SAS and Kamakura

On June 27, 2022, SAS – the global AI and analytics leader – acquired Kamakura Corporation, a leading provider of risk management software, information and consulting. As a result of the acquisition we can now provide an unparalleled suite of integrated risk solutions, particularly concerning asset liability managment (ALM) and other essential solutions for the financial services industry. SAS has scaled resources to support Kamakura products, enabling SAS resources and selected specialized Partners. The Kamakura products are becoming an integrated part of the SAS Risk platform.

TROUBLED COMPANY INDEX®

The Troubled Company Index ® measures the percentage of 42,500 public firms in 76 countries that have an annualized one-month default risk of over one percent.

DAILY

KRIS Default Probabilities versus
Legacy Ratings

SAS Daily Bond Performance Attribution

KRIS Daily Default Probability and
Bond Cross-Validation

RESEARCH

COMMENTARY

Tariffs: Learning from History to Chart a Path to the Future

NEW YORK September 2, 2025: Successful investing is the art of filtering out noise so that you can focus on signals leading to long-term gains. But how do you do that when markets are constantly jolted by changing tariffs—and shifting sentiment about their potential...

Out of the Shadow of Government Debt

NEW YORK August 1, 2025: As the dog days of summer drag on in the Northern Hemisphere, the dynamics of government debt and credit risk are raising vexing questions, some of which seem to defy conventional analysis. Part of the confusion arises from the Federal Reserve...

Market Disturbances or Just Increased Volatility

NEW YORK June 2, 2025: On a flight home last week, since the seat pitch made it impossible to type on a laptop, I watched the movie about Bob Dylan,” A Complete Unknown.”  Perhaps that’s why looking over market movements this month brought to mind the lyrics from his...

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