[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](/creator/twitter/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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947587468372455631) 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1948068289915064637) 2025-07-23 17:10:48 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1946228525888913454) 2025-07-18 15:20:14 UTC 2441 followers, XX 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1948100864180134068) 2025-07-23 19:20:14 UTC 2443 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1945866136358093179) 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947557279764512823) 2025-07-22 07:20:14 UTC 2439 followers, XX engagements


"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: $AON credit risk credit ratings @SASSoftware"  
![@dvandeventer Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1948886030351835229) 2025-07-25 23:20:12 UTC 2442 followers, XX engagements


"Term structure of KRIS annualized default probabilities and traded credit spreads (blue) for @HSBC #credit #creditrisk #creditratings $HSBA @SASsoftware"  
![@dvandeventer Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1662010733633101825) 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947647875845906564) 2025-07-22 13:20:13 UTC 2443 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1948131057515016519) 2025-07-23 21:20:13 UTC 2442 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1946319113862651983) 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1948022470847365619) 2025-07-23 14:08:44 UTC 2441 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947496869887606998) 2025-07-22 03:20:11 UTC 2439 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1946258734059000208) 2025-07-18 17:20:16 UTC 2442 followers, XXX 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1946288915146555580) 2025-07-18 19:20:12 UTC 2443 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947678084909387908) 2025-07-22 15:20:16 UTC 2442 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947708279531958709) 2025-07-22 17:20:15 UTC 2442 followers, XX engagements


"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: AngloGold Ashanti $AU credit risk credit ratings @SASSoftware"  
![@dvandeventer Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1948931340683919662) 2025-07-26 02:20:15 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947436476746137880) 2025-07-21 23:20:12 UTC 2439 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947527070830960763) 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1948584037708165568) 2025-07-25 03:20:12 UTC 2442 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947406279518908926) 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947738470908137873) 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1943722006374978004) 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1948402861097767324) 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1943752211630105003) 2025-07-11 19:20:15 UTC 2440 followers, XX engagements