Chartis Research Report Ranks Kamakura Risk Manager (Fiserv KRM) Number 1 in the World July 23, 2010 Friday Forecast: 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads Kamakura Blog: Fixed Income Performance Attribution July 16, 2010 Friday Forecast: 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads
Kamakura Blog: The Links between CDS Spreads and Default Probabilities More...
My brief task today is to introduce our guest blogger Brian Ranson. Brian has been a respected credit risk management expert and pioneer in the use of quantitative default probabilities instead of legacy agency ratings. After a long career at the Bank of Montreal, he then spent many years as advisor to sophisticated financial institutions at one of the major rating agencies. Read on, and enjoy! Donald R. van Deventer Honolulu, Hawaii March 17, 2010 Read More »
My brief task today is to introduce our guest blogger Brian Ranson. Brian has been a respected credit risk management expert and pioneer in the use of quantitative default probabilities instead of legacy agency ratings. After a long career at the Bank of Montreal, he then spent many years as advisor to sophisticated financial institutions at one of the major rating agencies. Read on, and enjoy! Donald R. van Deventer Honolulu, Hawaii March 17, 2010
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Guest author: Bob Selvaggio, with an introduction by Donald R. van Deventer My role today is very brief: to introduce today’s guest author Dr. Robert Selvaggio. Bob asked me to describe him this way: “Bob is a long-time NYC bank and insurance company risk manager," but that’s far too self-effacing. Bob has been one of the most respected risk managers in the United States for more than 20 years. What follows are Bob’s personal opinions and not those of his employer. Donald R. van Deventer Read More »
Guest author: Bob Selvaggio, with an introduction by Donald R. van Deventer
My role today is very brief: to introduce today’s guest author Dr. Robert Selvaggio. Bob asked me to describe him this way: “Bob is a long-time NYC bank and insurance company risk manager," but that’s far too self-effacing. Bob has been one of the most respected risk managers in the United States for more than 20 years. What follows are Bob’s personal opinions and not those of his employer. Donald R. van Deventer
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