Postscript: On February 28, 2017, six days after this note was written, offshore energy company Emas Chiyoda Subsea filed for...
A Case Study of XTERA Communications Using KRIS Default Probabilities
XTERA Communications, Inc. (NASDAQ: XCOM) (“XCOM”, “XTERA”, “the company”) provides optical transport solutions worldwide. Its...
An update -Another One Bites The Dust!
On September 29, 2016, it was suggested by the five bidders seeking to bail out Japan’s beleaguered Takata Corp. (NIKKEI:...
Another One Bites The Dust! A Case Study of TAKATA CORP Using KRIS Default Probabilities
On September 29, 2016, it was suggested by the five bidders seeking to bail out Japan’s beleaguered Takata Corp. (NIKKEI:...
Cost Allocation using Kamakura Risk Manager (KRM)
Introduction Cost allocation is the process of identifying, aggregating, and assigning costs to cost objects. A cost object is...
Another One Bites The Dust!
A Case Study of Empresas ICA SAB Using KRIS Default Probabilities June 2, 2016 The objective of this write-up is to showcase how...
Another One Bites The Dust!
A Case Study of Pacific Exploration & Production Corporation Using KRIS Default Probabilities May 31, 2016 The objective of...
Yingli Green Energy Holding Company Limited
A Case Study of Yingli Solar Using KRIS Default Probabilities May 19, 2016 The objective of this write-up is to showcase how the...
Fair Value and Expected Credit Loss Estimation: An Accuracy Comparison of Bond Price versus Spread Analysis Using Lehman Data
In both cases, the visibility of the organization’s valuation and credit risk assessment moves from the back office or middle...
The Predictive Power of KRIS – Case Study of Sahaviriya Steel
Company Profile Sahaviriya Steel Industries Public Company Limited, together with its subsidiaries, manufactured and distributed...
Modeling & Valuing Securitized Assets
For long, it was suspected that without access to INTEX or TREPP, it would be next to impossible to model securitized assets. It...
Calculation of the Term Structure of Liquidity Premium
Traditionally, liquidity has been defined as: A Russian problem; An Asian problem; Someone else’s problem; A broker’s problem;...