Implied forward curve

Spot yield curve | Implied forward curve

FC_Data

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The National Bank of Slovakia acknowledges some persistent inaccuracies in the estimated values, which originate from lower liquidity of the sovereign bond market in Slovakia, limited number of traded securities, which induces limited price observations that enter the calculation. Inaccuracies due to the above factors can accumulate up to 30 basis points on average. Values corresponding to the short end of the yield curve (maturity of less than 2 years) may be subject to higher than estimated errors. (please read further about testing inaccuracies of the market in the Analytical note from 6th of june 2017).

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Last updated on 18 Nov 2024