[GUEST ACCESS MODE: Data is scrambled or limited to provide examples. Make requests using your API key to unlock full data. Check https://lunarcrush.ai/auth for authentication information.] #  @dvandeventer Donald van Deventer Donald van Deventer posts on X about default risk, bank, simulation, new zealand the most. They currently have XXXXX followers and 2509 posts still getting attention that total XXX engagements in the last XX hours. ### Engagements: XXX [#](/creator/twitter::19619569/interactions)  - X Week XXXXX -XX% - X Month XXXXX +25% - X Months XXXXXX +56% - X Year XXXXXX +83% ### Mentions: XX [#](/creator/twitter::19619569/posts_active)  - X Week XX -XX% - X Month XXX -XXXX% - X Months XXX +43% - X Year XXXXX +131% ### Followers: XXXXX [#](/creator/twitter::19619569/followers)  - X Week XXXXX +0.24% - X Month XXXXX +0.60% - X Months XXXXX +5.30% - X Year XXXXX +4.10% ### CreatorRank: XXXXXXXXX [#](/creator/twitter::19619569/influencer_rank)  ### Social Influence **Social category influence** [finance](/list/finance) [countries](/list/countries) [stocks](/list/stocks) [currencies](/list/currencies) **Social topic influence** [default risk](/topic/default-risk) #228, [bank](/topic/bank), [simulation](/topic/simulation), [new zealand](/topic/new-zealand) #961, [debt](/topic/debt) #1942, [hedge](/topic/hedge) #142, [liquidity](/topic/liquidity), [singapore](/topic/singapore) #1813, [north america](/topic/north-america), [australia](/topic/australia) **Top accounts mentioned or mentioned by** [@sassoftware](/creator/undefined) [@federalreserve](/creator/undefined) [@ustreasury](/creator/undefined) [@fdicgov](/creator/undefined) [@ebanews](/creator/undefined) [@sasjapan](/creator/undefined) [@usocc](/creator/undefined) [@bundesbank](/creator/undefined) [@ecbresearch](/creator/undefined) [@bankofjapanj](/creator/undefined) [@mofjapan](/creator/undefined) [@sassoftwareuki](/creator/undefined) [@bankofengland](/creator/undefined) [@reservebankofnz](/creator/undefined) [@bankofjapane](/creator/undefined) [@riksbanken](/creator/undefined) [@bankofcanada](/creator/undefined) [@osficanada](/creator/undefined) [@rbainfo](/creator/undefined) [@aprainfo](/creator/undefined) **Top assets mentioned** [American Tower Corp (AMT)](/topic/$amt) [Aon PLC (AON)](/topic/aon-plc) [Allegheny Technologies (ATI)](/topic/$ati) ### Top Social Posts Top posts by engagements in the last XX hours "The HJM++ default risk of interest rate mismatches updated November XX 2025 shows the cumulative probability of default for 5-year Canadian Government Bonds funded with X XX XX or XX% equity and bank deposits. ALM IBSM @BankofCanada @OSFICanada @SASSoftware" [X Link](https://x.com/dvandeventer/status/1993671134684840128) 2025-11-26T13:20Z 2524 followers, XX engagements "The HJM++ default risk of interest rate mismatches updated November XX 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" [X Link](https://x.com/dvandeventer/status/1995664255626969182) 2025-12-02T01:20Z 2524 followers, XXX 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 XX XX and XX% equity and non-maturity deposits. ALM IBSM @USOCC @USTreasury @federalreserve @FDIC_gov @SASSoftware" [X Link](https://x.com/dvandeventer/status/1995936057003589726) 2025-12-02T19:20Z 2523 followers, XX engagements "The HJM++ default risk of interest rate mismatches updated November XX 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" [X Link](https://x.com/dvandeventer/status/1993489932547989752) 2025-11-26T01:20Z 2524 followers, XXX engagements "Empirical and Risk-Neutral Pound Sterling/Dollar FX Rate Simulation November XX 2025: HJM++ 50000 Scenarios X Year Forward Using Joint Gilt and Treasury Yield Simulations ALM IBSM @BankofEngland @SASSoftware @SASSoftwareUKI" [X