Kamakura offers integrated risk solutions in a single piece of software, among them are:
Resources from our experts: Kamakura Litigation Support Services Learn how our solutions can assist you Careers at Kamakura: Network Systems Administrator Senior Risk Management Advisors Senior Risk Management Systems Experts Kamakura Risk Manager Data Expert Experienced Users of Kamakura Risk Manager
Kamakura's risk management tools and counsel are built on a foundation of research that is:
Resources from our experts: New Research! "A Best Practice Approach to Modelling Sovereign Defaults" by Donald R. Van Deventer, Suresh Sankaran and Clement OOI "Forward Curve Smoothing" by Robert Jarrow "Fiscal Consolidations and Bank Balance Sheets" by Jacopo Cimadomo, Sebastian Hauptmeier and Tom Zimmermann "A Generalized Multiple-Factor Asset Pricing Model" by Robert Jarrow "The Zero-Lower Bound on Interest Rates: Myth or Reality?" by Robert Jarrow "Problems with Using CDS to Infer Default Probabilities" by Robert Jarrow "The Impact of Quantitative Easing on the U.S. Term Structure of Interest Rates" by Robert Jarrow and Hao Li "Governance Risk and Compliance (GRC) - Appreciating the Enigma Around It" by Suresh Sankaran, from Asian Banking and Finance "A Gold Bubble?" by Robert Jarrow, Younes Kchia, and Philip Protter "Risk Management Models: Construction, Testing, Usage" by Robert Jarrow "Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt" by Jens Hilscher & Yves Nosbusch
Financial Derivatives Pricing: Selected Works of Robert Jarrow
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February 1, 2015 Kamakura Reports Significant Decline in Corporate Credit Quality Continued in January Kamakura Troubled Company Index Increases 1.09% to 7.51%
January 5, 2015 Kamakura Reports Significant Decline in Corporate Credit Quality during December Kamakura Troubled Company Index Increases 1.31% to 6.42% October 30, 2014 Krung Thai Bank PCL Thailand upgrades to Kamakura Corporation Suite of Solutions for Asset Liability Management, Funds Transfer Pricing, Basel 3 Liquidity calculations for regulatory compliance, and Economic Profit Calculations September 16, 2014 Kamakura Adds Credit Default Swap Trading Volumes to KRIS Default Probability Service September 9, 2014 Kamakura Corporation Announces U.S. Bank Default Model July 16, 2014 Bank of Communications China implements Kamakura Corporation suite of solutions for Market Risk including adoption of the internal models approach (IMA) for regulatory compliance June 19, 2014 New Research by Robert Jarrow Integrates Yield Curve Smoothing and Interest Rate Modeling: Techniques Used by Many Central Banks Inconsistent with “No Arbitrage” May 16, 2014 Capturing Alpha in the Bond Market: J.P. Morgan Asset Management Strategy Article Features Kamakura Default Probabilities October 17, 2013 Prof. Robert Jarrow speaks at MIT in honor of 40th anniversary of Black-Scholes May 11, 2010 - Dr. Robert Jarrow Testimony before the Subcommittee on Oversight & Investigations For Video Version Click Here January 14, 2009 Kamakura Managing Director Robert A. Jarrow Named for RISK Magazine 2009 Lifetime Achievement Award More...
Kamakura Corporation Named to World Finance 100 February 23, 2015 Business and Credit Cycles February 17, 2015 Low Rate and Negative Rate Model Validation for Interest Rate Risk and Asset and Liability Management
February 12, 2015 Essential Model Validation for Interest Rate Risk and Asset and Liability Management
February 11, 2015 Modeling & Valuing Securitized Assets
January 15, 2015 Municipal Credit Default Swap Trading Volume, 2010 to 2014
January 9, 2015 Sovereign Credit Default Swaps and the European Commission Short Sale Ban, 2010-2014 January 6, 2015 Trends in Sovereign Credit Risk Assessment December 4, 2014 The Fed’s CCAR Stress Testing: Big Banks and the Severely Adverse Scenario November 12, 2014 Best Practice Model Validation for Stress-Testing Under the Fed’s CCAR 2015 Test Regime More...
Kamakura Announces KRM Australasian User Group Conference, March 23 - 24, 2015
Margin Management in a Basel III/IFRS9 World: Is Over-Regulation Stifling Creativity? May 25 - 27, 2015 Making the Transition from Legacy Ratings to Modern Default Probabilities and Credit Spread Analysis Heath Jarrow and Morton 3 Factor Model Video: Parallel Yield Curve Shifts, narrated by Dr. Donald R. van Deventer, founder of Kamakura Corporation Heath Jarrow and Morton 3 Factor Model Video: 50 Years of Actual versus Predicted Results, narrated by Dr. Donald R. van Deventer Video: Professor Robert Jarrow on Financial Modeling and the Sub-Prime Crisis Interest Rate Risk Video: 50 Years of Par Coupon Bond Yields, narrated by Dr. Donald R. van Deventer, founder of Kamakura Corporation Interest Rate Risk Video: 50 Years of Zero Coupon Bond Yields, narrated by Dr. Donald R. van Deventer, founder of Kamakura Corporation Interest Rate Risk Video: 50 Years of Forward Rate Movements, narrated by Dr. Donald R. van Deventer, founder of Kamakura Corporation More...