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

Blog Entries

March 7, 2018
A Better Approach to Infrastructure Investing: How Funds Transfer Pricing Benefits Institutional Investors

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 Times

October 6, 2017
A United Approach to Credit Risk-Adjusted Risk Management: IFRS9, CECL, and CVA

October 4, 2017
A Pictorial History of Realized and “In-Progress” Term Premiums for U.S. Treasury Yields: 1982 through 2017

July 18, 2017
A 14 Factor Heath, Jarrow and Morton Model for the German Bund Yield Curve, January 1996 to March 2017

July 7, 2017
A 14 Factor Heath, Jarrow and Morton Model for the United Kingdom Government Securities Yield Curve, January 1979 to January 2017

June 28, 2017
A 10 Factor Heath, Jarrow and Morton Model for the U.S. Treasury Yield Curve, January 1962 to March 2017: Bayesian Model Validation Given Negative Rates in Japan

June 21, 2017
An 8 Factor Heath, Jarrow and Morton Model for the Japanese Government Bond Yield Curve, 1974 to 2016: The Impact of Negative Rates and Smoothing Issues

News & Events

August 13-15, 2018
2018 Annual Conference of the National Association of
State Auditors, Comptrollers and Treasurers (NASACT)
Salt Lake City, UT

June 12, 2018
NACM Annual Credit Congress
Predictive Markers of Corporate Failure-Part II, Session 27040
Phoenix, AZ

May 2, 2018
Kamakura: Corporate Credit Quality Improves during April

April 30, 2018
Kamakura Names Eric Penanhoat Managing Director And Quantitative Risk Specialist

March 21, 2018
Kamakura Risk Manager Version 10 Introduces Significant New Features
New Version Includes Advanced IFRS9, CECL, Expanded Stress Test Capabilities, Revamped User Interface

February 20, 2018
Kamakura Named to 2017 World Finance 100

January 17, 2018
Kamakura Launches Troubled Bank Index for All Banks Insured by the FDIC

November 22, 2017

Kamakura Corporation and Risk Management Guard (RMG) Indonesia Conduct Jakarta IFRS 9 Conference Attended by More Than 170 Participants from 56 Banks

November 14, 2017
Hong Leong Finance Singapore Chooses Kamakura’s Suite of Solutions for Asset and Liabilities Management, Funds Transfer Pricing, and Liquidity Management

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

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

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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