Prudential Financial Inc. (PRU) is one of the largest financial institutions in the United States and one of the strongest firms...
CONNECT ME
Projected One Month T-Bill Rates Show Peak in 2021 at 3.86% -Kamakura Treasury and Mortgage Interest Rate Analysis
Projected one month bill rates dropped by more than 0.30% in 2020 to 2024 in a delayed response to comments last week by Fed...
Kamakura Mortgage Valuation Yield Curve, Mortgage Servicing Rights Valuation, and U.S. Treasury Forecast
Projected one month bill rates for 2016-2018 rose by more than 0.20% this week after comments by Fed Chairman Janet Yellen on...
The 20 Best Value Bond Trades with Maturities of 1 to 5 Years
On March 18 in the U.S. bond market, there were 33,863 bond trades in 5,195 non-call fixed rate corporate bond issues...
Stress Testing and Interest Rate Risk Models: A Multi-Factor Stress Testing Example
In our analysis on March 5 “Stress Testing and Interest Rate Risk Models: How Many Factors are Necessary,” we address three key...
The Coca-Cola Company: A Bond Market View
The Coca-Cola Company (KO) ranks third on the list of the world’s most valuable brand names, after Apple Inc. (AAPL) and...
Kamakura Mortgage Valuation Yield Curve, Mortgage Servicing Rights Valuation, and U.S. Treasury Forecast
The latest implied forward rate forecast from Kamakura Corporation shows projected 10 year U.S. Treasury yields down 0.17% to...
Stress Testing: A Credit Spread Ranking of 12 U.S. and 12 International Banks
In a recent note we compared the market’s view of the capital strength of Bank of America Corporation (BAC), Citigroup Inc. (C),...
The 20 Best Value Bond Trades with Maturities of 20 Years or Longer
On March 10 in the U.S. bond market, there were 30,328 bond trades in 4,824 non-call fixed rate corporate bond issues...
Bank of America Corporation: Bond Market “Stress Test” Results
Special disclosure by the author: The author spent two summers working under Wm. Mack Terry, head of the Financial Analysis and...
Goldman Sachs Leads Best Value 20 Year Maturity or Longer Bond Trades
On February 25 in the U.S. bond market, there were 37,970 bond trades in 5,421 non-call fixed rate corporate bond issues...
Cisco Systems Inc. Leads Top 40 in Bond Market Trading Volume
On February 26 in the U.S. bond market, there were 24,966 bond trades in the senior non-call fixed rate corporate bond issues of...