The Treasury yield premium model by Jens H.E. Christensen and Glenn D. Rudebusch (CR) decomposes the nominal yield curve into three components: future short-term interest rate expectations, a term ...

Key rate duration measures a bond's sensitivity to shifts in interest rates at specific maturity points along the yield curve. Unlike traditional duration metrics, which assume parallel interest ...

The AI race has to date been defined by scale – the larger the parameter-set the better – with Large language models (LLMs) dominating. However, as AI maturity has evolved, there is a growing ...

To better understand the impact for roll yields and curve shapes on commodity investments, we have closely examined UBS Constant Maturity Commodity Index and its consistent performance ... No content ...