[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 default risk, macro, rates, new zealand the most. They currently have XXXXX followers and 1619 posts still getting attention that total XXX engagements in the last XX hours. ### Engagements: XXX [#](/creator/twitter::19619569/interactions)  - X Week XXXXX +160% - X Month XXXXX +22% - X Months XXXXXX +12% - X Year XXXXXX +30% ### Mentions: XX [#](/creator/twitter::19619569/posts_active)  ### Followers: XXXXX [#](/creator/twitter::19619569/followers)  - X Week XXXXX +0.16% - X Month XXXXX +1.40% - X Months XXXXX +2.10% - X Year XXXXX +4% ### CreatorRank: XXXXXXXXX [#](/creator/twitter::19619569/influencer_rank)  ### Social Influence [#](/creator/twitter::19619569/influence) --- **Social category influence** [finance](/list/finance) [countries](/list/countries) [stocks](/list/stocks) [cryptocurrencies](/list/cryptocurrencies) [automotive brands](/list/automotive-brands) [currencies](/list/currencies) **Social topic influence** [default risk](/topic/default-risk), [macro](/topic/macro), [rates](/topic/rates), [new zealand](/topic/new-zealand), [$vno](/topic/$vno), [par](/topic/par), [singapore](/topic/singapore), [$aon](/topic/$aon), [aon plc](/topic/aon-plc), [$cr](/topic/$cr) **Top assets mentioned** [Veno Finance (VNO)](/topic/$vno) [Aon PLC (AON)](/topic/$aon) [Crane Holdings, Co. (CR)](/topic/$cr) [Johnson Controls International, PLC. (JCI)](/topic/$jci) [Comcast Corporation (CMCSA)](/topic/$cmcsa) ### Top Social Posts [#](/creator/twitter::19619569/posts) --- Top posts by engagements in the last XX hours "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](/creator/x/dvandeventer) on [X](/post/tweet/1947466677903372702) 2025-07-22 01:20:12 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: @Toyota @SASJapan"  [@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 10-year Bunds funded with X% equity and XX% deposits ALM IBSM @Bundesbank @ECB_Research @EBA_News"  [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1942181865005232414) 2025-07-07 11:20:15 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](/creator/x/dvandeventer) on [X](/post/tweet/1947345888185090238) 2025-07-21 17:20:14 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](/creator/x/dvandeventer) on [X](/post/tweet/1947406279518908926) 2025-07-21 21:20:12 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](/creator/x/dvandeventer) on [X](/post/tweet/1943722006374978004) 2025-07-11 17:20:13 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 KRIS vs. ratings credit risk credit ratings bonds @SASSoftware"  [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1946228525888913454) 2025-07-18 15:20:14 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 KRIS vs. ratings credit risk credit ratings bonds @SASSoftware"  [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1945488666186408148) 2025-07-16 14:20:18 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](/creator/x/dvandeventer) on [X](/post/tweet/1947074085265047638) 2025-07-20 23:20:11 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 KRIS vs. ratings credit risk credit ratings bonds @SASSoftware"  [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1945832955684716852) 2025-07-17 13:08:23 UTC 2439 followers, XX engagements "Traded bond spreads (blue) versus 1-year (orange) & 10-year (green) KRIS default probabilities for $CR Crane Company credit risk ratings @SASSoftware"  [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1943782403048186214) 2025-07-11 21:20:13 UTC 2439 followers, XX engagements "Example: Germany HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America July XX 2025 @SASSoftware"  [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1945035655110672599) 2025-07-15 08:20:11 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](/creator/x/dvandeventer) on [X](/post/tweet/1947134481627750597) 2025-07-21 03:20:11 UTC 2438 followers, XX engagements "The HJM++ default risk of interest rate mismatches updated July X 2025 shows the cumulative probability of default for 10-year JGBs funded with X XX XX or XX% equity and bank deposits. ALM IBSM @Bank_of_Japan_j @MOF_Japan @SASSoftware @SASJapan"  [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1942030867020329175) 2025-07-07 01:20:14 UTC 2439 followers, XX engagements "Number and Order of HJM++ Factors Driving Thai Government Bond Yields July XX 2025 ALM IBSM @bot.or.th @SASSoftware"  [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947164678217445596) 2025-07-21 05:20:10 UTC 2439 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](/creator/x/dvandeventer) on [X](/post/tweet/1946319113862651983) 2025-07-18 21:20:12 UTC 2438 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](/creator/x/dvandeventer) on [X](/post/tweet/1947194884655317156) 2025-07-21 07:20:12 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](/creator/x/dvandeventer) on [X](/post/tweet/1947738470908137873) 2025-07-22 19:20:13 UTC 2438 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](/creator/x/dvandeventer) on [X](/post/tweet/1945669845028164085) 2025-07-17 02:20:14 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](/creator/x/dvandeventer) on [X](/post/tweet/1947678084909387908) 2025-07-22 15:20:16 UTC 2438 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](/creator/x/dvandeventer) on [X](/post/tweet/1945533944113303650) 2025-07-16 17:20:13 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](/creator/x/dvandeventer) on [X](/post/tweet/1947647875845906564) 2025-07-22 13:20:13 UTC 2438 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](/creator/x/dvandeventer) on [X](/post/tweet/1944537381383622976) 2025-07-13 23:20:14 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](/creator/x/dvandeventer) on [X](/post/tweet/1944779008610070990) 2025-07-14 15:20:22 UTC 2438 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](/creator/x/dvandeventer) on [X](/post/tweet/1947496869887606998) 2025-07-22 03:20:11 UTC 2438 followers, XX engagements "Among the riskiest rated public firms in the world there were XX increases & X decrease in KRIS 1-year default probabilities today. KRIS info KRIS vs. ratings credit risk credit ratings bonds @SASSoftware"  [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1945186660003590234) 2025-07-15 18:20:14 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](/creator/x/dvandeventer) on [X](/post/tweet/1947527070830960763) 2025-07-22 05:20:11 UTC 2438 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](/creator/x/dvandeventer) on [X](/post/tweet/1947104289626739009) 2025-07-21 01:20:12 UTC 2440 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](/creator/x/dvandeventer) on [X](/post/tweet/1941970457680367761) 2025-07-06 21:20:11 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](/creator/x/dvandeventer) on [X](/post/tweet/1946288915146555580) 2025-07-18 19:20:12 UTC 2439 followers, XX engagements "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](/creator/x/dvandeventer) on [X](/post/tweet/1947587468372455631) 2025-07-22 09:20:11 UTC 2438 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](/creator/x/dvandeventer) on [X](/post/tweet/1945866136358093179) 2025-07-17 15:20:14 UTC 2439 followers, XXX 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](/creator/x/dvandeventer) on [X](/post/tweet/1947708279531958709) 2025-07-22 17:20:15 UTC 2438 followers, XX engagements "New Zealand Treasury 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 @ReserveBankofNZ"  [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1947013692580638953) 2025-07-20 19:20:12 UTC 2439 followers, XX 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](/creator/x/dvandeventer) on [X](/post/tweet/1947557279764512823) 2025-07-22 07:20:14 UTC 2438 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](/creator/x/dvandeventer) on [X](/post/tweet/1945760430644683008) 2025-07-17 08:20:11 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 Bunds funded with X% equity and XX% deposits ALM IBSM @Bundesbank @ECB_Research @EBA_News"  [@dvandeventer](/creator/x/dvandeventer) on [X](/post/tweet/1944688373219615105) 2025-07-14 09:20:13 UTC 2439 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](/creator/x/dvandeventer) on [X](/post/tweet/1943752211630105003) 2025-07-11 19:20:15 UTC 2438 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](/creator/x/dvandeventer) on [X](/post/tweet/1947436476746137880) 2025-07-21 23:20:12 UTC 2440 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](/creator/x/dvandeventer) on [X](/post/tweet/1945986927477317746) 2025-07-17 23:20:12 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](/creator/x/dvandeventer) on [X](/post/tweet/1947285490278772811) 2025-07-21 13:20:14 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](/creator/x/dvandeventer) on [X](/post/tweet/1946258734059000208) 2025-07-18 17:20:16 UTC 2438 followers, XXX 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 Deventer
Donald van Deventer posts on X about default risk, macro, rates, new zealand the most. They currently have XXXXX followers and 1619 posts still getting attention that total XXX engagements in the last XX hours.
