probability of default
Daily U.S. Corporate Bond Market Update, June 8, 2021
For near-real time credit and risk management updates from Kamakura Corporation, please follow...
KRIS Daily Model Validation: Confirmation That Out-of-Sample KRIS Default Probabilities Accurately Price Traded U.S. Corporate Bonds, Updated June 8, 2021
KRIS is the only default probability and fixed income system which provides daily cross-validation between default...
The Best of Times?
Kamakura Troubled Company Index Increases by 1.00% to 14.63%.
Credit Quality Declined Slightly to the 36th Percentile.
NEW YORK, October 1, 2020: Most of us have read the opening of Charles Dickens’ classic novel, “A Tale of Two Cities”: “It was...
Which Way to Turn?
Kamakura Troubled Company Index Increases by 3.92% to 18.55%.
Credit Quality Declines to the 26th Percentile
NEW YORK, November 2, 2020: As October comes to an end and some countries celebrate Halloween, return-seeking investors are so...
CLO COMBO NOTES:
EYES WIDE SHUT!
Authors from the North American Client Team: Warren A Sherman wandrewsherman@kamakuraco.com Mark Slattery...
Bull Trap or Sustainable Improvement?
Kamakura Troubled Company Index Decreases by 4.57% to 13.98% Credit Quality Improves to the 39th Percentile NEW YORK, December...
We’ll See
Kamakura Troubled Company Index Increases by 1.08% to 15.06% Credit Quality Declines to the 35th Percentile NEW YORK, January 4,...
Kamakura Troubled Company Index Increases by 4.44% to 19.67%. Credit Quality Declines to the 22nd Percentile.
Kamakura Troubled Company Index Increases by 4.44% to 19.67% Credit Quality Declines to the 22nd Percentile NEW YORK, February...
Transitory Risk. Kamakura Troubled Company Index Decreases by 6.54% to 7.57%.
Transitory Risk Kamakura Troubled Company Index Decreases by 6.54% to 7.57% Credit Quality Improves to the 87th Percentile NEW...
When Will Their Glory Fade? Kamakura Troubled Company Index Increases by 2.76% to 17.64%.
When Will Their Glory Fade? Kamakura Troubled Company Index Increases by 2.76% to 17.64% Credit Quality At the 29th Percentile...
Collateralized Loan Obligations, Fatal Attraction?
Authors from the North American Client Team: Warren A Sherman wandrewsherman@kamakuraco.com Mark Slattery...