On January 11, 2012, we looked at weekly credit default swap trading volume for sub-sovereigns and municipals among 1,090...
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U.S. Bank Credit Default Swap Trading Volume through December 30, 2012
On January 10, 2012, we noted that a proposal to use credit default swaps to price deposit insurance (Financial Times, December...
Sovereign Credit Default Swap Trading Volume for the 129 Weeks Ending December 30, 2012
On January 14, 2013, we reviewed trading volume in credit default swaps for 1,130 reference names reported by the Depository...
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 10, 2013 constant maturity Treasury yields that were reported...
CDS Trading Volume for 1,130 Reference Names For 129 Weeks Ended December 30, 2012
In today’s blog, we look at 129 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 December 27, 2012 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 December 20, 2012 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 December 13, 2012 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 December 6, 2012 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 November 29, 2012 constant maturity Treasury yields that were reported...
A 10 Step Program to Replace Legacy Credit Ratings with Modern Default Probabilities for Counter-Party and Credit Risk Assessment
It is now widely recognized by financial institutions, corporate investors, insurance firms and regulators that an over-reliance...
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 November 21, 2012 constant maturity Treasury yields that were reported...