We first analyzed default risk at Bank of America Corporation (BAC) on . On that day, the one year default probability for the...
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Non-Bank Corporate Credit Default Swap Trading Volume for the 155 Weeks Ended June 28, 2013
This note is the last in a series analyzing the trading volume in single name credit default swaps for the 155 weeks ended June...
Microsoft Outlook: Will the Bonds Excel?
Institutional investors around the world are required to prove to their audit committees, senior management, and regulators that...
International Bank Credit Default Swap Trading Volume for the 155 Weeks Ended June 28, 2013
On January 20, 2013 Kamakura Corporation reported on trading volume in credit default swaps for non-U.S. banking firms for the...
J C Penney Bonds: Penny Wise, Pound Foolish?
Institutional investors around the world are required to prove to their audit committees, senior management, and regulators that...
Kamakura Mortgage Valuation Yield Curve, Mortgage Servicing Rights Valuation, and U.S. Treasury Forecast
Today’s forecast for U.S. Treasury yields is based on the August 15, 2013 constant maturity Treasury yields that were reported...
Time Warner Cable Inc. Bonds: Risk and Return Analysis
In this note we analyze the current levels and past history of default probabilities for Time Warner Cable (TWC). We compare...
Kamakura Mortgage Valuation Yield Curve, Mortgage Servicing Rights Valuation, and U.S. Treasury Forecast
Today’s forecast for U.S. Treasury yields is based on the July 25, 2013 constant maturity Treasury yields that were reported by...
United States Steel Bonds: The Upside and the Downside
In this note we analyze the default probabilities for United States Steel Corporation (X), and compare those to credit spreads...
Dell Inc. Bonds: A Risk and Return Analysis
In this note we analyze the current levels and past history of default probabilities for Dell Inc. (DELL) and we compare those...
CDS Trading Volume for 1,144 Reference Names For 155 Weeks Ended June 28, 2013
In today’s note, we look at 155 weeks of single name credit default swap trading volume data since the week ended July 16, 2010...
Kamakura Mortgage Valuation Yield Curve, Mortgage Servicing Rights Valuation, and U.S. Treasury Forecast
Today’s forecast for U.S. Treasury yields is based on the July 18, 2013 constant maturity Treasury yields that were reported by...