Kamakura offers integrated risk solutions in a single piece of software, among them are:
Resources from our experts: Kamakura Litigation Support Services Learn how our solutions can assist you Careers at Kamakura: Senior SQL Server Database Development Engineer Senior Risk Management Advisors Senior Risk Management Systems Experts Kamakura Risk Manager Data Expert Experienced Users of Kamakura Risk Manager
Kamakura's risk management tools and counsel are built on a foundation of research that is:
Resources from our experts: New Research! "Forward Curve Smoothing" by Robert Jarrow "Fiscal Consolidations and Bank Balance Sheets" by Jacopo Cimadomo, Sebastian Hauptmeier and Tom Zimmermann "A Generalized Multiple-Factor Asset Pricing Model" by Robert Jarrow "The Zero-Lower Bound on Interest Rates: Myth or Reality?" by Robert Jarrow "Problems with Using CDS to Infer Default Probabilities" by Robert Jarrow "The Impact of Quantitative Easing on the U.S. Term Structure of Interest Rates" by Robert Jarrow and Hao Li "Governance Risk and Compliance (GRC) - Appreciating the Enigma Around It" by Suresh Sankaran, from Asian Banking and Finance "A Gold Bubble?" by Robert Jarrow, Younes Kchia, and Philip Protter "Risk Management Models: Construction, Testing, Usage" by Robert Jarrow "Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt" by Jens Hilscher & Yves Nosbusch
Financial Derivatives Pricing: Selected Works of Robert Jarrow
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July 16, 2014 Bank of Communications China implements Kamakura Corporation suite of solutions for Market Risk including adoption of the internal models approach (IMA) for regulatory compliance July 1, 2014 Kamakura Reports Slight Decline in Corporate Credit Quality in June: Kamakura Troubled Company Index Increases 0.13% to 4.45% June 19, 2014 New Research by Robert Jarrow Integrates Yield Curve Smoothing and Interest Rate Modeling: Techniques Used by Many Central Banks Inconsistent with “No Arbitrage”
June 16, 2014 Government Savings Bank (GSB) Selects Kamakura Corporation to Implement IAS39/IFRS39 June 2, 2014 Kamakura Reports Improved Corporate Credit Quality in May Kamakura Troubled Company Index Decreases 0.31% to 4.32% May 16, 2014 Capturing Alpha in the Bond Market: J.P. Morgan Asset Management Strategy Article Features Kamakura Default Probabilities May 2, 2014 Fiscal Consolidations and Bank Balance Sheets New Research Paper Provides an Empirical Link between Bank and Sovereign Risk May 1, 2014 Kamakura Reports Improved Corporate Credit Quality In April April 1, 2014 Kamakura Reports Improved Corporate Credit Quality in March March 3, 2014 Kamakura Reports Improved Corporate Credit Quality in February February 3, 2014 Kamakura Reports Improved Corporate Credit Quality in January January 2, 2014 Kamakura Reports Stable Corporate Credit Quality in December October 17, 2013 Prof. Robert Jarrow speaks at MIT in honor of 40th anniversary of Black-Scholes July 18, 2013 Risk Vendor Kamakura Corporation Names Martin Zorn President and COO June 21, 2013 Kamakura Announces 2013-2014 Seminar Series on Stress Testing, Multi-Factor Interest Rate Modeling, and the Transition from Ratings to Default Probabilities June 13, 2013 Kamakura Announces Webinar on Credit Risk Modeling in Insurance Led by Prof. Robert Jarrow May 15, 2013 New Kamakura Research from Prof. Robert Jarrow "A Generalized Multiple-Factor Asset Pricing Model" May 8, 2013 New Kamakura Research from Prof. Robert Jarrow "The Zero-Lower Bound on Interest Rates: Myth or Reality?" January 4, 2012 Kamakura Corporation Named to World Finance 100 May 11, 2010 - Dr. Robert Jarrow Testimony before the Subcommittee on Oversight & Investigations For Video Version Click Here For Text Version Click Here January 14, 2009 Kamakura Managing Director Robert A. Jarrow Named for RISK Magazine 2009 Lifetime Achievement Award More...
Stress Testing and Macro-Factor Driven Monte Carlo Simulation: A Hands on Seminar with Prof. Robert Jarrow and Kamakura Corporation New York, October 27, 2014 Stress Testing, Counterparty Credit Risk, and Capital Adequacy Boot Camp Heath, Jarrow and Morton Yield Curve Simulation Boot Camp Making the Transition from Legacy Ratings to Modern Default Probabilities and Credit Spread Analysis Heath Jarrow and Morton 3 Factor Model Video: Parallel Yield Curve Shifts, narrated by Dr. Donald R. van Deventer, founder of Kamakura Corporation Heath Jarrow and Morton 3 Factor Model Video: 50 Years of Actual versus Predicted Results, narrated by Dr. Donald R. van Deventer Video: Kamakura Corporation Named to World Finance 100 for 2012 Video: Professor Robert Jarrow on Financial Modeling and the Sub-Prime Crisis Interest Rate Risk Video: 50 Years of Par Coupon Bond Yields, narrated by Dr. Donald R. van Deventer, founder of Kamakura Corporation Interest Rate Risk Video: 50 Years of Zero Coupon Bond Yields, narrated by Dr. Donald R. van Deventer, founder of Kamakura Corporation Interest Rate Risk Video: 50 Years of Forward Rate Movements, narrated by Dr. Donald R. van Deventer, founder of Kamakura Corporation More...
Kamakura Corporation Named to World Finance 100 July 30, 2014 American International Group Inc. Bonds: A Reward to Risk Ratio Twice as High as the Median Bond Issue July 29,2014 AT&T Inc. Bonds: Ten Times the Risk of IBM and Below Average Value July 22, 2014 International Business Machines: An Updated Bond Market Ranking July 16, 2014 Transocean Ltd. Bonds: High Risk, Low Return July 15, 2014 The Walt Disney Company Bonds: Very Low Default Risk at a “No Brand” Price July 15, 2014 Brazil, Italy, Spain, Credit Default Swaps and the European Commission Short Sale Ban, 2010-2014 July 14, 2014 Bank of America and MBIA Lead U.S. Bank Credit Default Swap Trading Volume, 2010-2014 July 12, 2014 Banco Santander, S.A. Tops International Bank Credit Default Swap Trading Volume, 2010 to 2014 July 11, 2014 Forward Fixed Rate Mortgage Yield Jumps 0.06% and Value of Mortgage Servicing Rights Drops This Week July 10, 2014 J. C. Penney Leads Non-Bank Corporate Credit Default Swap Trading Volume July 9, 2014 CDS Trading Volume for 1,206 Reference Names For 207 Weeks Ended June 27, 2014 July 8, 2014 Hewlett-Packard Company Bonds: Default Risk Continues to Drop July 3, 2014 Forward 1 Month T-Bill Rates Reverse Last Week’s Declines, Plateau Between 3.70% and 3.72% from 2021 to 2024 July 1, 2014 Kraft Foods Group Inc. Bonds: Under-rated, Low Risk and Solid Value March 19, 2014 Stress Testing and Interest Rate Risk Models: A Multi-Factor Stress Testing Example March 13, 2014 Stress Testing: A Credit Spread Ranking of 12 U.S. and 12 International Banks More...