LunarCrush LLM | LunarCrush AI Interface

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@dvandeventer "Weekly Bund and Euro FX Simulation July XX 2025: HJM++ 75000 Scenarios 3-month Yield XX Years Forward ALM IBSM @Bundesbank @ECB_Research @EBA_News @SASSoftware"
@dvandeventer on X 2025-07-22 09:20:11 UTC 2439 followers, XX engagements

"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: $IIPR credit risk credit ratings @SASSoftware"
@dvandeventer on X 2025-07-23 17:10:48 UTC 2442 followers, XX engagements

"Weekly Japanese Government Bond Simulation July XX 2025: Distribution of 3-month bill yields XX years forward using HJM++ 75000 scenarios ALM IBSM @Bank_of_Japan_j @MOF_Japan @SASSoftware @SASJapan"
@dvandeventer on X 2025-07-22 01:20:12 UTC 2438 followers, XXX engagements

"RESEARCH FROM @SASSoftware: The Valuation of Corporate Coupon Bonds published in the Journal of Financial and Quantitative Analysis 2025 Example: $CMCSA credit risk bonds"
@dvandeventer on X 2025-07-23 19:20:14 UTC 2442 followers, XX engagements

"The HJM++ default risk of interest rate mismatches updated July XX 2025 shows the cumulative probability of default for 10-year Bunds funded with X% equity and XX% deposits ALM IBSM @Bundesbank @ECB_Research @EBA_News"
@dvandeventer on X 2025-07-14 09:20:13 UTC 2441 followers, XX engagements

"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: Vornado Realty Trust $VNO credit risk credit ratings @SASSoftware"
@dvandeventer on X 2025-07-17 15:20:14 UTC 2440 followers, XXX engagements

"Weekly Swedish Government Bond and FX Simulation July XX 2025: Distribution of 3-month bill yields XX years forward using HJM++ 75000 scenarios: ALM IBSM @Riksbanken @SASSoftware"
@dvandeventer on X 2025-07-22 07:20:14 UTC 2439 followers, XX engagements

"Number and Order of HJM++ Factors Driving Canadian Government Bond Yields July XX 2025 ALM IBSM @bankofcanada @OSFICanada @SASSoftware"
@dvandeventer on X 2025-07-21 13:20:14 UTC 2441 followers, XX engagements

"Term structure of KRIS annualized default probabilities and traded credit spreads (blue) for @HSBC #credit #creditrisk #creditratings $HSBA @SASsoftware"
@dvandeventer on X 2023-05-26 08:20:12 UTC 2439 followers, XX engagements

"The HJM++ default risk of interest rate mismatches updated July XX 2025 shows the cumulative probability of default for 10-year Gilts funded with X XX XX or XX% equity and bank deposits. ALM IBSM @BankofEngland @SASSoftware @SASSoftwareUKI"
@dvandeventer on X 2025-07-22 13:20:13 UTC 2442 followers, XX engagements

"Example: Optimal Hedge by Number of Hedging Securities United States HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America July XX 2025 @SASSoftware ALM IBSM @USOCC @USTreasury @federalreserve @FDIC_gov"
@dvandeventer on X 2025-07-23 21:20:13 UTC 2443 followers, XX engagements

"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: $AON PLC credit risk credit ratings @SASSoftware"
@dvandeventer on X 2025-07-18 21:20:12 UTC 2440 followers, XX engagements

"Among the riskiest rated public firms in the world there were X increases & XX decreases in KRIS 1-year default probabilities today. KRIS info credit risk credit ratings bonds @SASSoftware"
@dvandeventer on X 2025-07-23 14:08:44 UTC 2439 followers, XX engagements

"Weekly Singapore Government Yield and FX Simulation July XX 2025: HJM++ distribution of 3-month bill yields XX years forward 75000 scenarios summary data downloadable: ALM IBSM @MAS_sg @SASSoftware"
@dvandeventer on X 2025-07-22 03:20:11 UTC 2439 followers, XX engagements

