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[@dvandeventer](/creator/twitter/dvandeventer)
"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/1980353376895250872) [@dvandeventer](/creator/x/dvandeventer) 2025-10-20T19:20Z 2510 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: Realty Income Corporation $O"  
[X Link](https://x.com/dvandeventer/status/1973558601311473804) [@dvandeventer](/creator/x/dvandeventer) 2025-10-02T01:20Z 2509 followers, XX engagements


"Example New Zealand HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @ReserveBankofNZ New Zealand Debt Management"  
[X Link](https://x.com/dvandeventer/status/1980383576186036553) [@dvandeventer](/creator/x/dvandeventer) 2025-10-20T21:20Z 2510 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](https://x.com/dvandeventer/status/1978450837581033816) [@dvandeventer](/creator/x/dvandeventer) 2025-10-15T13:20Z 2509 followers, XX engagements


"Example Australia: 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 @RBAInfo @APRAInfo"  
[X Link](https://x.com/dvandeventer/status/1980413774738637195) [@dvandeventer](/creator/x/dvandeventer) 2025-10-20T23:20Z 2509 followers, XX engagements


"Pound Sterling FX Rate Simulation October XX 2025: HJM++ 50000 Scenarios X Years Forward Using Joint Gilt and Treasury Yield Simulations ALM IBSM @BankofEngland @SASSoftware @SASSoftwareUKI"  
[X Link](https://x.com/dvandeventer/status/1980292987436355833) [@dvandeventer](/creator/x/dvandeventer) 2025-10-20T15:20Z 2510 followers, XX engagements


"The HJM++ default risk of interest rate mismatches updated October 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/1980323188354482551) [@dvandeventer](/creator/x/dvandeventer) 2025-10-20T17:20Z 2510 followers, XX engagements


"Example Japan HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @Bank_of_Japan_j @MOF_Japan @SASJapan"  
[X Link](https://x.com/dvandeventer/status/1980443973463281916) [@dvandeventer](/creator/x/dvandeventer) 2025-10-21T01:20Z 2510 followers, XX engagements


"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: Willis Towers Watson PLC $WTW credit risk credit ratings @SASSoftware"  
[X Link](https://x.com/dvandeventer/status/1958942313498947987) [@dvandeventer](/creator/x/dvandeventer) 2025-08-22T17:20Z 2517 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/1975249745376317746) [@dvandeventer](/creator/x/dvandeventer) 2025-10-06T17:20Z 2518 followers, XXX engagements


"The HJM++ default risk of interest rate mismatches updated October X 2025 shows the cumulative probability of default for a bank holding 10-year Bunds funded with X XX XX or XX% equity and deposits ALM IBSM @Bundesbank @ECB_Research @EBA_News"  
[X Link](https://x.com/dvandeventer/status/1975491340658978911) [@dvandeventer](/creator/x/dvandeventer) 2025-10-07T09:20Z 2517 followers, XXX engagements


"The HJM++ default risk of interest rate mismatches updated October 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 @bot.or.th @SASSoftware Thailand"  
[X Link](https://x.com/dvandeventer/status/1975793321604776106) [@dvandeventer](/creator/x/dvandeventer) 2025-10-08T05:20Z 2517 followers, XXX 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](https://x.com/dvandeventer/status/1977753136107336133) [@dvandeventer](/creator/x/dvandeventer) 2025-10-13T15:07Z 2518 followers, XX engagements


"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: @JSWSteel credit risk credit ratings @SASSoftware"  
[X Link](https://x.com/dvandeventer/status/1979341709344489623) [@dvandeventer](/creator/x/dvandeventer) 2025-10-18T00:20Z 2511 followers, XX engagements


"Euro FX Rate Simulation October XX 2025: HJM++ 50000 Scenarios X Year Forward Using Joint Bund and Treasury Yield Simulations ALM IBSM @Bundesbank @ECB_Research @EBA_News"  
[X Link](https://x.com/dvandeventer/status/1980263477886296454) [@dvandeventer](/creator/x/dvandeventer) 2025-10-20T13:22Z 2509 followers, XX engagements