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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

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

June 19, 2017
The Bond Market Reacts: Amazon, Whole Foods And Kroger

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?

News & Events

September 5, 2017
Kamakura Reports Consistent Corporate Credit Quality in August Kamakura Troubled Company Index Increases 0.03% to 7.84%

August 2, 2017
Kamakura Reports an Improvement in Corporate Credit Quality in July Kamakura Troubled Company Index Decreases 0.49% to 7.81%

July 19, 2017
Kamakura Releases 14 Factor Heath Jarrow and Morton Stochastic Volatility Model for German Bunds to Client
Incorporates Bayesian Modifications for Negative Interest Rates

July 7, 2017
Kamakura Releases 14 Factor Heath Jarrow and Morton Stochastic Volatility Model for U.K. Gilts to Clients Incorporates Bayesian Insights from Negative Rates in Japan

June 28, 2017
Kamakura Releases 10 Factor Heath Jarrow and Morton Stochastic Volatility Model for U.S. Treasuries to Clients
Bayesian Out-of-Sample Model Validation Predicts Modest Chance of Negative Rates

June 21, 2017
Kamakura Announces 8 Factor Heath Jarrow and Morton Stochastic Volatility Model for Japanese Government Bond Yields

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

January 27, 2017
Kamakura Named to World Finance 100

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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