Croatia Government Bonds - Yields Curve

COUNTRY • SUMMARY
CROATIA
Last Update: 7 May 2024 2:16 GMT+0

The Croatia 10Y Government Bond has a 3.251% yield.

Central Bank Rate is 4.50% (last modification in September 2023).

The Croatia credit rating is BBB+, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 74.63 and implied probability of default is 1.24%.

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Croatia Yield Curve

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Residual
Maturity
Yield ZC Price Last
Change
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 year 4.855% +45.4 bp +67.4 bp 95.37 -0.43 % -0.65 % 18 Apr
2 years 3.234% -3.7 bp -69.6 bp 93.83 +0.06 % +1.35 % 19 Apr
3 years 3.053% -4.1 bp -73.1 bp 91.37 +0.12 % +2.14 % 18 Apr
4 years 3.268% +6.0 bp -69.3 bp 87.93 -0.23 % +2.71 % 19 Apr
5 years 3.088% +2.2 bp -68.4 bp 85.89 -0.12 % +3.36 % 24 Apr
10 years 3.251% -0.1 bp -79.1 bp 72.62 +0.01 % +7.94 % 18 Apr
Last Update: 7 May 2024 2:16 GMT+0

Croatia Credit Ratings

A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation). For a deeper analysis of credit ratings, click here Croatia Credit Ratings History

Rating Agency Rating Outlook
Standard & Poor's BBB+ positive
Moody's Investors Service Baa2 positive
Fitch Ratings BBB+ positive
DBRS - -

Croatia Interest Rates

A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.

Interest Rates Value
Central Bank Rate 4.50%

Croatia Credit Default Swaps

The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.

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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD(*)
5 Years CDS 74.63 -0.53 % +4.03 % -14.67 % 1.24 %
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

Croatia 10Y Bond Yield Spread

The Croatia 10Y Government Bond has a 3.251% yield.

A positive spread, marked by , means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle .

Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
If data are not all visible, swipe table left
Croatia 10Y vs Current Spread Chg 1M Chg 6M Compare
Countries
vs Japan 10Y 238.0 bp -10.0 bp -79.0 bp
vs China 10Y 94.3 bp -0.6 bp -42.1 bp
vs Germany 10Y 78.9 bp -5.7 bp -59.5 bp
vs France 10Y 27.8 bp -5.7 bp -51.2 bp
vs Spain 10Y 2.0 bp +1.0 bp -31.0 bp
vs Canada 10Y -39.1 bp -2.1 bp -64.1 bp
vs Italy 10Y -55.1 bp -1.9 bp -11.2 bp
vs United Kingdom 10Y -100.9 bp -19.7 bp -77.0 bp
vs Australia 10Y -117.7 bp -22.7 bp -61.4 bp
vs United States 10Y -123.8 bp -7.4 bp -70.9 bp
vs India 10Y -385.7 bp +0.8 bp -61.9 bp
vs Brazil 10Y -823.2 bp -32.8 bp -78.8 bp
vs Russia 10Y -1138.4 bp -47.6 bp -325.1 bp

Croatia Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates.

The highlighted column refers to the zero coupon bond.
Click on for a forecast of the yield.
If data are not all visible, swipe table left
Residual
Maturity
Yield Bond Price - with different Coupon Rates Fx
0% 1% 3% 5% 7% 9%
5 years 3.088% 85.89 90.46 99.60 108.73 117.87 127.01
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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