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: Senior SQL Server Database Development Engineer 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 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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December 2, 2013 Kamakura Reports Stable Corporate Credit Quality in November November 1, 2013 Kamakura Reports Drop in Corporate Credit Quality in October October 17, 2013 Prof. Robert Jarrow speaks at MIT in honor of 40th anniversary of Black-Scholes October 1, 2013 Kamakura Reports Improvement in Corporate Credit Quality in September September 3, 2013 Kamakura Reports Improvement in Corporate Credit Quality in August August 1, 2013 Kamakura Reports Improvement in Corporate Credit Quality in July July 18, 2013 Risk Vendor Kamakura Corporation Names Martin Zorn President and COO July 2, 2013 Kamakura Reports Drop in Corporate Credit Quality in June June 21, 2013 Kamakura Announces 2013-2014 Seminar Series on Stress Testing, Multi-Factor Interest Rate Modeling, and the Transition from Ratings to Default Probabilities June 13, 2013 Kamakura Announces Webinar on Credit Risk Modeling in Insurance Led by Prof. Robert Jarrow June 3, 2013 Kamakura Reports Slight Improvement in Corporate Credit Quality in May May 15, 2013 New Kamakura Research from Prof. Robert Jarrow "A Generalized Multiple-Factor Asset Pricing Model" May 8, 2013 New Kamakura Research from Prof. Robert Jarrow "The Zero-Lower Bound on Interest Rates: Myth or Reality?" May 1, 2013 Kamakura Reports Decline in Corporate Credit Quality in April April 1, 2013 Kamakura Reports Slight Improvement in Corporate Credit Quality in March March 4, 2013 Kamakura Reports Another Decline in Corporate Credit Quality in February January 4, 2012 Kamakura Corporation Named to World Finance 100 May 11, 2010 - Dr. Robert Jarrow Testimony before the Subcommittee on Oversight & Investigations For Video Version Click Here For Text Version Click Here January 14, 2009 Kamakura Managing Director Robert A. Jarrow Named for RISK Magazine 2009 Lifetime Achievement Award More...
Stress Testing, Counterparty Credit Risk, and Capital Adequacy Boot Camp December 9-10, 2013 (closed), Honolulu, HI, USA March 4-6, 2014 San Francisco, CA, USA April 1-3, 2014, Cambridge, MA, USA June 17-19, 2014, Chicago, IL, USA July 29-31, 2014, Sendai, Japan Heath, Jarrow and Morton Yield Curve Simulation Boot Camp July 8-10, 2014, Honolulu, HI, USA Making the Transition from Legacy Ratings to Modern Default Probabilities and Credit Spread Analysis May 20-22, 2014, Cambridge, MA, USA July 22-24, 2014, Sendai, Japan 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: Kamakura Corporation Named to World Finance 100 for 2012 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...
Kamakura Corporation Named to World Finance 100 December 2, 2013 Bank of America Bonds: The Recovery Is Not Finished November 28, 2013 Kamakura Mortgage Valuation Yield Curve, Mortgage Servicing Rights Valuation, and U.S. Treasury Forecast November 27, 2013 Dell Inc. Bonds: Tallying the Losses November 22, 2013 Kamakura Mortgage Valuation Yield Curve, Mortgage Servicing Rights Valuation, and U.S. Treasury Forecast November 15, 2013 Kamakura Mortgage Valuation Yield Curve, Mortgage Servicing Rights Valuation, and U.S. Treasury Forecast November 11, 2013 Barclays Bank PLC Bonds: A Market Review November 8, 2013 Kamakura Mortgage Valuation Yield Curve, Mortgage Servicing Rights Valuation, and U.S. Treasury Forecast November 6, 2013 BP PLC Bonds: An Updated Market View More...