New Zealand Treasury Bond 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 New Zealand Dollar and Treasury Bond Yield Simulation, April 4, 2025: Peak in Long-term 1-Month Forward Rates Down 0.47%

SAS Weekly New Zealand Dollar and Treasury Bond Yield Simulation, April 4, 2025: Peak in Long-term 1-Month Forward Rates Down 0.47%

Apr 7, 2025 | Donald R. Van Deventer, Ph.D., Press Releases

Summary One-month forward New Zealand Treasury Bond rates peaked at 5.80% this week, compared to 6.27% the previous week. The...