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

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
August 20, 2019
Scottsdale, Arizona

Kamakura Europe, Middle East and Africa Users Group Conference
September 10-12, 2019
Rust, Austria

Kamakura Asia-Pacific Users Group Conference
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)

Kamakura North America Users Group Conference
October 20-22, 2019
Park City, Utah

Research

June 21, 2019
A 10-Factor Heath, Jarrow and Morton Model for the Japanese Government Bond Yield Curve, 1974 to 2018: The Impact of Negative Rates and Smoothing Issues

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

News

August 5, 2019
Corporate Default Risk Rises. Kamakura Troubled Company Index Increases by 0.78% to 12.81%.

July 1, 2019
Corporate Default Risk Falls. Kamakura Troubled Company Index Decreases by 0.34% to 12.03%.

June 21, 2019
Dynamic Credit Portfolio Management System
by Clement Ooi, Managing Director, ASPAC

Featured in APAC CIO Outlook Banking Tech Special

June 21, 2019
Kamakura Corporation, One-stop-Shop for Risk Management
Featured in APAC CIO Outlook Banking Tech Special

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%.

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.

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

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
President, Asia Pacific Operations
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