COUNTRY •
CROATIA
Last Update: 28 Jun 2022 11:15 GMT+0
The Croatia 10Y Government Bond has a 3.376% yield.
Central Bank Rate is 2.50% (last modification in October 2015).
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%.
If data are not all visible, swipe table left
Residual Maturity |
Yield | ZC Price | Last Change |
||||||
---|---|---|---|---|---|---|---|---|---|
Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
1 year | 0.306% | +44.7 bp | +41.7 bp | 99.69 | -0.45 % | -0.42 % | 28 Jun | ||
3 years | 1.582% | +54.5 bp | +141.8 bp | 95.40 | -1.60 % | -4.13 % | 28 Jun | ||
5 years | 2.414% | +55.2 bp | +218.6 bp | 88.76 | -2.66 % | -10.23 % | 28 Jun | ||
10 years | 3.376% | +40.6 bp | +279.5 bp | 71.75 | -3.86 % | -23.97 % | 28 Jun |
Last Update: 28 Jun 2022 11:15 GMT+0
Croatia Yield Curve Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases.
For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive.
If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
If data are not all visible, swipe table left
Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (2.50%) |
||
---|---|---|---|---|---|
1 year | 5 years | ||||
10 years | 3.376% | 87.6 bp | |||
5 years | 2.414% | -8.6 bp | |||
1 year | 0.306% | -219.4 bp |
Readings that may interest you
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-
|
- |
Moody's Investors Service |
Ba1
|
- |
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 | 2.50% |
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.
If data are not all visible, swipe table left
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 3.376% yield. Click on Spread value for the historical serie.
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 | ||
---|---|---|---|---|---|
Japan 10Y | 314.6 bp | +39.9 bp | +262.4 bp | Compare | |
Germany 10Y | 172.1 bp | -27.3 bp | +90.4 bp | Compare | |
France 10Y | 118.5 bp | -29.1 bp | +73.5 bp | Compare | |
United Kingdom 10Y | 88.9 bp | -15.7 bp | +123.1 bp | Compare | |
Spain 10Y | 63.4 bp | -24.8 bp | +56.3 bp | Compare | |
China 10Y | 51.9 bp | +29.9 bp | +275.8 bp | Compare | |
United States 10Y | 12.7 bp | -10.0 bp | +103.0 bp | Compare | |
Canada 10Y | -8.2 bp | -26.2 bp | +81.3 bp | Compare | |
Italy 10Y | -30.8 bp | -38.2 bp | +20.6 bp | Compare | |
Australia 10Y | -44.3 bp | -16.4 bp | +56.3 bp | Compare | |
India 10Y | -408.1 bp | +29.9 bp | +181.6 bp | Compare | |
Russia 10Y | -524.4 bp | +129.6 bp | +259.0 bp | Compare | |
Brazil 10Y | -940.6 bp | +5.7 bp | +72.0 bp | Compare |
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% | ||||
10 years | 3.376% | 71.75 | 80.12 | 96.85 | 113.59 | 130.33 | 147.07 | ||
5 years | 2.414% | 88.76 | 93.41 | 102.73 | 112.04 | 121.36 | 130.67 | ||
3 years | 1.582% | 95.40 | 98.31 | 104.12 | 109.94 | 115.75 | 121.57 | ||
1 year | 0.306% | 99.69 | 100.69 | 102.69 | 104.68 | 106.67 | 108.67 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |