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Don founded Kamakura Corporation in April 1990 and currently serves as its chairman and chief executive officer where he focuses on enterprise wide risk management and modern credit risk technology. His primary financial consulting and research interests involve the practical application of leading edge financial theory to solve critical financial risk management problems. Don was elected to the 50 member RISK Magazine Hall of Fame in 2002 for his work at Kamakura. Read More

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Kamakura Corporation
2222 Kalakaua Avenue

Suite 1400
Honolulu HI 96815

Phone: 808.791.9888
Fax: 808.791.9898
info@kamakuraco.com

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American International Group Inc. (AIG) was one of the largest beneficiaries of U.S. government supportduring the credit crisis, but the U.S. government’s shareholder status ended in December, 2012. In this note, we turn to the U.S. dollar bonds issued by American International Group Inc. and compare its current default probabilities and credit spreads with those on all heavily traded corporate fixed-rate bonds on July 28, 2014. A total of 38 trades were reported on 9 fixed-rate bond issues of American International Group Inc. with trading volume of $40.4 million on July 28. American International Group Inc. was the 17th most actively traded corporate bond issuer on July 28.

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We last reviewed AT&T Inc. (T) on April 23, 2014, prior to its announ­­cement that it intends to acquire DirecTV (DTV). In this note, we update our prior assessment in light of the DirecTV announcement and the uncertainties associated with that transaction. We turn to the U.S. dollar bonds issued by AT&T Inc. and compare its current default probabilities and credit spreads with those on all heavily traded corporate fixed-rate bonds on July 25, 2014.

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International Business Machines Corp. (IBM) and Apple Inc. (AAPL) announced on July 15, 2014 that they would work together to develop business applications for iPhone and iPad users. International Business Machines Corp. ranks 4th and Apple Inc. ranks 1st on the Forbes ranking of the world’s most valuable brands. What is the bond market view of International Business Machines Corp. in light of this blockbuster announcement between two huge brand names?

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Transocean Ltd. (RIG) helps customers find and develop oil and natural gas reserves. On July 15, Transocean Ltd.’s fully guaranteed finance subsidiary Transocean Inc. was the 12th most heavily traded issuer of senior fixed rate debt in the United States bond market. In this note, we turn to the U.S. dollar bonds issued by Transocean Ltd. and compare its current default probabilities and credit spreads with those on all heavily traded corporate fixed-rate bonds on July 15, 2014. A total of 70 trades were reported on 9 fixed-rate bond issues of Transocean Ltd. with July 15 trading volume of $56.1 million.

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The Walt Disney Company (DIS) ranks 17th on the Forbes ranking of the world’s most valuable brands. In this note, we turn to the U.S. dollar bonds issued by the Walt Disney Company and compare its current default probabilities and credit spreads with those on all heavily traded corporate fixed-rate bonds on July 11 and 14, 2014 . A total of 65 trades were reported on 8 fixed-rate bond issues of the Walt Disney Company with trading volume of $28.9 million on July 11. The Walt Disney Company was the 16 th most actively traded corporate bond issuer on July 11. On July 14, there were 45 trades in 10 bond issues for $5.8 million.

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