Solutions
    
 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?

March 15, 2017
New Credit Videos: As Default Probabilities Rise, How Many U.S. Banks Will Fail?

March 8, 2017
New Credit Risk Video: Simulating First Year Defaults In A Bond And Equity Portfolio Of 38,567 Firms

February 20, 2017
An 11 Factor Heath, Jarrow and Morton Model for the Thai Government Bond Yield Curve: Implications for Model Validation

January 4, 2017
Credit Spreads and Default Probabilities: A Simple Big Data Model Validation Example
 

    
 News & Events
 

February 7, 2017
Kamakura’s Top 10 Troubled Companies: The Top 10 List No CEO Wants to Be On
23 of 80 Firms Mentioned Have Failed Since June 2015

 
  
 Contact Us

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

Visit Us

Linked In Twitter Seeking Alpha
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

Client Relationship Managers

North America