[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 hedge, new zealand, debt, default risk the most. They currently have XXXXX followers and XXX 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 -XXXX% - X Months XXXXXX +71% - X Year XXXXXX +95% ### Mentions: XX [#](/creator/twitter::19619569/posts_active)  - X Week XX -XXXX% - X Month XXX +31% - X Months XXX +57% - X Year XXXXX +150% ### Followers: XXXXX [#](/creator/twitter::19619569/followers)  - X Week XXXXX -XXXX% - X Month XXXXX +0.52% - X Months XXXXX +4.80% - X Year XXXXX +0.48% ### CreatorRank: XXXXXXXXX [#](/creator/twitter::19619569/influencer_rank)  ### Social Influence [#](/creator/twitter::19619569/influence) --- **Social category influence** [countries](/list/countries) XXXXX% [finance](/list/finance) XXXXX% [stocks](/list/stocks) XXX% [currencies](/list/currencies) XXX% **Social topic influence** [hedge](/topic/hedge) #337, [new zealand](/topic/new-zealand) #894, [debt](/topic/debt) #2015, [default risk](/topic/default-risk) #318, [singapore](/topic/singapore) #2061, [australia](/topic/australia) 1.8%, [number of](/topic/number-of) #1257, [japan](/topic/japan) 1.8%, [thailand](/topic/thailand) 1.8%, [canada](/topic/canada) XXX% **Top accounts mentioned or mentioned by** [@sassoftware](/creator/undefined) [@reservebankofnz](/creator/undefined) [@bankofcanada](/creator/undefined) [@osficanada](/creator/undefined) [@massg](/creator/undefined) [@rbainfo](/creator/undefined) [@aprainfo](/creator/undefined) [@ecbresearch](/creator/undefined) [@ebanews](/creator/undefined) [@riksbanken](/creator/undefined) [@bundesbank](/creator/undefined) [@usocc](/creator/undefined) [@ustreasury](/creator/undefined) [@federalreserve](/creator/undefined) [@fdicgov](/creator/undefined) [@bankofjapanj](/creator/undefined) [@sasjapan](/creator/undefined) [@bankofengland](/creator/undefined) [@sassoftwareuki](/creator/undefined) [@mofjapan](/creator/undefined) **Top assets mentioned** [Realty Income Corp (O)](/topic/realty-income-corp) [Trane Technologies PLC (TT)](/topic/trane-tech) [ThunderCore (TT)](/topic/$tt) [American Tower Corp (AMT)](/topic/$amt) [CVS Health Corp (CVS)](/topic/$cvs) ### Top Social Posts [#](/creator/twitter::19619569/posts) --- Top posts by engagements in the last XX hours "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 2512 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" [X Link](https://x.com/dvandeventer/status/1980655371162137007) [@dvandeventer](/creator/x/dvandeventer) 2025-10-21T15:20Z 2512 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 2512 followers, XX engagements "Example Australia HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @RBAInfo @APRAInfo" [X Link](https://x.com/dvandeventer/status/1980776161132110221) [@dvandeventer](/creator/x/dvandeventer) 2025-10-21T23:20Z 2512 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 2511 followers, XX engagements "Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: @Trane_Tech $TT credit risk credit ratings @SASSoftware" [X Link](https://x.com/dvandeventer/status/1974177683706704359) [@dvandeventer](/creator/x/dvandeventer) 2025-10-03T18:20Z 2512 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: $AMT American Tower" [X Link](https://x.com/dvandeventer/status/1978903825600704992) [@dvandeventer](/creator/x/dvandeventer) 2025-10-16T19:20Z 2512 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 2511 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 "Example: Singapore Optimal Hedge of 10-Year X% Bond Using Par Coupon Bonds to Hedge HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 ALM IBSM @SASSoftware @MAS_sg" [X Link](https://x.com/dvandeventer/status/1980474169901908429) [@dvandeventer](/creator/x/dvandeventer) 2025-10-21T03:20Z 2512 followers, XX engagements "Example Thailand HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @BOT.OR.TH" [X Link](https://x.com/dvandeventer/status/1980504374070694024) [@dvandeventer](/creator/x/dvandeventer) 2025-10-21T05:20Z 2512 followers, XX engagements "Example Germany HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @Bundesbank @ECB_Research @EBA_News" [X Link](https://x.com/dvandeventer/status/1980564765568098501) [@dvandeventer](/creator/x/dvandeventer) 2025-10-21T09:20Z 2512 followers, XX engagements "The HJM++ default risk of interest rate mismatches updated October 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" [X Link](https://x.com/dvandeventer/status/1980594969967534285) [@dvandeventer](/creator/x/dvandeventer) 2025-10-21T11:20Z 2511 followers, XX engagements "Example Canada HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @BankofCanada @OSFICanada" [X Link](https://x.com/dvandeventer/status/1980625163797365001) [@dvandeventer](/creator/x/dvandeventer) 2025-10-21T13:20Z 2511 followers, XX engagements "Among the riskiest public firms in Japan there were X increases and XX decreases in KRIS 1-year default probabilities today KRIS info credit risk @Bank_of_Japan_e @Bank_of_Japan_j @SASSoftware @SASJapan" [X Link](https://x.com/dvandeventer/status/1980806355372953710) [@dvandeventer](/creator/x/dvandeventer) 2025-10-22T01:20Z 2511 followers, XX engagements "Example Singapore HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @MAS_sg" [X Link](https://x.com/dvandeventer/status/1980836553707364649) [@dvandeventer](/creator/x/dvandeventer) 2025-10-22T03:20Z 2511 followers, XX engagements "Example Sweden HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @Riksbanken" [X Link](https://x.com/dvandeventer/status/1980896956911067145) [@dvandeventer](/creator/x/dvandeventer) 2025-10-22T07:20Z 2512 followers, XX engagements "Among the riskiest public 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" [X Link](https://x.com/dvandeventer/status/1980927152338903198) [@dvandeventer](/creator/x/dvandeventer) 2025-10-22T09:20Z 2511 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" [X Link](https://x.com/dvandeventer/status/1979281313677873480) [@dvandeventer](/creator/x/dvandeventer) 2025-10-17T20:20Z 2511 followers, XX engagements "Example: Sweden Optimal HJM++ Hedge of 10-Year X% Bond Using One Par Coupon Bond and One Zero Coupon Bond Reveals a Perfect Hedge October XX 2025 ALM IBSM @SASSoftware @Riksbanken" [X Link](https://x.com/dvandeventer/status/1980534568013705375) [@dvandeventer](/creator/x/dvandeventer) 2025-10-21T07:20Z 2511 followers, XX engagements "Example Canada HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @BankofCanada @OSFICanada" [X Link](https://x.com/dvandeventer/status/1980685562748051830) [@dvandeventer](/creator/x/dvandeventer) 2025-10-21T17:20Z 2511 followers, XX engagements "Example United Kingdom HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @BankofEngland @SASSoftwareUKI" [X Link](https://x.com/dvandeventer/status/1980957354125316214) [@dvandeventer](/creator/x/dvandeventer) 2025-10-22T11:20Z 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 2511 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 2511 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/1980353376895250872) [@dvandeventer](/creator/x/dvandeventer) 2025-10-20T19:20Z 2511 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" [X Link](https://x.com/dvandeventer/status/1980866753899991188) [@dvandeventer](/creator/x/dvandeventer) 2025-10-22T05:20Z 2511 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" [X Link](https://x.com/dvandeventer/status/1981017756766998908) [@dvandeventer](/creator/x/dvandeventer) 2025-10-22T15:20Z 2511 followers, XX engagements "Empirical and Risk-Neutral HJM++ New Zealand Dollar/U.S. Dollar FX Rate Simulation October 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/1980715762256937103) [@dvandeventer](/creator/x/dvandeventer) 2025-10-21T19:20Z 2512 followers, XX engagements "Example New Zealand: 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 @ReserveBankofNZ New Zealand Debt Management" [X Link](https://x.com/dvandeventer/status/1980745960205537533) [@dvandeventer](/creator/x/dvandeventer) 2025-10-21T21:20Z 2512 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 October XX 2025 ALM IBSM @SASSoftware @USOCC @USTreasury @federalreserve @FDIC_gov" [X Link](https://x.com/dvandeventer/status/1980987561792110731) [@dvandeventer](/creator/x/dvandeventer) 2025-10-22T13:20Z 2512 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: $CVS @CVSHealth" [X Link](https://x.com/dvandeventer/status/1981108350185038023) [@dvandeventer](/creator/x/dvandeventer) 2025-10-22T21:20Z 2512 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/1979193725776466153) [@dvandeventer](/creator/x/dvandeventer) 2025-10-17T14:32Z 2509 followers, XX engagements "Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: @Trane_Tech PLC credit risk credit ratings @SASSoftware" [X Link](https://x.com/dvandeventer/status/1979314040460468337) [@dvandeventer](/creator/x/dvandeventer) 2025-10-17T22:30Z 2509 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 DeventerDonald van Deventer posts on X about hedge, new zealand, debt, default risk the most. They currently have XXXXX followers and XXX posts still getting attention that total XXX engagements in the last XX hours.
