Kamakura Blogs
Donald R. van Deventer, Ph.D.
Martin Zorn currently serves as Kamakura's president and chief operating officer. In this role he oversees all day-to-day operations serving Kamakura risk management clients in 37 countries.
Sou-Cheng Choi, Ph.D.
Dr. Sou-Cheng T. Choi joined Kamakura as Chief Data Scientist on February 1st, 2020. Dr. Choi previously served as the Principal Data Scientist and Lead Researcher in Machine Learning for the automotive and life innovation groups at AllState.
There Is a Market for That
Kamakura Troubled Company Index Increases by 0.25% to 3.03% Credit Quality Remains at the 100th Percentile NEW YORK, August 2,...
Kamakura Congratulates Talcott Resolution For Being Named As The Risk Team Of The Year By InsuranceERM
Risk team of the year: Talcott Resolution Click here to read more.
Kamakura Weekly Forecast, July 23, 2021: U.S. Treasury Probabilities 10 Years Forward
In a recent post on SeekingAlpha, we pointed out that a forecast of “heads” or “tails” in a coin flip leaves out critical...
A 10 Factor Heath, Jarrow, and Morton Stochastic Volatility Model for the U.S. Treasury Yield Curve, Using Daily Data from January 1, 1962 through June 30, 2021
Donald R. van Deventer[1] First Version: July 19, 2021 This Version: July 19, 2021 ABSTRACT Please note: Kamakura Corporation...
Kamakura Weekly Forecast, July 16, 2021: 3-month Treasury Bill Yield Distribution for 10 Years
In a recent post on SeekingAlpha, we pointed out that a forecast of “heads” or “tails” in a coin flip leaves out critical...
Kamakura Releases Future Ratings Model
New York, July 15, 2021: Kamakura Corporation has introduced a new Future Ratings model for its Kamakura Risk Information...
How Well Do U.S. Treasury Yields Forecast Inflation?
With inflation obviously on the rise, any rational investor should be asking “How well do U.S. Treasury yields forecast...
What a Difference a Year Makes. Kamakura Troubled Company Index Decreases by 3.54% to 2.78%.
What a Difference a Year Makes Kamakura Troubled Company Index Decreases by 3.54% to 2.78% Credit Quality Improves to the 100th...
New on SeekingAlpha: U.S. Treasury Yields, The 10-Year Probabilities
In a new post on www.seekingalpha.com, I take on the issue of yield curve forecasting for a sophisticated general audience. ...
“Sell In May and Go Away”
“Sell In May and Go Away” Kamakura Troubled Company Index Decreases by 1.25% to 6.32% Credit Quality Improves to the 94th...
Daily Comparison of KRIS Default Probabilities and Legacy Credit Ratings for June 8, 2021
probability of default
Daily U.S. Corporate Bond Market Update, June 8, 2021
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