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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Kamakura Troubled Company Index Drops 2.4% in June to 16.4% 6/26/2009 11:14 AM

06/26/2009 11:14 AM

For Kamakura blog readers, it’s a  pleasure to let you have advance warning that the Kamakura troubled company index declined again in a major way in June, dropping another 2.4% to 16.4%.  The index is now well below the March 2009 peak of 24.3.  The full details will be included in a press release on Tuesday, June 30.

The troubled company index is available daily on the Kamakura Risk Information Services website.  To subscribe to KRIS please contact Julian Goodkin in London at jgoodkin@kamakuraco.com.

 

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.

Read More

ARCHIVES