COUNTRY • SLOVAKIA
Last Update: 1 Dec 2022 3:23 GMT+0

The Slovakia 10Y Government Bond has a 3.161% yield.

10 Years vs 2 Years bond spread is 15.8 bp.
Yield Curve is flat in Long-Term vs Short-Term Maturities.

Central Bank Rate is 2.00% (last modification in October 2022).

The Slovakia credit rating is A+, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 49.10 and implied probability of default is 0.82%.

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Residual
Maturity
Yield ZC Price Last
Change
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
2 years 3.003% +32.6 bp +218.3 bp 94.25 -0.63 % -4.20 % 01 Dec
5 years 2.717% -7.8 bp +132.7 bp 87.46 +0.39 % -6.29 % 01 Dec
6 years 2.958% -12.2 bp +138.1 bp 83.95 +0.71 % -7.79 % 01 Dec
8 years 3.144% -24.5 bp +131.5 bp 78.06 +1.91 % -9.76 % 01 Dec
9 years 3.125% -33.8 bp +118.4 bp 75.81 +2.99 % -9.87 % 01 Dec
10 years 3.161% -42.3 bp +105.5 bp 73.26 +4.18 % -9.77 % 01 Dec
13 years 3.553% -59.0 bp +104.3 bp 63.52 +7.68 % -12.33 % 01 Dec
18 years 3.539% -53.6 bp +93.6 bp 53.47 +9.73 % -15.09 % 01 Dec
30 years 3.289% -39.7 bp +48.0 bp 37.88 +12.20 % -13.04 % 01 Dec
50 years 3.014% -43.5 bp +29.6 bp 22.66 +23.49 % -13.38 % 01 Dec
Last Update: 1 Dec 2022 3:23 GMT+0

Slovakia 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).
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Residual
Maturity
Yield Spread vs Bond Spread vs
Central Bank
Rate (2.00%)
2 years 5 years 10 years
30 years 3.289% 128.9 bp
10 years 3.161%
116.1 bp
5 years 2.717%
71.7 bp
2 years 3.003%
100.3 bp
Focusing on 2 years Government Bond:
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5Y vs 2Y -28.6 bp Yield Curve is inverted in Mid-Term vs Short-Term Maturities
10Y vs 2Y 15.8 bp Yield Curve is flat in Long-Term vs Short-Term Maturities

Slovakia 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 Slovakia Credit Ratings History
Rating Agency Rating Outlook
Standard & Poor's
A+
negative
Moody's Investors Service
A2
negative
Fitch Ratings
A
negative
DBRS
A (high)
negative

Slovakia 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 2.00%

Slovakia 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 49.10 -3.63 % -1.05 % +17.46 % 0.82 %
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

Slovakia 10Y Bond Yield Spread

The Slovakia 10Y Government Bond has a 3.161% 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.
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Slovakia 10Y vs Current Spread Chg 1M Chg 6M
Japan 10Y 289.4 bp -44.0 bp +102.0 bp Compare
Germany 10Y 127.2 bp -17.4 bp +34.2 bp Compare
France 10Y 76.0 bp -16.3 bp +34.3 bp Compare
China 10Y 22.9 bp -68.5 bp +92.3 bp Compare
Canada 10Y 22.6 bp -9.1 bp +109.7 bp Compare
Spain 10Y 21.4 bp -9.0 bp +42.9 bp Compare
United Kingdom 10Y 0.5 bp -12.1 bp +4.1 bp Compare
Australia 10Y -33.0 bp -14.9 bp +103.8 bp Compare
United States 10Y -46.3 bp +0.1 bp +34.2 bp Compare
Italy 10Y -71.3 bp -3.2 bp +37.6 bp Compare
India 10Y -411.9 bp -30.7 bp +118.9 bp Compare
Russia 10Y -691.9 bp -64.3 bp +28.5 bp Compare
Brazil 10Y -956.3 bp -135.0 bp +89.7 bp Compare

Slovakia 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.
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Residual
Maturity
Yield Bond Price - with different Coupon Rates Fx
0% 1% 3% 5% 7% 9%
50 years 3.014% 22.66 48.32 99.64 150.96 202.29 253.61
30 years 3.289% 37.88 56.77 94.54 132.32 170.09 207.87
18 years 3.539% 53.47 66.62 92.91 119.21 145.50 171.80
13 years 3.553% 63.52 73.78 94.32 114.86 135.40 155.93
10 years 3.161% 73.26 81.72 98.64 115.56 132.48 149.40
9 years 3.125% 75.81 83.55 99.03 114.51 130.00 145.48
8 years 3.144% 78.06 85.04 99.00 112.95 126.90 140.86
6 years 2.958% 83.95 89.38 100.23 111.08 121.93 132.78
5 years 2.717% 87.46 92.07 101.31 110.54 119.77 129.01
2 years 3.003% 94.25 96.17 99.99 103.82 107.65 111.47
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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