Kamakura Troubled Company Index Increases by 1.08% to 15.06% Credit Quality Declines to the 35th Percentile NEW YORK, January 4,...
Bull Trap or Sustainable Improvement?
Kamakura Troubled Company Index Decreases by 4.57% to 13.98% Credit Quality Improves to the 39th Percentile NEW YORK, December...
CLO COMBO NOTES:
EYES WIDE SHUT!
Authors from the North American Client Team: Warren A Sherman wandrewsherman@kamakuraco.com Mark Slattery...
Which Way to Turn?
Kamakura Troubled Company Index Increases by 3.92% to 18.55%.
Credit Quality Declines to the 26th Percentile
NEW YORK, November 2, 2020: As October comes to an end and some countries celebrate Halloween, return-seeking investors are so...
The Best of Times?
Kamakura Troubled Company Index Increases by 1.00% to 14.63%.
Credit Quality Declined Slightly to the 36th Percentile.
NEW YORK, October 1, 2020: Most of us have read the opening of Charles Dickens’ classic novel, “A Tale of Two Cities”: “It was...
Join Kamakura at Risk Minds Insurance
Due to the escalation of the situation regarding COVID-19 in Europe, we have taken the decision to postpone RiskMinds Insurance...
Kamakura to Present at Risk Americas
This paper analyzes the number and the nature of factors driving the movements in the Japanese Government Bond yield curve from...
GAIL—Guaranteed Automatic Integration Library in MATLAB: Documentation for Version 2.3
Authors: Sou-Cheng T. Choi, Yuhan Ding, Fred J. Hickernell, Lan Jiang,Lluís Antoni Jiménez Rugama, Da Li, Jagadeeswaran...
Report on the Second Workshop on Sustainable Software for Science: Practice and Experiences (WSSSPE2)
Authors: Daniel S. Katz , Sou-Cheng T. Choi, Nancy Wilkins-Diehr, Neil Chue Hong, Colin C. Venters, James Howison, Frank...
Algorithm 937: MINRES-QLP for symmetric and Hermitian linear equations and least-squares problems
Abstract: We describe algorithm MINRES-QLP and its FORTRAN 90 implementation for solving symmetric or Hermitian linear systems...
Summary of the First Workshop on Sustainable Software for Science: Practice and Experiences (WSSSPE1)
Authors: Daniel S Katz, Sou-Cheng T Choi, Hilmar Lapp, Ketan Maheshwari, Frank Löffler, Matthew Turk, Marcus D Hanwell, Nancy...
MINRES-QLP: A Krylov Subspace Method for Indefinite or Singular Symmetric Systems
Authors: Sou-Cheng T. Choi, Christopher C. Paige, and Michael A. Saunders Abstract: CG, SYMMLQ, and MINRES are Krylov subspace...