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[@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 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947466677903372702) 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 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 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1944688373219615105) 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 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 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 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


"Number and Order of HJM++ Factors Driving Canadian Government Bond Yields July XX 2025 ALM IBSM @bankofcanada @OSFICanada @SASSoftware"  
![@dvandeventer Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947285490278772811) 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 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 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 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


"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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1944537381383622976) 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 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 2439 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 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 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


"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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1945669845028164085) 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947104289626739009) 2025-07-21 01:20:12 UTC 2440 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


"@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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947768664528142414) 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1941970457680367761) 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1944779008610070990) 2025-07-14 15:20:22 UTC 2438 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 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 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 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


"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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1945760430644683008) 2025-07-17 08:20:11 UTC 2439 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947194884655317156) 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947134481627750597) 2025-07-21 03:20:11 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 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


"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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947345888185090238) 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 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


"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 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 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 2438 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 2442 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 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947164678217445596) 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1945986927477317746) 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947074085265047638) 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 Avatar](https://lunarcrush.com/gi/w:16/cr:twitter::19619569.png) [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1945533944113303650) 2025-07-16 17:20:13 UTC 2439 followers, XX engagements