Today’s forecast for U.S. Treasury yields is based on the February 28, 2013 constant maturity Treasury yields that were reported...
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Five Questions Every Pensioner Should Ask and Every Pension Board Should Answer
Administrators of public and private pension funds often operate under the assumption that the beneficiaries of the funds and...
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 February 21, 2013 constant maturity Treasury yields that were reported...
A Stress-Testing Case Study: Applying the Fed’s CCAR 2013 Stress Tests to the S&P 500
On November 9, 2012, the Federal Reserve announced the details of its Comprehensive Capital Analysis and Review (“CCAR”) Stress...
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 February 14, 2013 constant maturity Treasury yields that were reported...
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 February 7, 2013 constant maturity Treasury yields that were reported...
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 January 31, 2013 constant maturity Treasury yields that were reported...
Public Pension Funds: Reforming Disclosure and Risk Management to Protect Beneficiaries and Taxpayers
At a major risk management conference in Geneva in December 2002, Nobel Prize winner Robert C. Merton told this story before an...
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 January 24, 2013 constant maturity Treasury yields that were reported...
Non-Bank Corporate Credit Default Swap Trading Volume for the 129 Weeks Ended December 30, 2012
This blog is the last in a series analyzing the trading volume in single name credit default swaps for the 129 weeks ended...
International Bank Credit Default Swap Trading Volume for the 129 Weeks Ended December 30, 2012
On January 18, 2012 we reviewed trading volume in credit default swaps for non-U.S. banking firms for the 77 weeks ended...
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 January 17, 2013 constant maturity Treasury yields that were reported...