predsjednik povjerenstva)
Committee memberAndrija Sabol (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Economics and Business
Zagreb
Defense date and country2015-09-30, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Abstract
Državne obveznice Republike Hrvatske emitirane su na domaćem i stranom tržištu. U radu su analizirane državne obveznice na domaćem tržištu kojima se trguje na Zagrebačkoj burzi. U te obveznice u najvećoj mjeri ulažu mirovinski fondovi zbog zakonske regulative koja polazi od toga da je riječ o domaćim vrijednosnim papirima najvišeg stupnja sigurnosti. Nakon njih slijede obveznički investicijski fondovi i banke. Cilj ovog rada je prikazati kako kako se kamatnom imunizacijom može se eliminirati kamatni rizik prilikom ulaganja u državne obveznice i kreirati kamatno imuniziran portfelj obveznica. Pritom će se koristiti koncept trajanja i kamatne imunizacije na primjerima državnih obveznica koje su predmet trgovanja na Zagrebačkoj burzi.
Abstract (english)
Governmetnt bonds of Republic of Croatia are issued at domestic and forgein markets. The paper analyzes government bonds at domestic market traded on the Zagreb Stock Exchange. The largest investors in this bonds are persion fonds becuase of law regulations which stems from the fact that government bonds are the safest securities. After pension fonds, in government bonds are investing bond mutual fonds and banks. The purpose of the paper is to show how interest rate immunization eliminates interest rate risk during investing in bonds and how to create protected portfolio. That will be achieved by using the concepts of duration and interest rate immunization at the example of government bonds traded on the Zagreb Stock Exchange.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:148:573164
Study programmeTitle: Business Economics
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 on2016-09-27 14:10:24