Uncategorized Archives - SAS Risk Data and Analytics

ABOUT THE AUTHOR

Donald R. Van Deventer, Ph.D.

Don founded Kamakura Corporation in April 1990 and currently serves as Co-Chair, Center for Applied Quantitative Finance, Risk Research and Quantitative Solutions at SAS. Don’s focus at SAS is quantitative finance, credit risk, asset and liability management, and portfolio management for the most sophisticated financial services firms in the world.

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SAS Weekly Bund Yield and Euro Simulation, April 25, 2025: Median Scenario for the Euro at 1.1185 One Year Forward

Apr 29, 2025 | Donald R. Van Deventer, Ph.D., Press Releases, Uncategorized

Summary The 2-year/10-year Bund spread closed the week at a positive 0.7465%, a change from 0.786% last week. As a result,...

SAS Weekly Swedish Krona and Government Bond Yield Simulation, April 4, 2025: Median Scenario One Year Forward for the Krona is 10.46

Apr 7, 2025 | Donald R. Van Deventer, Ph.D., Press Releases, Uncategorized

Summary One-month forward Swedish Government Bond rates peaked at 2.93% this week, compared to 3.03% the previous week. The...

Behind the Headlines

Jan 3, 2025 | Uncategorized

NEW YORK: January 6, 2025: The new year is a time to be thankful for the past 12 months and wish friends, family, and colleagues...

Follow the Cash

Apr 2, 2024 | CREDIT CONDITIONS, Uncategorized

NEW YORK, April 2, 2024: Global markets posted gains in the first quarter, with U.S. markets leading the way. While uncertainty...