"Among the riskiest public financial firms in Singapore there were X increases and X decreases in KRIS(R) 1-year default probabilities today credit risk credit ratings bonds corporate bonds IFRS9 risk management Asia @MAS_sg @SASSoftware"
@dvandeventer on X 2025-07-17 02:20:14 UTC 2441 followers, XX engagements

"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: Johnson Controls International $JCI credit risk credit ratings @SASSoftware"
@dvandeventer on X 2025-07-18 19:20:12 UTC 2439 followers, XX engagements

"HJM++ joint simulation of 10-year zero-coupon Treasury and Gilt yields X year forward. 75000 scenarios 12-factor HJM++ model daily data 1962- May XX 2025 stochastic volatility ALM IBSM @BankofEngland @SASSoftware @SASSoftwareUKI"
@dvandeventer on X 2025-07-22 15:20:16 UTC 2442 followers, XX engagements

"Among the riskiest public financial firms in the European Union there were X increases and XX decreases in 1-year KRIS default probabilities today. EU credit risk credit ratings @ecb_news @EBA_News @ECB_Research @SASSoftware"
@dvandeventer on X 2025-07-17 08:20:11 UTC 2439 followers, XX engagements

"Weekly United Kingdom Gilt and FX Simulation July XX 2025: Distribution of 3-month bill yields XX years forward using HJM++ 75000 scenarios: ALM IBSM @BankofEngland @SASSoftware @SASSoftwareUKI"
@dvandeventer on X 2025-07-22 17:20:15 UTC 2442 followers, XX engagements

"Weekly Australia Government Yield and FX Simulation July XX 2025: HJM++ distribution of 3-month bill yields XX years forward 75000 scenarios summary data downloadable: ALM IBSM @RBAInfo @APRAInfo @SASSoftware"
@dvandeventer on X 2025-07-21 23:20:12 UTC 2439 followers, XX engagements

"Treasury 3-month HJM++ Simulation 7/18/2025: Peak in One-Month Forward Treasuries Up XXXX% to XXXX% ALM IBSM @USOCC @USTreasury @federalreserve @FDIC_gov @SASsoftware"
@dvandeventer on X 2025-07-21 17:20:14 UTC 2441 followers, XX engagements

"Weekly Thai Government Yield and FX Simulation July XX 2025: HJM++ distribution of 3-month bill yields XX years forward 75000 scenarios summary data downloadable: ALM IBSM @bot.or.th @SASSoftware"
@dvandeventer on X 2025-07-22 05:20:11 UTC 2439 followers, XX engagements

"Among the riskiest public firms in southeast Asia there were X increases and XX decreases in KRIS 1-year default probabilities today credit risk Singapore Thailand Malaysia Indonesia Philippines @BNM_official @MAS_sg @ADB_HQ @SASsoftware"
@dvandeventer on X 2025-07-25 03:20:12 UTC 2443 followers, XX engagements

"Weekly New Zealand Treasury Yield Simulation July XX 2025: HJM++ distribution of 3-month bill yields XX years forward using 75000 scenarios: ALM IBSM @ReserveBankofNZ @SASSoftware"
@dvandeventer on X 2025-07-21 21:20:12 UTC 2439 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"
@dvandeventer on X 2025-07-22 19:20:13 UTC 2442 followers, XX engagements

"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: $VNO Vornado Realty credit risk credit ratings @SASSoftware"
@dvandeventer on X 2025-07-11 17:20:13 UTC 2441 followers, XX engagements

"@SASSoftware: Coupon payments are subordinate to principal because there is no recovery on coupons in default. See The Valuation of Corporate Coupon Bonds 2025 Journal of Financial and Quantitative Analysis Example: @Mitsui_Sumitomo @SASJapan"
@dvandeventer on X 2025-07-24 15:20:16 UTC 2441 followers, XX engagements

"Traded bond spreads (blue) versus 1-year (orange) & 10-year (green) KRIS default probabilities for $AON PLC credit risk ratings @SASSoftware"
@dvandeventer on X 2025-07-11 19:20:15 UTC 2440 followers, XX engagements

"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: Sibanye-Stillwater Ltd South Africa credit risk credit ratings @SASSoftware"
@dvandeventer on X 2025-07-16 17:20:13 UTC 2439 followers, XX engagements