Roles and Uses of Risk-Free Assets
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...
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| Format: | Article |
| Language: | ces |
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Trnava University, Faculty of Law
2013-12-01
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| Series: | Societas et Iurisprudentia |
| Subjects: | |
| Online Access: | http://sei.iuridica.truni.sk/archive/2013/01/SEI-2013-01-Studies-Gertler-Lubomira.pdf |
| _version_ | 1827823178581278720 |
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| author | Ľubomíra Gertler |
| author_facet | Ľubomíra Gertler |
| author_sort | Ľubomíra Gertler |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-03-12T02:08:27Z |
| format | Article |
| id | doaj.art-a948d66edad942a5aeac6ca7ac863b20 |
| institution | Directory Open Access Journal |
| issn | 1339-5467 |
| language | ces |
| last_indexed | 2024-03-12T02:08:27Z |
| publishDate | 2013-12-01 |
| publisher | Trnava University, Faculty of Law |
| record_format | Article |
| series | Societas et Iurisprudentia |
| spelling | doaj.art-a948d66edad942a5aeac6ca7ac863b202023-09-06T20:28:41ZcesTrnava University, Faculty of LawSocietas et Iurisprudentia1339-54672013-12-0111246254Roles and Uses of Risk-Free AssetsĽubomíra Gertler0University of Economics in Bratislava, Bratislava, Slovak RepublicLooking 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.http://sei.iuridica.truni.sk/archive/2013/01/SEI-2013-01-Studies-Gertler-Lubomira.pdfrisk-free assetsconcepts of risk-free assetsrisk-free rategerman bundovernight indexed swapquantification of riskimbalances in financial markets |
| spellingShingle | Ľubomíra Gertler Roles and Uses of Risk-Free Assets Societas et Iurisprudentia risk-free assets concepts of risk-free assets risk-free rate german bund overnight indexed swap quantification of risk imbalances in financial markets |
| title | Roles and Uses of Risk-Free Assets |
| title_full | Roles and Uses of Risk-Free Assets |
| title_fullStr | Roles and Uses of Risk-Free Assets |
| title_full_unstemmed | Roles and Uses of Risk-Free Assets |
| title_short | Roles and Uses of Risk-Free Assets |
| title_sort | roles and uses of risk free assets |
| topic | risk-free assets concepts of risk-free assets risk-free rate german bund overnight indexed swap quantification of risk imbalances in financial markets |
| url | http://sei.iuridica.truni.sk/archive/2013/01/SEI-2013-01-Studies-Gertler-Lubomira.pdf |
| work_keys_str_mv | AT lubomiragertler rolesandusesofriskfreeassets |