Kamakura Corporation. Home page.

Solutions

Kamakura offers integrated risk solutions in a single piece of software, among them are:

Kamakura Books

Advanced
Financial
Risk
Management,
Second Edition

An Introduction
to Derivative
Securities,
Financial Markets,
& Risk Management

View More Books

Events

Kamakura to Present at
Risk Americas
New York City, New York
Sep 2-3, 2020

Join Kamakura at Risk Minds Insurance
Rescheduled for Dec, 2020
Amsterdam, The Netherlands

Research

April 22, 2020
The Valuation of Corporate Coupon Bonds

June 21, 2019
A 10-Factor Heath, Jarrow and Morton Model for the Japanese Government Bond Yield Curve, 1974 to 2018: The Impact of Negative Rates and Smoothing Issues

April 23, 2019
A 10 Factor Heath, Jarrow and Morton Stochastic Volatility Model for the U.S. Treasury Yield Curve, Using Daily Data from January 1, 1962 through December 31, 2018

News

June 1, 2020
Through A Glass Darkly. Kamakura Troubled Company Index Increases by 0.41% to 31.71%. Credit Quality Remains at the 4th Percentile

May 20, 2020
In the Land of Alpha, Default Term Structure Models are King.

May 3, 2020
Coronavirus Roundtable - Bond Spreads And Default Risk -See the video.

May 1, 2020
Not Just A Virus Crisis. Kamakura Troubled Company Index Declines by 0.89% to 31.30%. Credit Quality is at the 4th Percentile.

April 29, 2020 3:30PM EDT
WebSeminar – Performance Attribution

Performance Attribution -See the video.

April 22, 2020
The Valuation of Corporate Coupon Bonds

The Valuation of Corporate Bonds Seminar -See the video.

April 16, 2020
Leveraged Loans: “Fear and Loathing” in Your CLO Portfolio

April 13, 2020
How Kamakura Corporation’s robust simulation models are helping firms manage risk.
by Martin Zorn, President and COO, Kamakura Corporation
Featured in the Spring 2020 Edition of World Finance

April 6, 2020
Extraordinary Times – Extraordinary Actions. The View DownUnder.

April 4, 2020
Reduced Form vs. Merton Default Risk

April 1, 2020
Whiting Petroleum – A Case Study in Using KRIS.

April 1, 2020
Credit Conditions – Chapter One Kamakura Troubled Company Index Increases by 8.17% to 31.96%. Credit Quality Drops to 4th Percentile.

March 30, 2020
Extraordinary Times – Extraordinary Actions. Monetary Actions and Market Impact.

March 30, 2020
Taiwan’s First Digital Bank Implements Fully-Integrated Kamakura Risk Management Solution.

March 23, 2020
Kamakura Names Dr. Sou-Cheng T. Choi as Chief Data Scientist.

March 23, 2020
Default Risk in Trying Times.

March 19, 2020
Supporting Our Customers in Difficult Times.

March 1, 2020
Market Correction or Overreaction? Kamakura Troubled Company Index Increases by 10.04% to 23.79%. Credit Quality Drops to 14th Percentile.

February 4, 2020
A Known Unknown? Kamakura Troubled Company Index Increases by 2.02% to 14.92%. Credit Quality Drops to 34th Percentile.

January 7, 2020
Bank Islam Malaysia Berhad Achieves Fully-Integrated Risk Management with Kamakura Suite.

Press Room Archives

Kamakura Corporation
2222 Kalakaua Avenue
Suite 1400
Honolulu HI 96815

Phone: 808.791.9888
Fax: 808.791.9898
info@kamakuraco.com

Americas, Canada
James McKeon
Director of USA Business Solutions
Phone: 215.932.0312

Andrew Zippan
Director, North America (Canada)
Phone: 647.405.0895

Asia, Pacific
Clement Ooi
President, Asia Pacific Operations
Phone: +65.6818.6336

Australia, New Zealand
Andrew Cowton
Managing Director
Phone: +61.3.9563.6082

Europe, Middle East, Africa
Jim Moloney
Managing Director, EMEA
Phone: +49.17.33.430.184

Tokyo, Japan
3-6-7 Kita-Aoyama, Level 11
Minato-ku, Tokyo, 107-0061 Japan
Toshio Murate
Phone: +03.5778.7807

Visit Us

Careers at Kamakura
Technical Business Consultant – ASPAC
Asia Pacific Region
Business Consultant – ASPAC
Asia Pacific Region

Consultant
Europe

Kamakura Risk Manager Data Expert
Europe, North America, Asia & Australia