News and Events
May 19-20, 2016
 
March 8-9 & 10, 2016
Toronto, Ontario, Canada
Funds Transfer Pricing & Liquidity Risk Management Courses (PDF)

March 1, 2016
Kamakura Reports Small Improvement in Corporate Credit Quality in February

February 4, 2016
E.Sun Commercial Bank Ltd., Taiwan, Implements Kamakura Corporation Suite of Solutions for Funds Transfer Pricing

February 1, 2016
Kamakura Reports Large Decline in Corporate Credit Quality in January

January 4, 2016
Kamakura Reports Decline in Corporate Credit Quality in December

December 7, 2015
Kamakura Announces Revised Version of the Kamakura Troubled Company Index

December 1, 2015
Kamakura Reports Decline in Corporate Credit Quality in November

November 5 & 6, 2015
Toronto, Ontario, Canada
2015 IACPM Annual Fall Conference

November 2, 2015
Kamakura Reports Improvement in Corporate Credit Quality in October Kamakura Troubled Company Index Declines 1.42% to 7.13%

October 12, 2015
Kamakura Announces Master Class on Stress Testing Using Heath, Jarrow and Morton Models
New York City, October 26, 2015

October 2, 2015
Kamakura Reports Improvement in Corporate Credit Quality in September but a Decline for the Quarter

October 1, 2015
Kamakura Releases Next Generation Public Firm Default Probability Models KRIS Version 6 Designed for Transparent Stress Testing

September 1, 2015
Kamakura Reports Decline in Corporate Credit Quality in August Kamakura Troubled Company Index Increases 2.04% to 9.03%

August 18, 2015
Kamakura Announces Fixed Income Portfolio Service for Individual Investors

Kamakura Reports Decline in Corporate Credit Quality in July
Kamakura Troubled Company Index Increases 0.48% to 6.99%


Kamakura Track Record for Default Prediction Shows Even Good Times Can Be Dangerous


Kamakura Reports Decline in Corporate Credit Quality in May
Kamakura Troubled Company Index Increases 0.36% to 6.00%

Kamakura Reports Improvement in Corporate Credit Quality in April
Kamakura Troubled Company Index Decreases 0.65% to 5.72%


Kamakura Reports Improvement in Corporate Credit Quality in March
Kamakura Troubled Company Index Decreases 0.16% to 6.40%


Kamakura Reports Improvement in Corporate Credit Quality in February
Kamakura Troubled Company Index Decreases 0.46% to 6.56%


Kamakura Reports Significant Decline in Corporate Credit Quality Continued in January
Kamakura Troubled Company Index Increases 1.09% to 7.51%


Kamakura Reports Significant Decline in Corporate Credit Quality during December
Kamakura Troubled Company Index Increases 1.31% to 6.42%


Kamakura Reports Stable Corporate Credit Quality during November
Kamakura Troubled Company Index Increases 0.01% to 5.11% from October 28


Kamakura Reports Continued Weakening of Corporate Credit Quality in October
Kamakura Troubled Company Index Increases 0.46% to 5.12% from September 30


Krung Thai Bank PCL Thailand upgrades to Kamakura Corporation Suite of Solutions

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


Kamakura Adds Credit Default Swap Trading Volumes to KRIS Default Probability Service


Kamakura Corporation Announces U.S. Bank Default Model


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


Kamakura Reports Slight Decline in Corporate Credit Quality in July
Kamakura Troubled Company Index Increases 0.13% to 4.58%


Bank of Communications China implements Kamakura Corporation suite of solutions for Market Risk including adoption of the internal models approach (IMA) for regulatory compliance


Kamakura Reports Slight Decline in Corporate Credit Quality in June:
Kamakura Troubled Company Index Increases 0.13% to 4.45%


New Research by Robert Jarrow Integrates Yield Curve Smoothing and Interest Rate Modeling:
Techniques Used by Many Central Banks Inconsistent with “No Arbitrage”


Government Savings Bank (GSB) Selects Kamakura Corporation to Implement IAS39/IFRS39

Fiscal Consolidations and Bank Balance Sheets
New Research Paper Provides an Empirical Link between Bank and Sovereign Risk

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 Awards

Recognition of Kamakura's contributions, succcess and leadership in risk management.

2012 - Kamakura Senior Research Fellow Jens Hilscher Wins Harry M. Markowitz Award from Journal of Investment Management

2011 - Kamakura Corporation Named to World Finance 100

2009 - Robert A. Jarrow Receives Ross Best Paper Award

2009 - Kamakura Managing Director Robert A. Jarrow Named for RISK Magazine 2009 Lifetime Achievement Award

2008 - Kenji Imai, Kamakura Corporation's Managing Director, Software named in July to Risk Who's Who.

2008 - Dr. Donald R. van Deventer, Chairman & CEO, named in April to  Risk Who's Who.

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