Úplný text príspevku
- Typ dokumentu: časopis
- Typ príspevku: štúdia
- Jazyk príspevku: angličtina
- Publikované: 31. 12. 2013
- Formát súboru: PDF
- Veľkosť súboru: 846 kB
Ľubomíra Gertler
In: Societas et iurisprudentia • 2013 • ročník 1 • číslo 1 • strany 246-254 • ISSN 1339-5467
Abstract: Looking into the concept of a risk-free rate we distinguish the two different streams. One takes into account a store of value in a safe investment (e.g. for pension funds or minimum provisioning via accumulation of cheap zero-risk weight assets) and another makes use of such measure as a proxy for quantification of risk. We are addressing a discrepancy between the two concepts since it creates a gap that may triggers imbalances in financial markets.
Key Words: Risk-Free Assets; Concepts of Risk-Free Assets; Risk-Free Rate; German Bund; Overnight Indexed Swap; Quantification of Risk; Imbalances in Financial Markets.
URL: https://sei.iuridica.truni.sk/archive/2013/01/SEI-2013-01-Studies-Gertler-Lubomira.pdf
Bibliografická citácia
GERTLER, Ľ. Roles and Uses of Risk-Free Assets. Societas et iurisprudentia [online]. 2013, roč. 1, č. 1, s. 246-254 [cit. 2020-01-01]. ISSN 1339-5467. Dostupné na: https://sei.iuridica.truni.sk/medzinarodny-vedecky-casopis/archiv/cislo-2013-01/roles-and-uses-of-risk-free-assets/.