Engagements: XXX #
- X Week XXXXX +160%
- X Month XXXXX +22%
- X Months XXXXXX +12%
- X Year XXXXXX +30%
Mentions: XX #
Followers: XXXXX #
- X Week XXXXX +0.16%
- X Month XXXXX +1.40%
- X Months XXXXX +2.10%
- X Year XXXXX +4%
CreatorRank: XXXXXXXXX #
Social Influence #
Social category influence finance countries stocks cryptocurrencies automotive brands currencies
Social topic influence default risk, macro, rates, new zealand, $vno, par, singapore, $aon, aon plc, $cr
Top assets mentioned Veno Finance (VNO) Aon PLC (AON) Crane Holdings, Co. (CR) Johnson Controls International, PLC. (JCI) Comcast Corporation (CMCSA)
Top Social Posts #
Top posts by engagements in the last XX hours
"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 on X 2025-07-22 01:20:12 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: @Toyota @SASJapan" @dvandeventer on X 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 10-year Bunds funded with X% equity and XX% deposits ALM IBSM @Bundesbank @ECB_Research @EBA_News" @dvandeventer on X 2025-07-07 11:20:15 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 on X 2025-07-21 17:20:14 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 on X 2025-07-21 21:20:12 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 on X 2025-07-11 17:20:13 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 KRIS vs. ratings credit risk credit ratings bonds @SASSoftware" @dvandeventer on X 2025-07-18 15:20:14 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 KRIS vs. ratings credit risk credit ratings bonds @SASSoftware" @dvandeventer on X 2025-07-16 14:20:18 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 on X 2025-07-20 23:20:11 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 KRIS vs. ratings credit risk credit ratings bonds @SASSoftware" @dvandeventer on X 2025-07-17 13:08:23 UTC 2439 followers, XX engagements
"Traded bond spreads (blue) versus 1-year (orange) & 10-year (green) KRIS default probabilities for $CR Crane Company credit risk ratings @SASSoftware" @dvandeventer on X 2025-07-11 21:20:13 UTC 2439 followers, XX engagements
"Example: Germany HJM++ Correlated Government Yield and FX Simulations for Asia-Pacific Europe and North America July XX 2025 @SASSoftware" @dvandeventer on X 2025-07-15 08:20:11 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 on X 2025-07-21 03:20:11 UTC 2438 followers, XX engagements
"The HJM++ default risk of interest rate mismatches updated July X 2025 shows the cumulative probability of default for 10-year JGBs funded with X XX XX or XX% equity and bank deposits. ALM IBSM @Bank_of_Japan_j @MOF_Japan @SASSoftware @SASJapan" @dvandeventer on X 2025-07-07 01:20:14 UTC 2439 followers, XX engagements
"Number and Order of HJM++ Factors Driving Thai Government Bond Yields July XX 2025 ALM IBSM @bot.or.th @SASSoftware" @dvandeventer on X 2025-07-21 05:20:10 UTC 2439 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 on X 2025-07-18 21:20:12 UTC 2438 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 on X 2025-07-21 07:20:12 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 on X 2025-07-22 19:20:13 UTC 2438 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 on X 2025-07-17 02:20:14 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 on X 2025-07-22 15:20:16 UTC 2438 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 on X 2025-07-16 17:20:13 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 on X 2025-07-22 13:20:13 UTC 2438 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 on X 2025-07-13 23:20:14 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 on X 2025-07-14 15:20:22 UTC 2438 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 on X 2025-07-22 03:20:11 UTC 2438 followers, XX engagements
"Among the riskiest rated public firms in the world there were XX increases & X decrease in KRIS 1-year default probabilities today. KRIS info KRIS vs. ratings credit risk credit ratings bonds @SASSoftware" @dvandeventer on X 2025-07-15 18:20:14 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 on X 2025-07-22 05:20:11 UTC 2438 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 on X 2025-07-21 01:20:12 UTC 2440 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 on X 2025-07-06 21:20:11 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 on X 2025-07-18 19:20:12 UTC 2439 followers, XX engagements
"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 on X 2025-07-22 09:20:11 UTC 2438 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 on X 2025-07-17 15:20:14 UTC 2439 followers, XXX 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 on X 2025-07-22 17:20:15 UTC 2438 followers, XX engagements
"New Zealand Treasury 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 @ReserveBankofNZ" @dvandeventer on X 2025-07-20 19:20:12 UTC 2439 followers, XX 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 on X 2025-07-22 07:20:14 UTC 2438 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 on X 2025-07-17 08:20:11 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 Bunds funded with X% equity and XX% deposits ALM IBSM @Bundesbank @ECB_Research @EBA_News" @dvandeventer on X 2025-07-14 09:20:13 UTC 2439 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 on X 2025-07-11 19:20:15 UTC 2438 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 on X 2025-07-21 23:20:12 UTC 2440 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 on X 2025-07-17 23:20:12 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 on X 2025-07-21 13:20:14 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 on X 2025-07-18 17:20:16 UTC 2438 followers, XXX engagements