Kamakura Corporation. Blog - Hedging Credit Risk with Macro Factor Derivatives

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Day 7 of "I can't forget those beaches" tour. All Doheny and Killer Dana all day today. Surf's up. about 7 hours ago
%BP plc 5 year cumulative default risk down 4 bp to 81 bp. 10 year cumulative default risk is 200 bp on KRIS http://twitpic.com/2a1h10 about 7 hours ago
%BP plc 1 year default risk down to 31 basis points today according to Kamakura Risk Information Services http://twitpic.com/2a1gf0 about 7 hours ago

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Hedging Credit Risk with Macro Factor Derivatives

Jun 23

Written by: Donald van Deventer
6/23/2009 10:26 PM

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Donald R. van Deventer

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