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! "Problems with Using CDS to Infer Default Probabilities" by Robert Jarrow "Dangerous Adaptation: The Evolution of Risk" by David M. Rowe "A Gold Bubble?" by Robert Jarrow, Younes Kchia, and Philip Protter "Darkest Before the Dawn" by David M. Rowe "Risk Management Models: Construction, Testing, Usage" by Robert Jarrow "Why Institutions Failed to Manage their Risk" by David M. Rowe, from The Euromoney Risk Management Handbook 2011 "The Power of Defunct Economists" by David M. Rowe
"Nine Natural Laws of Credit Risk" by H. Walter Young. Published by Commercial Lending Review.
"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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January 26, 2012 Kamakura Releases Robert Jarrow Research Paper “Problems with Using Credit Default Swaps To Infer Default Probabilities” January 17, 2012 Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for January, 2012 January 5, 2012 Kamakura Reports Improvement in Corporate Credit Quality January 4, 2012 Kamakura Corporation Named to World Finance 100 Honor Awarded by Editors of World Finance Magazine December 8, 2011 Kamakura Announces Free Trials of Its KRIS Default Probability Service in Response to Proposed Rules Eliminating Ratings from Market Risk Capital Requirements December 1, 2011 Kamakura Reports Sixth Deterioration in Corporate Credit Quality in Seven Months November 29, 2011 Kamakura Announces Comprehensive Capital Analysis and Review Stress Test Advisory Service November 14, 2011 Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for November, 2011 November 4, 2011 Kamakura Reports First Improvement in Corporate Credit Quality in Six Months 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...
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 February 7-9, 2012 Pre-Forum Masterclass: Effective Liquidity Risk Management and Regulation in a Post-Crisis Financial World - London, U.K. Speakers: Suresh Sankaran and Jim Moloney May 29-30, 2012 Practical Use of the KRIS Public Firm, Non-Public Firm and Sovereign Default Models - Cambridge, MA More...
Kamakura Corporation Named to World Finance 100 January 27, 2012 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads January 24, 2012 Why Borrowing Rates Should Never Be Tied to Credit Default Swap Spreads January 20, 2012 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads January 19, 2012 The Credit Default Swap Market and Anti-Trust Considerations January 18, 2012 International Bank Credit Default Swap Trading Volume January 13, 2012 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads January 12, 2012 Sovereign Credit Default Swap Trading Volume January 11, 2012 Municipal Credit Default Swap Trading Volume January 10, 2012 Credit Default Swaps and Deposit Insurance January 9, 2012 CDS Trading Volume for 1,090 Reference Names January 6, 2012 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads More...