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Donald van Deventer posts on X about rates, new zealand, coupon, singapore the most. They currently have XXXXX followers and 2237 posts still getting attention that total XXX engagements in the last XX hours.
Social category influence finance countries stocks
Social topic influence rates #1472, new zealand #1070, coupon, singapore, australia, sweden #931, debt, kris #780, par, canadian #1620
Top accounts mentioned or mentioned by @sassoftware @federalreserve @ustreasury @fdicgov @ebanews @sasjapan @bundesbank @usocc @ecbresearch @bankofjapanj @mofjapan @sassoftwareuki @bankofengland @reservebankofnz @bankofjapane @riksbanken @bankofcanada @rbainfo @aprainfo @bankpacwest
Top assets mentioned NXP Semiconductors NV (NXPI) The Toronto-Dominion Bank (TD) Aon PLC (AON) Trane Technologies PLC (TT) ThunderCore (TT)
Top posts by engagements in the last XX hours
"Among the riskiest rated public firms in the world there were XX increases & X decreases in KRIS 1-year default probabilities today. KRIS info credit risk credit ratings bonds @SASSoftware"
X Link @dvandeventer 2025-10-10T13:57Z 2528 followers, XX engagements
"Empirical and Risk-Neutral HJM++ Canadian Dollar/U.S. Dollar FX Rate Simulation October XX 2025: HJM++ 50000 Scenarios X Year Forward Using Joint Canadian Government and U.S. Treasury Yield Simulations ALM IBSM @BankofCanada @OSFICanada @SASSoftware"
X Link @dvandeventer 2025-10-13T15:07Z 2530 followers, XX engagements
"Example: Japan Optimal HJM++ Hedge of 10-Year X% Bond Using One Par Coupon Bond and One Zero Coupon Bond Reveals a Perfect Hedge October XX 2025 ALM IBSM @SASSoftware @Bank_of_Japan_j @MOF_Japan @SASJapan"
X Link @dvandeventer 2025-10-14T01:20Z 2527 followers, XX engagements
"Singapore government bond zero coupon bond yields using maximum smoothness forward rate smoothing via SAS ALM/Kamakura Risk Manager version 11.0.1 Kamakura Risk Information Services 1998-2025 daily ALM ICAAP IRRBB FTP FRTB @MAS_sg interest rates"
X Link @dvandeventer 2025-10-15T07:20Z 2529 followers, XX engagements
"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: NXP Semiconductors BV $NXPI credit risk credit ratings @SASSoftware"
X Link @dvandeventer 2025-10-10T19:20Z 2528 followers, XX engagements
"Weekly Australia Government Yield and FX Simulation October XX 2025: HJM++ distribution of 5-year yields X years forward using 50000 scenarios: ALM IBSM @RBAInfo @APRAInfo @SASSoftware"
X Link @dvandeventer 2025-10-14T23:20Z 2527 followers, XX engagements
"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: Sibanye-Stillwater Ltd. ZAF credit risk credit ratings @SASSoftware"
X Link @dvandeventer 2025-10-09T17:20Z 2527 followers, XX engagements
"Example United Kingdom HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @BankofEngland @SASSoftwareUKI"
X Link @dvandeventer 2025-10-14T09:20Z 2527 followers, XX engagements
"Example Sweden HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @Riksbanken"
X Link @dvandeventer 2025-10-14T07:20Z 2527 followers, XX engagements
"The HJM++ default risk of interest rate mismatches updated October XX 2025 shows the cumulative probability of default for 5-year New Zealand Treasury Bonds funded with X XX XX or XX% equity and bank deposits. ALM IBSM @ReserveBankofNZ @SASSoftware"
X Link @dvandeventer 2025-10-14T21:20Z 2531 followers, XX engagements
"Example Singapore HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @MAS_sg"
X Link @dvandeventer 2025-10-14T03:20Z 2527 followers, XX engagements
"Number and Order of HJM++ Factors Driving New Zealand Treasury Yields October XX 2025 ALM IBSM @ReserveBankofNZ @SASSoftware New Zealand Debt Management"
X Link @dvandeventer 2025-10-12T21:20Z 2528 followers, XX engagements
"KRIS from @SASSoftware provides daily out-of-sample cross-validation between default probabilities bond prices & spreads. Journal of Financial and Quantitative Analysis August 2025 Example: $TD @TD @TD_Canada"
X Link @dvandeventer 2025-10-08T21:20Z 2528 followers, XX engagements
"Among the riskiest rated public firms in the world there were XX increases & X decreases in KRIS 1-year default probabilities today. KRIS info credit risk credit ratings bonds @SASSoftware"
X Link @dvandeventer 2025-10-16T15:18Z 2531 followers, XX engagements
"Example Germany HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @Bundesbank @ECB_Research @EBA_News"
X Link @dvandeventer 2025-10-14T11:20Z 2531 followers, XX engagements
"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: @AON_PLC $AON credit risk credit ratings @SASSoftware"
X Link @dvandeventer 2025-10-03T16:20Z 2528 followers, XX engagements
"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: @SasolLtd ZAF credit risk credit ratings @SASSoftware"
