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Donald van Deventer Retweeted
In his heartbreaking
#GoldenHorseAwards speech,#RevolutionOfOurTimes Director Kiwi Chow dedicates his documentary to#Hongkongers who have a conscience; makes special mention of a 16 yo student in the siege of Hong Kong Polytechnic University. The world is watching our fight.https://twitter.com/hkfp/status/1465248170955337730 …
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Part 1 of 5: Distribution of empirical & risk neutral 10-year US Treasury zero yield 1 year forward. 500,000 scenarios, 10-factor HJM model, daily data 1962 to September 30, 2021, stochastic volatility, https://www.kamakuraco.com/2021/11/28/kamakura-weekly-forecast-november-26-2021-u-s-treasury-probabilities-10-years-forward/ … https://www.kamakuraco.com/2021/10/13/a-10-factor-heath-jarrow-and-morton-stochastic-volatility-model-for-the-u-s-treasury-yield-curve-using-daily-data-from-january-1-1962-through-september-30-2021/ …
#ALM#interestrates#bondspic.twitter.com/kRwyFqbA4x
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Donald van Deventer Retweeted
#China is afraid that our mission in#Taiwan will show the world that there are benefits to rejecting the so-called "economic partnership" offered by the Chinese regime.#Lithuania chooses democracy, freedom and honest friendship.

#StandWithTaiwanpic.twitter.com/S4KqUCRizEThis media may contain sensitive material. Learn more
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Donald van Deventer Retweeted
#China wants us to be afraid, but#Lithuania is not afraid to defend democracy. With our Baltic partners we are here in#Taiwan, united against tyranny.



#StandWithTaiwan@MOFA_Taiwan@ipacglobalpic.twitter.com/o5nRZHbXvWThis media may contain sensitive material. Learn more
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There were 20 increases and 0 declines among 1-year KRIS® default probabilities for the riskiest public firms in the
#UK today https://www.kamakuraco.com/solutions/kamakura-risk-information-svcs/default-probability-models/ …#credit#creditrisk#bonds#corporatebonds#CVA#UnitedKingdompic.twitter.com/IocD6c1N5g
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Among the riskiest public firms in the European Union, there were 20 increases and 0 decreases in KRIS® 1-year default probabilities today KRIS info: https://www.kamakuraco.com/solutions/kamakura-risk-information-svcs/default-probability-models/ …
#bonds#corporatebonds#riskmanagement#EU#credit#creditrisk#creditratingspic.twitter.com/xAMVO1mp6f
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How big is the term premium in
#Treasuries? 500,000 scenarios, 30 years forward: the current zero-coupon yield curve is above expected rate levels out to 26 years. https://www.kamakuraco.com/2021/11/28/kamakura-weekly-forecast-november-26-2021-u-s-treasury-probabilities-10-years-forward/ … Validation: https://www.kamakuraco.com/2021/10/13/a-10-factor-heath-jarrow-and-morton-stochastic-volatility-model-for-the-u-s-treasury-yield-curve-using-daily-data-from-january-1-1962-through-september-30-2021/ …#interestrates#ALMpic.twitter.com/Q4Gp8lOpMC
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Probability of negative 3-month
#Treasury bill rates 30 years forward. 500,000 scenarios, Kamakura 10-factor HJM model, daily data 1962 to September 30, 2021, stochastic volatility. Info https://www.kamakuraco.com/2021/11/28/kamakura-weekly-forecast-november-26-2021-u-s-treasury-probabilities-10-years-forward/ … Model validation: https://www.kamakuraco.com/2021/10/13/a-10-factor-heath-jarrow-and-morton-stochastic-volatility-model-for-the-u-s-treasury-yield-curve-using-daily-data-from-january-1-1962-through-september-30-2021/ …$TLT#ALM#interestratespic.twitter.com/fURT5CiIzr
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Donald van Deventer Retweeted
Hong Kong protest film wins best documentary at Chinese-language 'Oscars' - CNNhttps://www.cnn.com/2021/11/28/china/hong-kong-film-protest-awards-ceremony-intl-hnk/index.html …
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Donald van Deventer RetweetedThanks. Twitter will use this to make your timeline better. UndoUndo
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Among the riskiest public firms in southeast Asia, there were 19 increases and 1 decrease in KRIS® 1-year default probabilities today https://www.kamakuraco.com/solutions/kamakura-risk-information-svcs/default-probability-models/ …
#credit#creditrisk#creditratings#bonds#IFRS9#Singapore#Thailand#Malaysia#Indonesia#Philippinespic.twitter.com/EOYl5lP3lC
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Among the riskiest public firms in
#China,#HongKong,#Japan,#Korea and#Taiwan, there were 20 increases & 0 decreases in KRIS® 1-year default probabilities today https://www.kamakuraco.com/solutions/kamakura-risk-information-svcs/default-probability-models/ …#credit#creditrisk#creditratings#bonds#corporatebonds#IFRS9#riskmanagement#Asiapic.twitter.com/2AmNZZ9IW0
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#CHINA US DOLLAR CORPORATE BOND MONITOR: Updated traded prices for the riskiest China bond issuers: KRIS® info https://www.kamakuraco.com/solutions/kamakura-risk-information-svcs/default-probability-models/ …#credit#creditrisk#ChinaEvergrande#defaultpic.twitter.com/HdPdYa905g
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Donald van Deventer Retweeted
A total of 27
#PLA aircraft intruded into our ADIZ today. The#PRC coercive action is obviously meant to bring#Taiwan to its knees & keep us away from democratic partners. But make no mistake: We'll never bow to#CCP pressure. Never, never, never! JWhttps://twitter.com/MoNDefense/status/1464921852153794567 …
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Donald van Deventer Retweeted
The director of the Canadian Institute of Indigenous Peoples’ Health has been suspended after it emerged she had pretended to be native for years. She now joins a long list of whites who have pretended to be people of color for social advantages.https://thepostmillennial.com/canadian-professor-who-claimed-to-be-indigenous-revealed-to-be-white?utm_campaign=64470 …
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Donald van Deventer Retweeted
China censors The Simpsons in Hong Kong because the regime is so fragile that it is threatened by cartoonspic.twitter.com/rtQN99L3Sj
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Which is more accurate for rich/cheap fixed income analysis, KRIS® default probabilities or ratings? KRIS wins 77% of the bond by bond day by day comparisons KRIS info https://www.kamakuraco.com/solutions/KRIS-daily-model-validation/ … KRIS bond model https://www.kamakuraco.com/2021/11/10/the-valuation-of-corporate-coupon-bonds%e2%88%97/ …
#bonds#credit#creditrisk#validationpic.twitter.com/q8jJEPiyqt
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The Kamakura Troubled Company Index shows daily worldwide corporate credit conditions down 2 points at the 97th percentile of the period 1990 to 2021, with 100 indicating best conditions. KRIS® info https://www.kamakuraco.com/solutions/kamakura-risk-information-svcs/troubled-company-index/ … Bond market https://www.kamakuraco.com/solutions/bond-market-update/ …
#credit#creditriskpic.twitter.com/Pb9Vvuiul1
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The Corporate Bond Investor brings advanced Kamakura fixed income analytics to sophisticated individual investors. Today’s best value issuers include
#ThermoFisher https://www.kamakuraco.com/solutions/kamakura-risk-information-svcs/the-corporate-bond-investor-for-individual-investors/ …#credit#creditrisk$TMOpic.twitter.com/4lG7LOFZYO
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