inflation Archives - Kamakura Corporation

ABOUT THE AUTHOR

Donald R. Van Deventer, Ph.D.

Don founded Kamakura Corporation in April 1990 and currently serves as its chairman and chief executive officer where he focuses on enterprise wide risk management and modern credit risk technology. His primary financial consulting and research interests involve the practical application of leading edge financial theory to solve critical financial risk management problems. Don was elected to the 50 member RISK Magazine Hall of Fame in 2002 for his work at Kamakura.

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SAS Weekly Forecast, November 25, 2022: U.S. Treasury Forward Rates Flatten Out

Nov 27, 2022 | Donald R. Van Deventer, Ph.D., Press Releases

The 1-month forward U.S. Treasury yield now peaks at 5.00%, down 16 basis points from last week. As explained in Prof. Robert...

SAS Weekly Forecast, November 18, 2022: Peak in 1-Month Treasury Forward Rates Falls 0.35% to 5.16%

Nov 20, 2022 | Donald R. Van Deventer, Ph.D., Press Releases

The 1-month forward U.S. Treasury yield now peaks at 5.16%, down 35 basis points from last week. As explained in Prof. Robert...

SAS Weekly Forecast, November 10, 2022: Treasury Yields Plunge But Peak in Forward Rates Drops Just 0.09% to 5.51%

Nov 13, 2022 | Donald R. Van Deventer, Ph.D., Press Releases

The 1-month forward U.S. Treasury yield now peaks at 5.51%, down 9 basis points from last week. As explained in Prof. Robert...

SAS Weekly Forecast, October 21, 2022: Treasury 1-Month Forward Rate Peak Jumps 0.41% to 5.66%

Oct 23, 2022 | Donald R. Van Deventer, Ph.D., Press Releases

The 1-month forward U.S. Treasury yield now peaks at 5.66%, up 41 basis points from last week. As explained in Prof. Robert...

SAS Weekly Forecast, October 7, 2022: Near-term Forward Rate Peak up 0.31% to 4.84%

Oct 9, 2022 | Donald R. Van Deventer, Ph.D., Press Releases

The near-term forward 1-month U.S. Treasury yield now peaks at 4.84%, up 31 basis points from last week. As explained in Prof....

SAS Weekly Forecast, September 30, 2022: Market Rate Expectations Step Up

Oct 2, 2022 | Donald R. Van Deventer, Ph.D., Press Releases

Using daily Treasury data from 1962, this week’s simulation shows a step up in market expectations gleaned from a rational...

SAS Weekly Forecast, September 16, 2022: Peak in 1-month Forward Treasury Rates Falls 0.09% to 4.89%

Sep 18, 2022 | Donald R. Van Deventer, Ph.D., Press Releases

The forward 1-month U.S. Treasury yield now peaks at 4.89%, down 9 basis points from last week. As explained in Prof. Robert...

SAS Weekly Forecast, September 9, 2022: Peak in 1-month Forward Treasury Rates Steadies at 4.98%

Sep 11, 2022 | Donald R. Van Deventer, Ph.D., Press Releases

The forward 1-month U.S. Treasury yield now peaks at 4.98%, up 3 basis points from last week. As explained in Prof. Robert...

Kamakura Weekly Forecast, September 2, 2022: Peak in 1-month Forward Treasury Rates Climbs to 4.95%

Sep 4, 2022 | Donald R. Van Deventer, Ph.D., Press Releases

Treasury yields moved surprisingly little on the day of Chairman Powell’s Jackson Hole comments, but on reflection early last...

Kamakura Weekly Forecast, August 26, 2022: Lawyer Jerome Powell versus 15,154 Days of Treasury Yields

Aug 28, 2022 | Donald R. Van Deventer, Ph.D., Press Releases

Reformed lawyer Jerome Powell argued in Jackson Hole that market participants are underestimating the Fed’s determination to...

Kamakura Weekly Forecast, August 19, 2022: Negative 2-year/10-year Spread, Trading Day 33

Aug 21, 2022 | Donald R. Van Deventer, Ph.D., Press Releases

Inverted Yields, Negative Rates, and U.S. Treasury Probabilities 10 Years Forward The negative 2-year/10-year Treasury spread...

Kamakura Weekly Forecast, August 12, 2022: Negative 2-year/10-year Spread, Trading Day 28

Aug 13, 2022 | Donald R. Van Deventer, Ph.D., Press Releases

Inverted Yields, Negative Rates, and U.S. Treasury Probabilities 10 Years Forward The market has now had a month to adjust to...