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@dvandeventer Donald van Deventer

Donald van Deventer posts on X about default risk, rates, macro, par the most. They currently have XXXXX followers and XXX posts still getting attention that total XXX engagements in the last XX hours.

Engagements: XXX #

X Week XXXXX +160%
X Month XXXXX +22%
X Months XXXXXX +12%
X Year XXXXXX +30%

Mentions: XX #

Followers: XXXXX #

X Week XXXXX +0.16%
X Month XXXXX +1.40%
X Months XXXXX +2.10%
X Year XXXXX +4%

CreatorRank: XXXXXXXXX #

Social Influence #

Social category influence finance XXXXX% countries XXXX% stocks XXXX% cryptocurrencies XXXX% currencies XXXX% automotive brands XXXX%

Social topic influence default risk 6.73%, rates 6.73%, macro 5.77%, par 3.85%, $vno 2.88%, singapore 2.88%, new zealand 2.88%, $cmcsa 1.92%, $aon 1.92%, aon plc XXXX%

Top accounts mentioned or mentioned by @sassoftware @sasjapan @ecbresearch @ebanews @bundesbank @bankofjapanj @mofjapan @bankofengland @sassoftwareuki @massg @riksbanken @rbainfo @aprainfo @botorth @reservebankofnz @toyota @bankofcanada @osficanada @hsbc @tdcanada

Top assets mentioned Veno Finance (VNO) Comcast Corporation (CMCSA) Aon PLC (AON) Johnson Controls International, PLC. (JCI) Crane Holdings, Co. (CR)

Top Social Posts #

Top posts by engagements in the last XX hours

"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 2441 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 KRIS vs. ratings credit risk credit ratings bonds @SASSoftware"
@dvandeventer on X 2025-07-18 15:20:14 UTC 2439 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 2441 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 2441 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 2439 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 2441 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

"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 2441 followers, XX engagements

"The HJM++ default risk of interest rate mismatches shows the cumulative probability of default for 5-year Australian Government Bonds funded with X XX XX or XX% equity and bank deposits. ALM IBSM @RBAInfo @APRAInfo @SASSoftware"
@dvandeventer on X 2025-07-13 23:20:14 UTC 2438 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 2438 followers, XX engagements

"Example: Germany HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America July XX 2025 @SASSoftware"
@dvandeventer on X 2025-07-15 08:20:11 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 2441 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

"Number and Order of HJM++ Factors Driving Japanese Government Yields July XX 2025 ALM IBSM @Bank_of_Japan_j @Bank_of_Japan_e @MOF_Japan @SASSoftware @SASJapan"
@dvandeventer on X 2025-07-21 01:20:12 UTC 2440 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: @Toyota @SASJapan"
@dvandeventer on X 2025-07-22 21:20:12 UTC 2439 followers, XX engagements

"The HJM++ default risk of interest rate mismatches updated July X 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"
@dvandeventer on X 2025-07-06 21:20:11 UTC 2438 followers, XX engagements

"The HJM++ simulation of the default risk of interest rate mismatches shows the cumulative probability of default for 10-year Treasuries funded with X% equity and XX% deposits ALM IBSM @USOCC @USTreasury @federalreserve @FDIC_gov @SASsoftware"
@dvandeventer on X 2025-07-14 15:20:22 UTC 2438 followers, XX engagements

"The HJM++ default risk of interest rate mismatches updated July X 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 2025-07-07 11:20:15 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 KRIS vs. ratings credit risk credit ratings bonds @SASSoftware"
@dvandeventer on X 2025-07-16 14:20:18 UTC 2439 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 2437 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 2441 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 2441 followers, XX engagements

"Swedish Government Bonds maximum smoothness forward rates & zero coupon yields consistent with par coupon yields via Kamakura Risk Manager version 11.0.1 KRIS Interest Rate Info: ALM IBSM @SASSoftware @Riskbanken"
@dvandeventer on X 2025-07-21 07:20:12 UTC 2439 followers, XX engagements

"Singapore Government bonds maximum smoothness forward rates & zero coupon yields consistent with par coupon yields via Kamakura Risk Manager version 11.0.1 KRIS Interest Rate Info: ALM IBSM @MAS_sg @SASSoftware"
@dvandeventer on X 2025-07-21 03:20:11 UTC 2439 followers, XX engagements

"Among the riskiest rated public firms in the world there were XX increases & X decrease in KRIS 1-year default probabilities today. KRIS info KRIS vs. ratings credit risk credit ratings bonds @SASSoftware"
@dvandeventer on X 2025-07-15 18:20:14 UTC 2439 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 2441 followers, XX engagements

"New Zealand Treasury Bonds maximum smoothness forward rates & zero coupon yields consistent with par coupon yields via Kamakura Risk Manager version 11.0.1 KRIS Interest Rate Info: ALM IBSM @SASSoftware @ReserveBankofNZ"
@dvandeventer on X 2025-07-20 19:20:12 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 2441 followers, XX engagements

"The HJM++ default risk of interest rate mismatches updated July X 2025 shows the cumulative probability of default for 10-year JGBs funded with X XX XX or XX% equity and bank deposits. ALM IBSM @Bank_of_Japan_j @MOF_Japan @SASSoftware @SASJapan"
@dvandeventer on X 2025-07-07 01:20:14 UTC 2439 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 2441 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 2440 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 2440 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 2438 followers, XX engagements

"Number and Order of HJM++ Factors Driving Thai Government Bond Yields July XX 2025 ALM IBSM @bot.or.th @SASSoftware"
@dvandeventer on X 2025-07-21 05:20:10 UTC 2438 followers, XX engagements

"RESEARCH FROM @SASSoftware: The Valuation of Corporate Coupon Bonds published in the Journal of Financial and Quantitative Analysis 2025 Example: @Comcast $CMCSA credit risk bonds"
@dvandeventer on X 2025-07-17 23:20:12 UTC 2439 followers, XX engagements

"Australian Government Bonds maximum smoothness forward rates & zero coupon yields consistent with par coupon yields via Kamakura Risk Manager version 11.0.1 KRIS Interest Rate Info: ALM IBSM @SASSoftware @RBAInfo @APRAInfo"
@dvandeventer on X 2025-07-20 23:20:11 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

"Traded bond spreads (blue) versus 1-year (orange) & 10-year (green) KRIS default probabilities for $CR Crane Company credit risk ratings @SASSoftware"
@dvandeventer on X 2025-07-11 21:20:13 UTC 2439 followers, XX engagements