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 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
For near-real time credit and risk management updates from Kamakura Corporation, please follow...
KRIS Daily Model Validation: Confirmation That Out-of-Sample KRIS Default Probabilities Accurately Price Traded U.S. Corporate Bonds, Updated June 8, 2021
KRIS is the only default probability and fixed income system which provides daily cross-validation between default...
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...
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...
CLO COMBO NOTES:
EYES WIDE SHUT!
Authors from the North American Client Team: Warren A Sherman wandrewsherman@kamakuraco.com Mark Slattery...