X Link @dvandeventer 2025-10-16T17:22Z 2531 followers, XX engagements
"Example: Germany Optimal HJM++ Hedge of 10-Year X% Bond Using One Par Coupon Bond and One Zero Coupon Bond Reveals a Perfect Hedge October XX 2025 ALM IBSM @SASSoftware @Bundesbank @ECB_Research @EBA_News"
X Link @dvandeventer 2025-10-14T13:20Z 2531 followers, XX engagements
"Joint simulation of 5-year zero-coupon U.S. Treasury and New Zealand Treasury Bond yields X year forward. 50000 scenarios 12-factor HJM++ model daily data 1962- September XX 2025 stochastic volatility ALM IBSM @ReserveBankofNZ @SASSoftware"
X Link @dvandeventer 2025-10-14T19:20Z 2531 followers, XX engagements
"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: Kernel Holding SA LUX credit risk credit ratings @SASSoftware"
X Link @dvandeventer 2025-10-10T17:28Z 2528 followers, XX engagements
"Example: US Treasury Optimal HJM++ Hedge of 10-Year X% Bond Using One Par Coupon Bond and One Zero Coupon Bond Reveals a Perfect Hedge October XX 2025 ALM IBSM @SASSoftware @USOCC @USTreasury @federalreserve @FDIC_gov"
X Link @dvandeventer 2025-10-13T19:20Z 2527 followers, XX engagements
"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: @Trane_Tech $TT credit risk credit ratings @SASSoftware"
X Link @dvandeventer 2025-10-03T18:20Z 2530 followers, XX engagements
"Australia government zero coupon bond yields using maximum smoothness forward rate smoothing via KRM version 11.0.1 January X 1996 to September XX 2025 daily. Note 1990s data quality issues. ALM @APRAInfo @RBAInfo @SASSoftware"
X Link @dvandeventer 2025-10-13T03:20Z 2528 followers, XX engagements
"Example: Australia Optimal Hedge of 10-Year X% Bond Using Par Coupon Bonds to Hedge HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 ALM IBSM @SASSoftware @RBAInfo @APRAInfo"
X Link @dvandeventer 2025-10-13T23:20Z 2527 followers, XX engagements
"Statistical significance and volatility type by maturity of forward rate for X factors driving Heath Jarrow & Morton model New Zealand Treasury bonds daily 1987-2025 ALM ICAAP FRTB @ReserveBankofNZ @SASSoftware New Zealand Debt Management"
X Link @dvandeventer 2025-10-10T05:20Z 2528 followers, XX engagements
"Weekly Canadian Government Bond Yield Simulation October XX 2025: HJM++ distribution of 3-month bill yields XX years forward using 50000 scenarios: @SASSoftware @BankofCanada @OSFICanada"
X Link @dvandeventer 2025-10-14T15:20Z 2531 followers, XX engagements
"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: Kernel Holding S.A. Luxembourg credit risk credit ratings @SASSoftware"
X Link @dvandeventer 2025-10-08T17:20Z 2527 followers, XX engagements
"Example New Zealand: Optimal Hedge by Number of Zero Coupon Bonds of X% 10-Year Bond HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 ALM IBSM @SASSoftware @ReserveBankofNZ New Zealand Debt Management"
X Link @dvandeventer 2025-10-13T21:20Z 2527 followers, XX engagements
"Number of statistically significant variables driving the yield curve Heath Jarrow & Morton model XX factors Swedish government bonds daily 1987-2025 with stochastic volatility ALM ICAAP FRTB FTP IRRBB Sweden @Riksbanken @SASSoftware"
X Link @dvandeventer 2025-10-15T15:20Z 2529 followers, XX engagements
"Weekly Japanese Government Bond Simulation October XX 2025: Distribution of 10-year yields XX years forward using HJM++ 50000 scenarios: ALM IBSM @Bank_of_Japan_j @MOF_Japan @SASSoftware @SASJapan"
X Link @dvandeventer 2025-10-15T01:20Z 2528 followers, XX engagements
"Among the riskiest rated public firms in the world there were XX increases & X decreases in KRIS 1-year default probabilities today. KRIS info credit risk credit ratings bonds @SASSoftware"
X Link @dvandeventer 2025-10-15T15:10Z 2530 followers, XX engagements
"Swedish government bond zero coupon bond yields using maximum smoothness forward rate smoothing via SAS ALM/Kamakura Risk Manager version 11.0.1 Kamakura Risk Information Services 1987-2025 daily ALM ICAAP IRRBB FTP FRTB Sweden @Riksbanken @SASSoftware"
X Link @dvandeventer 2025-10-15T13:20Z 2529 followers, XX engagements
"Empirical and Risk-Neutral HJM++ Singapore Dollar/U.S. Dollar FX Rate Simulation September XX 2025: HJM++ 75000 Scenarios X Years Forward Using Joint Singapore Government and U.S. Treasury Yield Simulations ALM IBSM @MAS_sg @SASSoftware"
X Link @dvandeventer 2025-09-23T03:20Z 2530 followers, XX engagements
"Example: United States Optimal Hedge of 10-Year X% Bond Using Par Coupon Bonds to Hedge HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 ALM IBSM @SASSoftware @USOCC @USTreasury @federalreserve @FDIC_gov"
X Link @dvandeventer 2025-10-14T17:20Z 2531 followers, XX engagements
"Example Thailand HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @BOT.OR.TH"
X Link @dvandeventer 2025-10-14T05:20Z 2529 followers, XX engagements