Link](https://x.com/dvandeventer/status/1993278535591506075) 2025-11-25T11:20Z 2523 followers, XX engagements "Euro FX Rate Simulation November XX 2025: HJM++ 50000 Scenarios X Years Forward Using Joint Bund and Treasury Yield Simulations ALM IBSM @Bundesbank @ECB_Research @EBA_News" [X Link](https://x.com/dvandeventer/status/1993610736430424368) 2025-11-26T09:20Z 2523 followers, XX engagements "There were X increases and XX declines among 1-year KRIS default probabilities for the riskiest public firms in the UK today credit risk corporate bonds CVA @BankofEngland @SASSoftwareUKI @SASSoftware" [X Link](https://x.com/dvandeventer/status/1995498176304861694) 2025-12-01T14:20Z 2517 followers, XX engagements "Empirical and Risk-Neutral HJM++ Canadian Dollar/U.S. Dollar FX Rate Simulation November 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](https://x.com/dvandeventer/status/1995528373355835744) 2025-12-01T16:20Z 2523 followers, XX engagements "Empirical and Risk-Neutral HJM++ New Zealand Dollar/U.S. Dollar FX Rate Simulation November XX 2025: HJM++ 50000 Scenarios X Year Forward Using Joint New Zealand Treasury and U.S. Treasury Yield Simulations ALM IBSM @ReserveBankofNZ New Zealand Debt Management @SASSoftware" [X Link](https://x.com/dvandeventer/status/1995603868676194510) 2025-12-01T21:20Z 2523 followers, XX engagements "Advanced fair value calculations from the KRIS team at @SASSoftware unmask arbitrage opportunities due to misuse of 100-year-old yield-to-maturity calculations. Example: @AmericanTowerUS $AMT Research: Journal of Financial and Quantitative Analysis August 2025 default corporate bonds" [X Link](https://x.com/dvandeventer/status/1991345817723048296) 2025-11-20T03:20Z 2517 followers, XX engagements "Empirical and Risk-Neutral Swedish Krona/Dollar FX Rate Simulation November XX 2025: HJM++ 50000 Scenarios X Year Forward Using Joint Swedish Government Bond and Treasury Yield Simulations ALM IBSM @Riksbanken @SASSoftware" [X Link](https://x.com/dvandeventer/status/1996119765123838332) 2025-12-03T07:30Z 2515 followers, XX engagements "Macro factors call provisions and liquidity premiums along with KRIS default probabilities and recovery rates drive credit spread movements. Example: @AON_PLC $AON credit risk credit ratings @SASSoftware" [X Link](https://x.com/dvandeventer/status/1997019309332205754) 2025-12-05T19:04Z 2518 followers, XX engagements "Example Singapore: 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 December X 2025 ALM IBSM @SASSoftware @MAS_sg" [X Link](https://x.com/dvandeventer/status/1998231177518305311) 2025-12-09T03:20Z 2523 followers, XX engagements "Treasury 3-month HJM++ Simulation December X 2025: 50000 No-Arbitrage Scenarios Peak in 1-Month Treasury Bill Forwards Up to XXXX% ALM IBSM @USOCC @USTreasury @federalreserve @FDIC_gov @SASsoftware" [X Link](https://x.com/dvandeventer/status/1998080183031546014) 2025-12-08T17:20Z 2521 followers, XX engagements "Example: New Zealand: Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America December X 2025 ALM IBSM @SASSoftware @ReserveBankofNZ New Zealand Debt Management" [X Link](https://x.com/dvandeventer/status/1998140586356842538) 2025-12-08T21:20Z 2520 followers, XX engagements "Empirical and Risk-Neutral HJM++ Australian Dollar/U.S. Dollar FX Rate Simulation December X 2025: HJM++ 50000 Scenarios X Year Forward Using Joint Australia Government and U.S. Treasury Yield Simulations ALM IBSM @RBAInfo @APRAInfo @SASSoftware" [X Link](https://x.com/dvandeventer/status/1998170776071983363) 2025-12-08T23:20Z 2524 followers, XX engagements "Example: Japan: Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America December X 2025 ALM IBSM @SASSoftware @Bank_of_Japan_j @MOF_Japan @SASJapan" [X Link](https://x.com/dvandeventer/status/1998200971134923235) 