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

August 20, 2019
Scottsdale, Arizona
Conference of the National Association of State Auditors, Comptrollers and Treasurers
Martin Zorn and the State of Hawaii present:
Economic Risks on the Horizon? Red Flags and Mitigation

September 23-25,2019
Kuala Lumpur
Intercontinental Hotel,
165, Jalan Ampang
KRM-NI (ALM) Training (Sep 23 and 24)
KRM-TP (FTP) Training (Sep 24)
KRM Technical Training (Sep 24)

Research

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

November 18, 2018
The Valuation of Corporate Coupon Bonds

June 25, 2018
A Quantitative Assessment of Errors from The Use of Credit Ratings in Credit Portfolio Management, Part 3: Credit Spreads

June 19, 2018
A Quantitative Assessment of Errors from The Use of Credit Ratings in Credit Portfolio Management, Part 2

June 18, 2018
A Quantitative Assessment of Errors from the Use of Credit Ratings in Credit Portfolio Management: Part 1

May 29, 2018
A Brief Introduction to the Links between Macro Factors and Default Probabilities:
Exxon Mobil versus Diamondback Energy

February 26, 2018
An Updated Pictorial History of Realized and “In-Progress” Term Premiums for U.S. Treasury Yields: January 4, 1982 through December 31, 2017

November 15, 2017
Credit: At the Top?

October 31, 2017
Why U.S. Bank Regulators Rejected a “Standardised Framework” for
Interest Rate Risk in the Banking Book Four Time

News

June 5, 2019
Kamakura Names Fintech Expert Richard Vasicek Director of EMEA Risk Solutions

June 4, 2019

Corporate Default Risk Rises as Global Growth Worries Mount. Kamakura Troubled Company Index Increases by 2.39% to 12.85%.

May 7, 2019
Corporate Default Risk Continues to Improve. Kamakura Troubled Company Index Declines by 0.32% to 10.46%.

April 23, 2019
Kamakura Releases New Stochastic Volatility Model for U.S. Treasuries Bayesian Out-of-Sample Model Validation Predicts Modest Chance of Negative Rates

April 10, 2019
The importance of vigilant due diligence: KRIS as a dynamic early warning system for investment and portfolio monitoring.

January 6, 2019
RHB Banking Group Chooses Kamakura for NSFR

December 24th, 2018

Kamakura Update Brings Cutting-Edge Tools to Risk Management. Latest Version of Kamakura Risk Manager Released.

November 15, 2018

Kamakura: The Fully Integrated Risk Manager Featured in the November Edition of CIO Advisor.

October 2, 2018
Taipei-based E.Sun Commercial Bank Implements Full Suite of Kamakura Risk Management Solutions

September 21, 2018
Taiwan Business Bank Adopts Kamakura Solutions for Asset and Liability Management, Funds Transfer Pricing, and Basel III Liquidity Management

August 14, 2018
Kamakura’s Robert Jarrow Publishes Framework for Multi-Period Asset Management with Price Bubbles and Stochastic Volatility

August 6, 2018
UAE-based RAKBANK Implements Kamakura Solutions for Balance Sheet Management and Funds Transfer Pricing

August 3, 2018
Kamakura Corporation Recognized As A Category Leader in Credit

June 22, 2018

Summer Issue of World Finance
Contains Kamakura Article: A Holistic Approach to Credit Risk Modelling

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
Managing Director, ASPAC
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