Ministry of Finance of the Slovak republic, Štefanovičova 5, 817 82 Bratislava, IČO: 00151742. www.mfsr.sk

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Slovak zero-coupon yield curve

Zero-coupon government yield curve is one of the most important decision-support tools for policy makers, investors, and corporate executives. It provides market-based expectations about the future evolution of monetary policy and risk premiums that investors require for holding government debt of different maturities.

For MFSR, the yield curve is an important input into debt management processes for several reasons. First, it facilitates a more formal evaluation of debt issuance, e.g. benchmarking each newly issued bond to the secondary market. Second, with the help of the yield curve, we can separate and better understand various risk premiums, such as credit or liquidity premium.  Finally, we plan to design and estimate a set of models based on the zero-coupon yield curve. These models will be used for forecasting yields at different horizons and for scenario-building/simulations.

The yield curve and related outputs outlined above will be a key component in monitoring government debt, debt service and for formulating the debt management strategy of the Slovak republic.

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Ministry of Finance
of the Slovak republic

Štefanovičova 5
P. O. BOX 82
817 82 BRATISLAVA
IČO: 00151742

+421 2 5958 1111
podatelna@mfsr.sk

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