yield curve control Archives - SAS Risk Data and Analytics

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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SAS Weekly Japanese Government Bond and Yen Simulation, April 4, 2025: JGB Term Premium Reverts to “Yield Curve Control” Shape

SAS Weekly Japanese Government Bond and Yen Simulation, April 4, 2025: JGB Term Premium Reverts to “Yield Curve Control” Shape

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

Summary The median level for the yen-U.S. dollar exchange rate is 148.58 one year from now, compared to 149.89 last week,...