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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

Blog Entries

May 1, 2017
Maximizing Risk-Adjusted Fixed Income Returns: An Interview with a Retail Investor who Outperformed AGG by 9.57

March 29, 2017
New Credit Risk Video: The Expected Default Rate for Rated Firms in the Next Decade is Higher than September 2008

March 27, 2017
Interest Rate Video History: Movements In The Singapore Government Yield Curve And Correlation With Treasuries

March 16, 2017
As Default Probabilities Rise, Which U.S. Banks Are Most Likely To Fail?

March 15, 2017
New Credit Videos: As Default Probabilities Rise, How Many U.S. Banks Will Fail?

March 8, 2017
New Credit Risk Video: Simulating First Year Defaults In A Bond And Equity Portfolio Of 38,567 Firms

February 27, 2017
The Taxi License –A Crumbling Medallion

February 22, 2017
Ezra Holdings: The Anatomy of a Collapse

February 20, 2017
An 11 Factor Heath, Jarrow and Morton Model for the Thai Government Bond Yield Curve: Implications for Model Validation

January 4, 2017
Credit Spreads and Default Probabilities: A Simple Big Data Model Validation Example

November 23, 2016
A Case Study of XTERA Communications Using KRIS Default Probabilities

November 21, 2016
An Updated 10 Factor Heath, Jarrow and Morton Model for the U.S. Treasury Yield Curve

October 14, 2016
A Case Study of Samsung Electronics Company Limited
Using KRIS Default Probabilities

October 5, 2016
Public Funds Have Become More Complicated

News & Events

May 1, 2017
Kamakura Reports Continued Improvement in Corporate Credit Quality in April Kamakura Troubled Company Index Decreases 0.30% to 7.77%

June 11 - 14, 2017
Dallas, Texas
National Association of Credit Management's 121st Annual Credit Congress and Exposition

May 19th, 2017
Berlin, Germany

IACPM 2017 Spring Conference
How will IFRS9 Change Balance Sheet Strategy
Martin Zorn

May 18, 2017
Toronto, Canada

North American Asset and Liability Management Association
Worked Examples of Multi-Factor HJM Interest Rate Models
Donald R. van Deventer,

May 17th, 2017
Boston, Massachusetts
PRMIA Boston Presents Seminar: Modern Views of Credit Risk
Calibration of Credit Risk Models
Robert Jarrow

April 5, 2017
Kamakura Adds 7 Million Traded Bond Prices, Spreads and Yields for All KRIS Default Probability Clients

February 9,2017
Kamakura Announces New Risk Management Book from Prof. Robert Jarrow, "The Economic Foundations of Risk Management" Published

February 7, 2017
Kamakura’s Top 10 Troubled Companies: The Top 10 List No CEO Wants to Be On
23 of 80 Firms Mentioned Have Failed Since June 2015

January 27, 2017
Kamakura Named to World Finance 100

January 26, 2017
Kamakura Releases New 10 Factor HJM Stochastic Volatility Model for U.S. Treasuries
Parameters, Documentation and Training Provided to KRIS Subscribers

Press Room Archives

Contact Us

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
Managing Director, ASPAC
Phone: +65.6818.6336

Austrailia, 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

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