Social category influence countries XXXXX% finance XXXXX% stocks XXX% currencies XXX%
Social topic influence hedge #337, new zealand #894, debt #2015, default risk #318, singapore #2061, australia 1.8%, number of #1257, japan 1.8%, thailand 1.8%, canada XXX%
Top accounts mentioned or mentioned by @sassoftware @reservebankofnz @bankofcanada @osficanada @massg @rbainfo @aprainfo @ecbresearch @ebanews @riksbanken @bundesbank @usocc @ustreasury @federalreserve @fdicgov @bankofjapanj @sasjapan @bankofengland @sassoftwareuki @mofjapan
Top assets mentioned Realty Income Corp (O) Trane Technologies PLC (TT) ThunderCore (TT) American Tower Corp (AMT) CVS Health Corp (CVS)
Top posts by engagements in the last XX hours
"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 @dvandeventer 2025-10-20T21:20Z 2512 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"
X Link @dvandeventer 2025-10-21T15:20Z 2512 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 @dvandeventer 2025-10-20T23:20Z 2512 followers, XX engagements
"Example Australia HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @RBAInfo @APRAInfo"
X Link @dvandeventer 2025-10-21T23:20Z 2512 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 @dvandeventer 2025-10-02T01:20Z 2511 followers, XX engagements
"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: @Trane_Tech $TT credit risk credit ratings @SASSoftware"
X Link @dvandeventer 2025-10-03T18:20Z 2512 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: $AMT American Tower"
X Link @dvandeventer 2025-10-16T19:20Z 2512 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 @dvandeventer 2025-10-20T17:20Z 2511 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 @dvandeventer 2025-10-21T01:20Z 2510 followers, XX engagements
"Example: Singapore Optimal Hedge of 10-Year X% Bond Using Par Coupon Bonds to Hedge HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 ALM IBSM @SASSoftware @MAS_sg"
X Link @dvandeventer 2025-10-21T03:20Z 2512 followers, XX engagements
"Example Thailand HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @BOT.OR.TH"
X Link @dvandeventer 2025-10-21T05:20Z 2512 followers, XX engagements
"Example Germany HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @Bundesbank @ECB_Research @EBA_News"
X Link @dvandeventer 2025-10-21T09:20Z 2512 followers, XX engagements
"The HJM++ default risk of interest rate mismatches updated October 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"
X Link @dvandeventer 2025-10-21T11:20Z 2511 followers, XX engagements
"Example Canada HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @BankofCanada @OSFICanada"
X Link @dvandeventer 2025-10-21T13:20Z 2511 followers, XX engagements
"Among the riskiest public firms in Japan there were X increases and XX decreases in KRIS 1-year default probabilities today KRIS info credit risk @Bank_of_Japan_e @Bank_of_Japan_j @SASSoftware @SASJapan"
X Link @dvandeventer 2025-10-22T01:20Z 2511 followers, XX engagements
"Example Singapore HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @MAS_sg"
X Link @dvandeventer 2025-10-22T03:20Z 2511 followers, XX engagements
"Example Sweden HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @Riksbanken"
X Link @dvandeventer 2025-10-22T07:20Z 2512 followers, XX engagements
"Among the riskiest public 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"
X Link @dvandeventer 2025-10-22T09:20Z 2511 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"
X Link @dvandeventer 2025-10-17T20:20Z 2511 followers, XX engagements
"Example: Sweden Optimal HJM++ Hedge of 10-Year X% Bond Using One Par Coupon Bond and One Zero Coupon Bond Reveals a Perfect Hedge October XX 2025 ALM IBSM @SASSoftware @Riksbanken"
X Link @dvandeventer 2025-10-21T07:20Z 2511 followers, XX engagements
"Example Canada HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @BankofCanada @OSFICanada"
X Link @dvandeventer 2025-10-21T17:20Z 2511 followers, XX engagements
"Example United Kingdom HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America October XX 2025 @SASSoftware @BankofEngland @SASSoftwareUKI"
X Link @dvandeventer 2025-10-22T11:20Z 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 @dvandeventer 2025-10-20T13:22Z 2511 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 @dvandeventer 2025-10-20T15:20Z 2511 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 @dvandeventer 2025-10-20T19:20Z 2511 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"
X Link @dvandeventer 2025-10-22T05:20Z 2511 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"
X Link @dvandeventer 2025-10-22T15:20Z 2511 followers, XX engagements
"Empirical and Risk-Neutral HJM++ New Zealand Dollar/U.S. Dollar FX Rate Simulation October 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 @dvandeventer 2025-10-21T19:20Z 2512 followers, XX engagements
"Example New Zealand: 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 @ReserveBankofNZ New Zealand Debt Management"
X Link @dvandeventer 2025-10-21T21:20Z 2512 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 October XX 2025 ALM IBSM @SASSoftware @USOCC @USTreasury @federalreserve @FDIC_gov"
X Link @dvandeventer 2025-10-22T13:20Z 2512 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: $CVS @CVSHealth"
X Link @dvandeventer 2025-10-22T21:20Z 2512 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 @dvandeventer 2025-10-17T14:32Z 2509 followers, XX engagements
"Macro factors and liquidity along with KRIS default probabilities and recovery rates drive credit spread movements. Example: @Trane_Tech PLC credit risk credit ratings @SASSoftware"
X Link @dvandeventer 2025-10-17T22:30Z 2509 followers, XX engagements
/creator/x::dvandeventer