Donald R. van Deventer - Kamakura Corporation
Donald R. van Deventer - Kamakura Corporation
Donald R. van Deventer - Kamakura Corporation
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July 23, 2009.<br />
110. <strong>van</strong> <strong>Deventer</strong>, <strong>Donald</strong> R. “It’s Time for an Independent Audit of Rating<br />
Agency Corporate Bond Rating Performance,” <strong>Kamakura</strong> blog,<br />
www.kamakuraco.com, July 22, 2009. Redistributed on www.riskcenter.com on<br />
July 24, 2009.<br />
111. <strong>van</strong> <strong>Deventer</strong>, <strong>Donald</strong> R. “AIG plus FNMA plus FHLMC versus Bear plus<br />
Lehman plus CIT: Implications for Default Modeling,” <strong>Kamakura</strong> blog,<br />
www.kamakuraco.com, July 27, 2009. Redistributed on www.riskcenter.com on<br />
July 28, 2009.<br />
112. <strong>van</strong> <strong>Deventer</strong>, <strong>Donald</strong> R. “The Search for Significance in Default<br />
Modeling: The Long and the Short of It,” <strong>Kamakura</strong> blog,<br />
www.kamakuraco.com, July 28, 2009. Redistributed on www.riskcenter.com<br />
on July 29, 2009.<br />
113. <strong>van</strong> <strong>Deventer</strong>, <strong>Donald</strong> R. “The Merton Model of Risky Debt: Confessions of<br />
a Former True Believer,” <strong>Kamakura</strong> blog, www.kamakuraco.com, July 30, 2009.<br />
Redistributed on www.riskcenter.com on July 31, 2009.<br />
114. <strong>van</strong> <strong>Deventer</strong>, <strong>Donald</strong> R. “<strong>Kamakura</strong>: What’s in a Name?” <strong>Kamakura</strong> blog,<br />
www.kamakuraco.com, July 31, 2009.<br />
115. <strong>van</strong> <strong>Deventer</strong>, <strong>Donald</strong> R. “Key Issues in Modeling Sovereign Defaults,”<br />
<strong>Kamakura</strong> blog, www.kamakuraco.com, August 3, 2009. Redistributed on<br />
www.riskcenter.com on August 4, 2009.<br />
116. <strong>van</strong> <strong>Deventer</strong>, <strong>Donald</strong> R. “Case Studies in Sovereign Defaults,” <strong>Kamakura</strong><br />
blog, www.kamakuraco.com, August 4, 2009. Redistributed on<br />
www.riskcenter.com on August 5, 2009.<br />
117. <strong>van</strong> <strong>Deventer</strong>, <strong>Donald</strong> R. “Comparing Sovereign and Corporate Default<br />
Models: Facts and Figures.” <strong>Kamakura</strong> blog, www.kamakuraco.com, August 6,<br />
2009. Redistributed on www.riskcenter.com on August 7, 2009.<br />
118. Klein, Sean and <strong>Donald</strong> R. <strong>van</strong> <strong>Deventer</strong>, “Yield Curve Smoothing: Nelson-<br />
Siegel versus Spline Technologies, Part 2, <strong>Kamakura</strong> blog,<br />
www.kamakuraco.com, August 14, 2009. Redistributed on www.riskcenter.com<br />
on August 17, 2009.<br />
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