In a recent post on SeekingAlpha, we pointed out that a forecast of “heads” or “tails” in a coin flip leaves out critical...
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Kamakura Names Mark Slattery Market Manager for North America
Kamakura Names Mark Slattery Market Manager for North America NEW YORK, September 16, 2021: Kamakura is pleased to announce...
Kamakura Weekly Forecast, September 10, 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...
Kamakura Weekly Forecast, September 3, 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...
What Happened to The Credit Cycle?
What Happened to The Credit Cycle? Kamakura Troubled Company Index Decreases by 0.45% to 2.58% Credit Quality Remains at the...
Kamakura Weekly Forecast, August 27, 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...
The Reduced Form Model Explanation for the Bond/CDS Basis
The Reduced Form Model Explanation for the Bond/CDS Basis: Presentation to Risk Americas Robert A. Jarrow and Donald R. van...
Kamakura Weekly Forecast, August 6, 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...
Kamakura Congratulates Talcott Resolution For Being Named As The Risk Team Of The Year By InsuranceERM
Kamakura Corporation is very pleased that Talcott Resolution has been named "Risk Team of the Year, Americas" by InsuranceERM....
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Kamakura Troubled Company Index Increases by 0.25% to 3.03% Credit Quality Remains at the 100th Percentile NEW YORK, August 2,...
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...