euro U.S. dollar exchange rate Archives - SAS Risk Data and Analytics

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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 Forecast, February 9, 2024: Negative 2-Year/10-Year Spread Still 55.2% Probability in August

SAS Weekly Bund Yield Forecast, February 9, 2024: Negative 2-Year/10-Year Spread Still 55.2% Probability in August

Feb 12, 2024 | Donald R. Van Deventer, Ph.D., Press Releases, RESEARCH

Summary The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 34.7 basis points...