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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

Americas, Canada
James McKeon
Director of USA Business Solutions
Phone: 215.932.0312

Andrew Zippan
Director, North America (Canada)
Phone: 647.405.0895
 
Asia, Pacific
Clement Ooi
President, Asia Pacific Operations
Phone: +65.6818.6336

Australia, New Zealand
Andrew Cowton
Managing Director
Phone: +61.3.9563.6082

Europe, Middle East, Africa
Jim Moloney
Managing Director, EMEA
Phone: +49.17.33.430.184

Tokyo, Japan
3-6-7 Kita-Aoyama, Level 11
Minato-ku, Tokyo, 107-0061 Japan
Toshio Murate
Phone: +03.5778.7807

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This week’s implied forecast reflects the midnight October 16, 2013 Congressional agreement to temporarily lift the debt ceiling for the United States of America.  One month Treasury bill yields have returned to the 0.01% level after peaking at 0.32% on October 15, as shown in the following graph:

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Morgan Stanley (MS) is both one of the world’s most critical financial institutions and one of the world’s few survivors of a near-death experience in the financial crisis. The firm’s challenges during the crisis and an analysis of daily credit crisis borrowings were chronicled by Kamakura Corporation.

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This week’s implied forecast has been prepared while intense negotiations continue on the debt ceiling of the United States of America.  One month Treasury bill yields have jumped in response, from 1 basis point on September 23 to 25 basis points on October 10, as shown in the following graph:

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Royal Bank of Scotland Group PLC (RBS)(RLSPY.OB) is both one of the world’s largest financial institutions and one of the world’s biggest victims of the financial crisis, as documented in this analysis of daily credit crisis borrowings by Kamakura Corporation. The Royal Bank of Scotland Group PLC annual report explains the firm’s world-wide operations in detail. Rescue efforts by the government of the United Kingdom have left the citizens of the United Kingdom with an ownership position of 64% in the Royal Bank of Scotland Group PLC. In this note, we turn to the U.S. dollar bonds issued both by the parent itself and by its subsidiary Royal Bank of Scotland PLC with the guarantee of the parent.

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Anheuser-Busch InBev S.A. (BUD) is one of the world’s five largest consumer products companies and one of the most truly international organizations in the world. The Anheuser-Busch InBev S.A. annual report explains the firm’s world-wide product line in detail. In this note, we turn to the bonds issued through subsidiary Anheuser Busch InBev Worldwide Inc. These bonds have the full and unconditional guarantee of the parent Anheuser-Busch InBev S.A.  We seek to bring a bond market perspective to the outlook for Anheuser-Busch InBev S.A. as a complement to analysis based on a common stock holder’s perspective.

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