The latest implied forward rate forecast from Kamakura Corporation shows projected 10 year U.S. Treasury yields differing -0.07%...
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Kamakura Mortgage Valuation Yield Curve, Mortgage Servicing Rights Valuation, and U.S. Treasury Forecast
The latest implied forward rate forecast from Kamakura Corporation shows projected 10 year U.S. Treasury yields down 0.15% to...
AT&T Inc. Bonds: Not a Ringing Endorsement
The telecommunications sector around the world is experiencing enormous disruption. This note uses the default probabilities and...
Citigroup Inc. Bonds: A Prince of an Investment After Many Pandit
The management changes at Citigroup Inc. since the events of the credit crisis have been very dramatic, perhaps more so than for...
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 August 22, 2013 constant maturity Treasury yields that were reported...
Bank of America Corporation: Bonds to Bank On?
We first analyzed default risk at Bank of America Corporation (BAC) on . On that day, the one year default probability for the...
Non-Bank Corporate Credit Default Swap Trading Volume for the 155 Weeks Ended June 28, 2013
This note is the last in a series analyzing the trading volume in single name credit default swaps for the 155 weeks ended June...
Microsoft Outlook: Will the Bonds Excel?
Institutional investors around the world are required to prove to their audit committees, senior management, and regulators that...
International Bank Credit Default Swap Trading Volume for the 155 Weeks Ended June 28, 2013
On January 20, 2013 Kamakura Corporation reported on trading volume in credit default swaps for non-U.S. banking firms for the...
J C Penney Bonds: Penny Wise, Pound Foolish?
Institutional investors around the world are required to prove to their audit committees, senior management, and regulators that...
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 August 15, 2013 constant maturity Treasury yields that were reported...
Time Warner Cable Inc. Bonds: Risk and Return Analysis
In this note we analyze the current levels and past history of default probabilities for Time Warner Cable (TWC). We compare...