2025-12-09T01:20Z 2523 followers, XX engagements "The HJM++ default risk of interest rate mismatches updated December X 2025 shows the cumulative probability of default for 5-year Swedish Government Bonds funded with X XX XX or XX% equity and bank deposits. ALM IBSM @Riskbanken @SASSoftware" [X Link](https://x.com/dvandeventer/status/1998291567107354890) 2025-12-09T07:20Z 2523 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](https://x.com/dvandeventer/status/1998412386928033877) 2025-12-09T15:20Z 2520 followers, XX engagements "Example: United States Optimal HJM++ Hedge of 10-Year X% Bond Using One Par Coupon Bond and One Zero Coupon Bond Reveals a Perfect Hedge December X 2025 ALM IBSM @SASSoftware @USOCC @USTreasury @federalreserve @FDIC_gov" [X Link](https://x.com/dvandeventer/status/1998110376760607088) 2025-12-08T19:20Z 2522 followers, XX engagements "Example: Canada: Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America December X 2025 ALM IBSM @SASSoftware @BankofCanada @OSFICanada" [X Link](https://x.com/dvandeventer/status/1998382169849278555) 2025-12-09T13:20Z 2520 followers, XX engagements "Example: Germany: Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America December X 2025 ALM IBSM @SASSoftware @Bundesbank @ECB_Research @EBA_News" [X Link](https://x.com/dvandeventer/status/1998321779656319114) 2025-12-09T09:20Z 2524 followers, XX engagements "Example: United States Optimal HJM++ Hedge of 10-Year X% Bond Using Par Coupon Bonds December X 2025 ALM IBSM @SASSoftware @USOCC @USTreasury @federalreserve @FDIC_gov" [X Link](https://x.com/dvandeventer/status/1998442576110604414) 2025-12-09T17:20Z 2524 followers, XX engagements "Empirical and Risk-Neutral HJM++ New Zealand Dollar/U.S. Dollar FX Rate Simulation December X 2025: HJM++ 50000 Scenarios X Year Forward Using Joint New Zealand Treasury and U.S. Treasury Yield Simulations ALM IBSM @ReserveBankofNZ New Zealand Debt Management @SASSoftware" [X Link](https://x.com/dvandeventer/status/1998502972716675247) 2025-12-09T21:20Z 2524 followers, XX engagements "Canada Government Securities zero coupon bond yields using maximum smoothness forward rate smoothing via Kamakura Risk Manager version 11.0.1 Kamakura Risk Information Services 2001-2025 daily @BankofCanada @OSFICanada @SASSoftware ALM ICAAP IRRBB @bankofcanada FRTB" [X Link](https://x.com/dvandeventer/status/1998502972834054441) 2025-12-09T21:20Z 2521 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 XX XX and XX% equity and non-maturity deposits. ALM IBSM @USOCC @USTreasury @federalreserve @FDIC_gov @SASSoftware" [X Link](https://x.com/dvandeventer/status/1998472778274508866) 2025-12-09T19:20Z 2524 followers, XX engagements "The HJM++ default risk of interest rate mismatches updated December X 2025 shows the cumulative probability of default for 10-year Thai Government Bonds funded with X XX XX or XX% equity and bank deposits. ALM IBSM Bank of Thailand @SASSoftware Thailand" [X Link](https://x.com/dvandeventer/status/1998623763282141679) 2025-12-10T05:20Z 2524 followers, XX engagements "Empirical and Risk-Neutral HJM++ New Zealand Dollar/U.S. Dollar FX Rate Simulation November XX 2025: HJM++ 50000 Scenarios X Year Forward Using Joint New Zealand Treasury and U.S. Treasury Yield Simulations ALM IBSM @ReserveBankofNZ New Zealand Debt Management @SASSoftware" [X Link](https://x.com/dvandeventer/status/1993432010983903536) 2025-11-25T21:30Z 2523 followers, XX engagements "The HJM++ default risk of interest rate mismatches updated November XX 2025 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" [X Link](https://x.com/dvandeventer/status/1995996448266113286) 2025-12-02T23:20Z 2524 followers, XX engagements "Macro factors call provisions and liquidity premiums along with KRIS