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, March 17, 2023: Silicon Valley Bank Treasury Shock Persists

Mar 19, 2023 | Donald R. Van Deventer, Ph.D., Press Releases

Today’s Treasury yield simulation reflects the continuing effects of the “flight to safety” in the wake of the collapse of...

SAS Weekly Forecast, February 24, 2023: 2-year/10-year Treasury Negative Spread at Day 160

Feb 26, 2023 | Donald R. Van Deventer, Ph.D., Press Releases

Today’s analysis shows that the negative 2-year/10-year U.S. Treasury spread looks almost certain to continue into 2024. As...

SAS Weekly Forecast, February 17, 2023: 2-year/10-year Treasury Negative Spread Won’t End Soon

Feb 19, 2023 | Donald R. Van Deventer, Ph.D., Press Releases

Today’s analysis shows that the negative 2-year/10-year U.S. Treasury spread looks likely to persist well into fall, 2023 and...

SAS Weekly Forecast, January 20, 2023: Peak in Forward U.S. Treasury Yields Drops 0.10%

Jan 22, 2023 | Donald R. Van Deventer, Ph.D., Press Releases

The 1-month forward U.S. Treasury yield curve currently shows a long-term peak down 0.10% this week. As explained in Prof....

SAS Weekly Forecast, January 13, 2023: Forward U.S. Treasury Yields Twin Peaks Shrink

Jan 15, 2023 | Donald R. Van Deventer, Ph.D., Press Releases

The 1-month forward U.S. Treasury yield currently curve shows twin peaks down 0.24% in the short term and down 0.14% over the...

SAS Weekly Forecast, January 6, 2023: Forward U.S. Treasury Yield Twin Peaks Persist

Jan 8, 2023 | Donald R. Van Deventer, Ph.D., Press Releases

The 1-month forward U.S. Treasury yield currently show twin peaks at 5.04% in the short term and 4.77% over the longer term. As...

How Well Do U.S. Treasury Yields Forecast Inflation? An Update Through December 30, 2022

Jan 3, 2023 | Donald R. Van Deventer, Ph.D., Press Releases

Donald R. van Deventer January 3, 2023 Abstract The size of the term premium embedded in the current U.S. Treasury yield curve...

SAS Weekly Forecast, December 30, 2022: Forward U.S. Treasury Yields Show Twin Peaks Near 5.05%

Jan 1, 2023 | Donald R. Van Deventer, Ph.D., Press Releases

The 1-month forward U.S. Treasury yield curve currently shows twin peaks at 5.06% in the short term and 5.01% over the longer...

SAS Weekly Forecast, December 16, 2022: Long-term Forward U.S. Treasury Peak Drops 0.11%

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

Despite last week’s rate increase by the Federal Reserve, the long-term 1-month forward U.S. Treasury yield now peaks at 4.64%,...

SAS Weekly Forecast, December 9, 2022: Long-term Forward U.S. Treasury Peak Stable at 4.75%

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

The long-term 1-month forward U.S. Treasury yield now peaks at 4.75%, unchanged from last week. As explained in Prof. Robert...

SAS Weekly Forecast, December 2, 2022: Long-term Forward U.S. Treasury Peak Drops 0.25%

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

The long-term 1-month forward U.S. Treasury yield now peaks at 4.75%, down 25 basis points from last week. As explained in Prof....

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...