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!

"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

Access our Research Library

    
 News

October 30, 2014
Krung Thai Bank PCL Thailand upgrades to Kamakura Corporation Suite of Solutions for
Asset Liability Management, Funds Transfer Pricing, Basel 3 Liquidity calculations for regulatory compliance, and Economic Profit Calculations

October 2, 2014
Kamakura Reports Weakening of Corporate Credit Quality in September
Kamakura Troubled Company Index Increases 0.30% to 4.66% from August 31


September 16, 2014
Kamakura Adds Credit Default Swap Trading Volumes to KRIS Default Probability Service

September 9, 2014
Kamakura Corporation Announces U.S. Bank Default Model

September 2, 2014
Kamakura Reports Improvement in Corporate Credit Quality in August
Kamakura Troubled Company Index Decreases 0.22% to 4.36% from July 31


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

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

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


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

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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