default probabilities and recovery rates drive credit spread movements. Example: ATI Inc. $ATI credit risk credit ratings @SASSoftware" [X Link](https://x.com/dvandeventer/status/1996301672520261957) 2025-12-03T19:33Z 2523 followers, XX engagements "Example: United Kingdom Optimal HJM++ Hedge of 10-Year X% Bond Using Par Coupon Bonds December X 2025 ALM IBSM @SASSoftware @BankofEngland @SASSoftwareUKI" [X Link](https://x.com/dvandeventer/status/1998351971900674085) 2025-12-09T11:20Z 2524 followers, XX engagements "Example Australia HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America December X 2025 @SASSoftware @RBAInfo @APRAInfo" [X Link](https://x.com/dvandeventer/status/1998533171785163174) 2025-12-09T23:20Z 2524 followers, XX engagements "Example Japan: 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 December X 2025 ALM IBSM @SASSoftware @Bank_of_Japan_j @MOF_Japan @SASJapan" [X Link](https://x.com/dvandeventer/status/1998563368093770017) 2025-12-10T01:20Z 2524 followers, XX engagements "Example Singapore HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America December X 2025 @SASSoftware @MAS_sg" [X Link](https://x.com/dvandeventer/status/1998593565258141910) 2025-12-10T03:20Z 2524 followers, XX engagements "Example Sweden HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America December X 2025 @SASSoftware @Riksbanken" [X Link](https://x.com/dvandeventer/status/1998653963793477757) 2025-12-10T07:20Z 2524 followers, XX engagements
[GUEST ACCESS MODE: Data is scrambled or limited to provide examples. Make requests using your API key to unlock full data. Check https://lunarcrush.ai/auth for authentication information.]
@dvandeventer Donald van Deventer
Donald van Deventer posts on X about default risk, bank, simulation, new zealand the most. They currently have XXXXX followers and 2509 posts still getting attention that total XXX engagements in the last XX hours.
Engagements: XXX #
- X Week XXXXX -XX%
- X Month XXXXX +25%
- X Months XXXXXX +56%
- X Year XXXXXX +83%
Mentions: XX #
- X Week XX -XX%
- X Month XXX -XXXX%
- X Months XXX +43%
- X Year XXXXX +131%
Followers: XXXXX #
- X Week XXXXX +0.24%
- X Month XXXXX +0.60%
- X Months XXXXX +5.30%
- X Year XXXXX +4.10%
CreatorRank: XXXXXXXXX #
Social Influence
Social category influence finance countries stocks currencies
Social topic influence default risk #228, bank, simulation, new zealand #961, debt #1942, hedge #142, liquidity, singapore #1813, north america, australia
Top accounts mentioned or mentioned by @sassoftware @federalreserve @ustreasury @fdicgov @ebanews @sasjapan @usocc @bundesbank @ecbresearch @bankofjapanj @mofjapan @sassoftwareuki @bankofengland @reservebankofnz @bankofjapane @riksbanken @bankofcanada @osficanada @rbainfo @aprainfo
Top assets mentioned American Tower Corp (AMT) Aon PLC (AON) Allegheny Technologies (ATI)
Top Social Posts
Top posts by engagements in the last XX hours
"The HJM++ default risk of interest rate mismatches updated November XX 2025 shows the cumulative probability of default for 5-year Canadian Government Bonds funded with X XX XX or XX% equity and bank deposits. ALM IBSM @BankofCanada @OSFICanada @SASSoftware"
X Link 2025-11-26T13:20Z 2524 followers, XX engagements
"The HJM++ default risk of interest rate mismatches updated November XX 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"
X Link 2025-12-02T01:20Z 2524 followers, XXX 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 XX XX and XX% equity and non-maturity deposits. ALM IBSM @USOCC @USTreasury @federalreserve @FDIC_gov @SASSoftware"
X Link 2025-12-02T19:20Z 2523 followers, XX engagements
"The HJM++ default risk of interest rate mismatches updated November XX 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"
