Kamakura Corporation. Home page.

Solutions

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

Kamakura Books

Modeling Fixed Income Securities and Interest Rate Options: Third Edition

An Introduction to Derivative Securities, Financial Markets, and Risk Management: 2nd Edition

Continuous-Time Asset Pricing Theory: A Martingale-Based Approach

The Economic Foundations of Risk Management: Theory, Practice, and Applications

Advanced Financial Risk Management, Second Edition

View More Books

Events

July 22, 2020
The Risk Of Negative Rates
Is Your Pension Vanishing?
Kamakura to Present on IACPM Webinar

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

Research

August 4, 2020

Negative Interest Rates, SOFR vs. LIBOR, Default Correlation

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

September 14, 2020
Collateralized Loan Obligations
Fatal Attraction?

September 1, 2020
An August To Remember, Kamakura Troubled Company Index Declines by 3.68% to 15.05%.
Credit Quality Improves to 35th Percentile.

August 3, 2020

When You Come To A Fork In The Road, Take It. Kamakura Troubled Company Index Declines by 6.85% to 18.73%. Credit Quality Improves to 26th Percentile.

July 20, 2020
Kamakura Corporation Names Don M. Griffith to Board of Directors

July 1, 2020
The Silver Skates Of Default. Kamakura Troubled Company Index Declines by 6.13% to 25.58%. Credit Quality Improves to 13th Percentile.

June 24, 2020
Kamakura Chief Data Scientist Dr. Sou-Cheng T. Choi and Team at Illinois Institute of Technology Announce
Software Release of Guaranteed Automatic Integration Library (GAIL), Version 2.3.1

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.

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

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.

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 – Asia Pacific Region
Business Consultant – Asia Pacific Region

Consultant
Europe

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