When You Come To A Fork In The Road, Take It Kamakura Troubled Company Index Declines by 6.85% to 18.73% Credit Quality Improves...
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Kamakura Corporation Names Don M. Griffith to Board of Directors
Kamakura Corporation Names Don M. Griffith to Board of Directors NEW YORK, July 20, 2020: Kamakura Corporation is pleased to...
The Silver Skates Of Default
The Silver Skates Of Default Kamakura Troubled Company Index Declines by 6.13% to 25.58% Credit Quality Improves to 13th...
Through A Glass Darkly
Through A Glass Darkly Kamakura Troubled Company Index Increases by 0.41% to 31.71% Credit Quality Remains at the 4th Percentile...
In the Land of Alpha, Default Term Structure Models are King
In the Land of Alpha, Default Term Structure Models are King. Authors from the North American Client Team: Eric Penanhoat...
The Merton Default Model: As Good As It Gets?
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The Best of Times?
The Best of Times? Kamakura Troubled Company Index Increases by 1.00% to 14.63% Credit Quality Declined Slightly to the 36th...
Not Just A Virus Crisis
Not Just A Virus Crisis. Kamakura Troubled Company Index Declines by 0.89% to 31.30%. Credit Quality is at the 4th Percentile....
Leveraged Loans: “Fear and Loathing” in Your CLO Portfolio
Leveraged Loans: “Fear and Loathing” in Your CLO Portfolio Authors from the North American Client Team: Eric Penanhoat...
Extraordinary Times – Extraordinary Actions
Extraordinary Times – Extraordinary Actions The View DownUnder MELBOURNE, April 6, 2020: From the desk of Andrew Cowton,...
Reduced Form vs. Merton Default Risk
Reduced Form vs. Merton Default Risk NEW YORK, April 3, 2020: Back in 2012, Dr. Donald van Deventer proclaimed in a blog post:...
Credit Conditions – Chapter One
Credit Conditions – Chapter One Kamakura Troubled Company Index Increases by 8.17% to 31.96% Credit Quality Drops to 4th...