Solutions
    
 Research

Kamakura's risk management tools and counsel are built on a foundation of research that is:

  • Ongoing
  • Unrivaled
  • Extensive
  • Peer reviewed

Resources from our experts:

New Research!

"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

Access our Research Library

    
 News

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

December 2, 2013
Kamakura Reports Stable Corporate Credit Quality in November

November 1, 2013
Kamakura Reports Drop in Corporate Credit Quality in October

October 17, 2013
Prof. Robert Jarrow speaks at MIT in honor of 40th anniversary of Black-Scholes

October 1, 2013
Kamakura Reports Improvement in Corporate Credit Quality in September

September 3, 2013
Kamakura Reports Improvement in Corporate Credit Quality in August

August 1, 2013
Kamakura Reports Improvement in Corporate Credit Quality in July

July 18, 2013
Risk Vendor Kamakura Corporation Names Martin Zorn President and COO

July 2, 2013
Kamakura Reports Drop in Corporate Credit Quality in June

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

June 3, 2013
Kamakura Reports Slight Improvement in Corporate Credit Quality in May

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



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