X Link 2025-11-26T01:20Z 2524 followers, XXX engagements
"Empirical and Risk-Neutral Pound Sterling/Dollar FX Rate Simulation November XX 2025: HJM++ 50000 Scenarios X Year Forward Using Joint Gilt and Treasury Yield Simulations ALM IBSM @BankofEngland @SASSoftware @SASSoftwareUKI"
X Link 2025-11-25T11:20Z 2523 followers, XX engagements
"Euro FX Rate Simulation November XX 2025: HJM++ 50000 Scenarios X Years Forward Using Joint Bund and Treasury Yield Simulations ALM IBSM @Bundesbank @ECB_Research @EBA_News"
X Link 2025-11-26T09:20Z 2523 followers, XX engagements
"There were X increases and XX declines among 1-year KRIS default probabilities for the riskiest public firms in the UK today credit risk corporate bonds CVA @BankofEngland @SASSoftwareUKI @SASSoftware"
X Link 2025-12-01T14:20Z 2517 followers, XX engagements
"Empirical and Risk-Neutral HJM++ Canadian Dollar/U.S. Dollar FX Rate Simulation November 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 2025-12-01T16:20Z 2523 followers, XX engagements
"Empirical and Risk-Neutral HJM++ New Zealand Dollar/U.S. Dollar FX Rate Simulation November XX 2025: HJM++ 50000 Scenarios X Year Forward Using Joint New Zealand Treasury and U.S. Treasury Yield Simulations ALM IBSM @ReserveBankofNZ New Zealand Debt Management @SASSoftware"
X Link 2025-12-01T21:20Z 2523 followers, XX engagements
"Advanced fair value calculations from the KRIS team at @SASSoftware unmask arbitrage opportunities due to misuse of 100-year-old yield-to-maturity calculations. Example: @AmericanTowerUS $AMT Research: Journal of Financial and Quantitative Analysis August 2025 default corporate bonds"
X Link 2025-11-20T03:20Z 2517 followers, XX engagements
"Empirical and Risk-Neutral Swedish Krona/Dollar FX Rate Simulation November XX 2025: HJM++ 50000 Scenarios X Year Forward Using Joint Swedish Government Bond and Treasury Yield Simulations ALM IBSM @Riksbanken @SASSoftware"
X Link 2025-12-03T07:30Z 2515 followers, XX engagements
"Macro factors call provisions and liquidity premiums along with KRIS default probabilities and recovery rates drive credit spread movements. Example: @AON_PLC $AON credit risk credit ratings @SASSoftware"
X Link 2025-12-05T19:04Z 2518 followers, XX engagements
"Example Singapore: 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 December X 2025 ALM IBSM @SASSoftware @MAS_sg"
X Link 2025-12-09T03:20Z 2523 followers, XX engagements
"Treasury 3-month HJM++ Simulation December X 2025: 50000 No-Arbitrage Scenarios Peak in 1-Month Treasury Bill Forwards Up to XXXX% ALM IBSM @USOCC @USTreasury @federalreserve @FDIC_gov @SASsoftware"
X Link 2025-12-08T17:20Z 2521 followers, XX engagements
"Example: New Zealand: Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America December X 2025 ALM IBSM @SASSoftware @ReserveBankofNZ New Zealand Debt Management"
X Link 2025-12-08T21:20Z 2520 followers, XX engagements
"Empirical and Risk-Neutral HJM++ Australian Dollar/U.S. Dollar FX Rate Simulation December X 2025: HJM++ 50000 Scenarios X Year Forward Using Joint Australia Government and U.S. Treasury Yield Simulations ALM IBSM @RBAInfo @APRAInfo @SASSoftware"
X Link 2025-12-08T23:20Z 2524 followers, XX engagements
"Example: Japan: Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America December X 2025 ALM IBSM @SASSoftware @Bank_of_Japan_j @MOF_Japan @SASJapan"
X Link 2025-12-09T01:20Z 2523 followers, XX engagements
"The HJM++ default risk of interest rate mismatches updated December X 2025 shows the cumulative probability of default for 5-year Swedish Government Bonds funded with X XX XX or XX% equity and bank deposits. ALM IBSM @Riskbanken @SASSoftware"
X Link 2025-12-09T07:20Z 2523 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 2025-12-09T15:20Z 2520 followers, XX engagements
