Donald R. van Deventer SAS Institute Inc. January 2, 2024 Abstract The size of the term premium embedded in the current U.S....
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SAS Weekly Forecast, December 29, 2023: 2-Year/10-Year Treasury Spread Narrows to Negative 35 Basis Points
Summary The Treasury curve moved down 8 basis points at 2 years and down 2 basis points at 10 years over the last week. As a...
Market Pricing Anticipates a Global Soft Landing
NEW YORK, December 4, 2023: Global stock markets recorded their best month in three years on hopes for interest rate cuts. ...
Expected Cumulative Defaults Up Sharply
NEW YORK, November 2, 2023: Markets continued to retreat in October, with a focus on the Federal Reserve and global geopolitical...
Year-to-Date Update: Where Are We Heading Now?
NEW YORK, October 3, 2023: Markets continued to back off in September, with all three major U.S. indexes logging declines....
Unmasking Potential Credit Risks:
Are You Prepared if Defaults Accelerate? NEW YORK, September 5, 2023: Markets backed off in August, with the S&P 500 down...
Soft Landing or Rolling Recession
NEW YORK, August 1, 2023: Has the Federal Reserve managed to steer a path towards lower inflation, higher rates and a soft...
Economic Resiliency—But for How Long?
NEW YORK, July 3, 2023: Neither concerns about the global economy nor interest rates prevented U.S. equities from posting gains...
The Importance of Making the Complex Simple
NEW YORK, June 2, 2023: In his 1989 book “One Up On Wall Street,” Peter Lynch has some prescient advice for today’s investors:...
Banking Turbulence: The More Things Change, The More They Stay the Same
Banking Turbulence: The More Things Change, The More They Stay the Same NEW YORK,May 1, 2023: In a review published April 28,...
Signal versus Noise: How do we interpret March data?
NEW YORK, April 3, 2023: Last year Guggenheim CIO Scott Minerd said in his analysis of the Federal Reserve: “They are going to...
Interest Rate Risk: Job Insecurity is Back
Donald R. van Deventer March 9, 2023 One of Warren Buffett’s most famous quotes goes like this: “Only when the tide goes out do...