ABOUT THE AUTHOR

Donald R. Van Deventer, Ph.D.

Don founded Kamakura Corporation in April 1990 and currently serves as Co-Chair, Center for Applied Quantitative Finance, Risk Research and Quantitative Solutions at SAS. Don’s focus at SAS is quantitative finance, credit risk, asset and liability management, and portfolio management for the most sophisticated financial services firms in the world.

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ARCHIVES

Goldilocks Loses

Kamakura Troubled Company Increases by 1.90% to 5.30% Credit Quality Remains Strong but Drops to the 97th Percentile NEW YORK,...