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![dvandeventer Avatar](https://lunarcrush.com/gi/w:24/cr:twitter::19619569.png) Donald van Deventer [@dvandeventer](/creator/twitter/dvandeventer) on x 2442 followers
Created: 2025-07-22 13:20:13 UTC

The  HJM++© default risk of interest rate mismatches, updated July 18, 2025, shows the cumulative probability of default for 10-year Gilts funded with 5, 10, 15, or XX% equity and bank deposits.

ALM IBSM @BankofEngland @SASSoftware @SASSoftwareUKI

![](https://pbs.twimg.com/media/Gwdva9xXgAAbcrM.png)

XX engagements

![Engagements Line Chart](https://lunarcrush.com/gi/w:600/p:tweet::1947647875845906564/c:line.svg)

**Related Topics**
[fed rate](/topic/fed-rate)
[default risk](/topic/default-risk)

[Post Link](https://x.com/dvandeventer/status/1947647875845906564)