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# ![@dvandeventer Avatar](https://lunarcrush.com/gi/w:26/cr:twitter::19619569.png) @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)
![Engagements Line Chart](https://lunarcrush.com/gi/w:600/cr:twitter::19619569/c:line/m:interactions.svg)

- X Week XXXXX -XX%
- X Month XXXXX -XXXX%
- X Months XXXXXX +71%
- X Year XXXXXX +95%

### Mentions: XX [#](/creator/twitter::19619569/posts_active)
![Mentions Line Chart](https://lunarcrush.com/gi/w:600/cr:twitter::19619569/c:line/m:posts_active.svg)

- X Week XX -XXXX%
- X Month XXX +31%
- X Months XXX +57%
- X Year XXXXX +150%

### Followers: XXXXX [#](/creator/twitter::19619569/followers)
![Followers Line Chart](https://lunarcrush.com/gi/w:600/cr:twitter::19619569/c:line/m:followers.svg)

- 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)
![CreatorRank Line Chart](https://lunarcrush.com/gi/w:600/cr:twitter::19619569/c:line/m:influencer_rank.svg)

### 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 Avatar @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 #

Engagements Line Chart

  • X Week XXXXX -XX%
  • X Month XXXXX -XXXX%
  • X Months XXXXXX +71%
  • X Year XXXXXX +95%

Mentions: XX #

Mentions Line Chart

  • X Week XX -XXXX%
  • X Month XXX +31%
  • X Months XXX +57%
  • X Year XXXXX +150%

Followers: XXXXX #

Followers Line Chart

  • X Week XXXXX -XXXX%
  • X Month XXXXX +0.52%
  • X Months XXXXX +4.80%
  • X Year XXXXX +0.48%

CreatorRank: XXXXXXXXX #

CreatorRank Line Chart

Social Influence #


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 Social 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 @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
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