"Example: United States Optimal HJM++ Hedge of 10-Year X% Bond Using One Par Coupon Bond and One Zero Coupon Bond Reveals a Perfect Hedge December X 2025 ALM IBSM @SASSoftware @USOCC @USTreasury @federalreserve @FDIC_gov"
X Link 2025-12-08T19:20Z 2522 followers, XX engagements
"Example: Canada: Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America December X 2025 ALM IBSM @SASSoftware @BankofCanada @OSFICanada"
X Link 2025-12-09T13:20Z 2520 followers, XX engagements
"Example: Germany: Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America December X 2025 ALM IBSM @SASSoftware @Bundesbank @ECB_Research @EBA_News"
X Link 2025-12-09T09:20Z 2524 followers, XX engagements
"Example: United States Optimal HJM++ Hedge of 10-Year X% Bond Using Par Coupon Bonds December X 2025 ALM IBSM @SASSoftware @USOCC @USTreasury @federalreserve @FDIC_gov"
X Link 2025-12-09T17:20Z 2524 followers, XX engagements
"Empirical and Risk-Neutral HJM++ New Zealand Dollar/U.S. Dollar FX Rate Simulation December X 2025: HJM++ 50000 Scenarios X Year Forward Using Joint New Zealand Treasury and U.S. Treasury Yield Simulations ALM IBSM @ReserveBankofNZ New Zealand Debt Management @SASSoftware"
X Link 2025-12-09T21:20Z 2524 followers, XX engagements
"Canada Government Securities zero coupon bond yields using maximum smoothness forward rate smoothing via Kamakura Risk Manager version 11.0.1 Kamakura Risk Information Services 2001-2025 daily @BankofCanada @OSFICanada @SASSoftware ALM ICAAP IRRBB @bankofcanada FRTB"
X Link 2025-12-09T21:20Z 2521 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 XX XX and XX% equity and non-maturity deposits. ALM IBSM @USOCC @USTreasury @federalreserve @FDIC_gov @SASSoftware"
X Link 2025-12-09T19:20Z 2524 followers, XX engagements
"The HJM++ default risk of interest rate mismatches updated December X 2025 shows the cumulative probability of default for 10-year Thai Government Bonds funded with X XX XX or XX% equity and bank deposits. ALM IBSM Bank of Thailand @SASSoftware Thailand"
X Link 2025-12-10T05:20Z 2524 followers, XX engagements
"Empirical and Risk-Neutral HJM++ New Zealand Dollar/U.S. Dollar FX Rate Simulation November XX 2025: HJM++ 50000 Scenarios X Year Forward Using Joint New Zealand Treasury and U.S. Treasury Yield Simulations ALM IBSM @ReserveBankofNZ New Zealand Debt Management @SASSoftware"
X Link 2025-11-25T21:30Z 2523 followers, XX engagements
"The HJM++ default risk of interest rate mismatches updated November XX 2025 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"
X Link 2025-12-02T23:20Z 2524 followers, XX engagements
"Macro factors call provisions and liquidity premiums along with KRIS default probabilities and recovery rates drive credit spread movements. Example: ATI Inc. $ATI credit risk credit ratings @SASSoftware"
X Link 2025-12-03T19:33Z 2523 followers, XX engagements
"Example: United Kingdom Optimal HJM++ Hedge of 10-Year X% Bond Using Par Coupon Bonds December X 2025 ALM IBSM @SASSoftware @BankofEngland @SASSoftwareUKI"
X Link 2025-12-09T11:20Z 2524 followers, XX engagements
"Example Australia HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America December X 2025 @SASSoftware @RBAInfo @APRAInfo"
X Link 2025-12-09T23:20Z 2524 followers, XX engagements
"Example Japan: 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 December X 2025 ALM IBSM @SASSoftware @Bank_of_Japan_j @MOF_Japan @SASJapan"
X Link 2025-12-10T01:20Z 2524 followers, XX engagements
"Example Singapore HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America December X 2025 @SASSoftware @MAS_sg"
X Link 2025-12-10T03:20Z 2524 followers, XX engagements
"Example Sweden HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America December X 2025 @SASSoftware @Riksbanken"
X Link 2025-12-10T07:20Z 2524 followers, XX engagements