In this note we analyze the current levels and past history of default probabilities for Wells Fargo & Co. (WFC). We...
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Trading Volume in the U.S. Corporate Bond Market and the Credit Default Swap Market for the Week Ended July 12, 2013
Trading volume in the bond and credit default swap markets are two of the key drivers of profit for major dealers like Bank of...
Hewlett-Packard Company Bonds: A Risk and Return Analysis
In this note we analyze the current levels and past history of default probabilities for Hewlett-Packard Company (HPQ). We...
Oracle Corp. Bonds: An Analysis of Risk and Return
In this note we analyze the current levels and past history of default probabilities for Oracle Corp. (ORCL), and 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 June 27, 2013 constant maturity Treasury yields that were reported by...
Telecom Italia leads corporate CDS trading volume with $515 million
This note analyzes trading volume in single name credit default swaps for the week ended June 21, 2013, a week which saw Telecom...
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 June 20, 2013 constant maturity Treasury yields that were reported by...
Analysis of Single Name Credit Default Swap Trading Volume for The Week Ended June 14, 2013
This note analyzes trading volume in single name credit default swaps for the week ended June 14, 2013. The original source of...
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 June 13, 2013 constant maturity Treasury yields that were reported by...
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 June 6, 2013 constant maturity Treasury yields that were reported by...
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 May 30, 2013 constant maturity Treasury yields that were reported by...
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 May 23, 2013 constant maturity Treasury yields that were reported by...