Donald van Deventer
Contributor since: 2013
Company: Kamakura Corporation
Latest Articles
Tesla: The Bond Market Speaks Again
Tesla: The Bond Market Speaks
A Quantitative Assessment Of Errors From The Use Of Credit Ratings In Credit Portfolio Management - Part 3: Credit Spreads
A Quantitative Assessment Of Errors From The Use Of Credit Ratings In Credit Portfolio Management - Part 2
A Quantitative Assessment Of Errors From The Use Of Credit Ratings In Credit Portfolio Management, Part 1
A Video Sequel: A 56-Year History Of U.S. Treasury Yield Curve Movements In 12 Minutes
An Updated Pictorial History Of Realized And 'In Progress' Term Premiums For U.S. Treasuries, 1982-2017
December Posts Year's Largest Decline In Worldwide Corporate Credit Quality
Alternative Income: A Tale Of 2 Markets
Why U.S. Bank Regulators Rejected A BIS-Style 'Standardised Framework' For Interest Rate Risk 4 Times
A United Approach To Credit-Adjusted Risk Management: IFRS9, CECL And CVA
A Pictorial History Of Realized And 'In Progress' Term Premiums For U.S. Treasuries 1982-2017
Kamakura Reports Worldwide Corporate Credit Quality Improves To 84th Percentile 1990-2017
The Bond Market Reacts: Equifax Inc.
Realized And 'In Progress' Term Premiums For U.S. Treasury Yields: 1 And 2 Years Versus 6 Months
Realized And 'In Progress' Term Premiums For U.S. Treasury Yields: 3 Years Vs. 6 Months
Realized And 'In Progress' Term Premiums For U.S. Treasury Yields: 5 Year Vs. 6 Months
Realized And 'In Progress' Term Premiums For U.S. Treasury Yields: 7 Years Versus 6 Months
Realized And 'In Progress' Term Premiums For U.S. Treasury Yields: 10 Years Vs. 6 Months
Kamakura Reports Stable Corporate Credit Quality In August
Realized And 'In Progress' Term Premiums For U.S. Treasury Yields: 20 Years Vs. 6 Months
Realized And 'In Progress' Term Premiums For U.S. Treasury Yields: 30 Years Versus 6 Months
Kamakura Reports An Improvement In Worldwide Corporate Credit Quality In July
A 14-Factor Heath, Jarrow And Morton Model For The German Bund Yield Curve, January 1996 To March 2017
250,000 Forecasts For The 3-Month Treasury Bill Yield
A 14-Factor Heath, Jarrow And Morton Model For The United Kingdom Government Securities Yield Curve, 1979 To 2017
Kamakura Reports A Decline In Corporate Credit Quality In June
A 10 Factor Heath, Jarrow And Morton Model For The U.S. Treasury Yield Curve, January 1962 To March 2017
An 8-Factor HJM Model For The Japanese Government Bond Yield Curve, 1974 To 2016: The Impact Of Negative Rates And Smoothing Issues
The Bond Market Reacts: Amazon, Whole Foods And Kroger
Kamakura Reports Continued Improvement In Corporate Credit Quality In April
Kamakura Reports Slight Improvement In Corporate Credit Quality In March