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! "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 "Not All Hedges Are Created Equal" by David M. Rowe "Predicting Financial Distress and the Performance of Distressed Stocks" by John Y. Campbell, Jens Hilscher, and Jan Szilagyi "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
Access our Research Library
May 14, 2012 Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for May, 2012 May 1, 2012 Kamakura Reports Decline in Corporate Credit Quality in April April 16, 2012 Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for April, 2012 April 4, 2012 Kamakura Releases Jarrow and Li Study of the Yield Impact of the Fed's Quantitative Easing Program April 2, 2012 Kamakura Reports Slight Decline in Corporate Credit Quality in March March 19, 2012 "In Greek Crisis, a Little-Known Adviser With Outsize Influence" from the New York Times March 1, 2012 Kamakura Reports Improvement in Corporate Credit Quality in February February 28, 2012 Kamakura Senior Research Fellow Jens Hilscher Wins Harry M. Markowitz Award from Journal of Investment Management February 23, 2012 Kamakura Risk Manager Version 8.0 Shipped to Clients in 32 Countries February 21, 2012 Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for February, 2012 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...
Heath Jarrow and Morton 3 Factor Model Video: Parallel Yield Curve Shifts, narrated by Dr. Donald R. van Deventer, founder of Kamakura Corporation Heath Jarrow and Morton 3 Factor Model Video: 50 Years of Actual versus Predicted Results, narrated by Dr. Donald R. van Deventer 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 May 29-30, 2012 Practical Use of the KRIS Public Firm, Non-Public Firm and Sovereign Default Models - Cambridge, MA June 4-8, 2012 Risk Minds USA 2012 - Boston, MA Speaker: Dr. Robert A. Jarrow More...
Kamakura Corporation Named to World Finance 100 May 11, 2012 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads May 4, 2012 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads
April 27, 2012 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads April 20, 2012 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads April 17, 2012 Video Tutorials on the Internal Capital Adequacy Assessment Process for Interest Rate Risk April 13, 2012 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads April 10, 2012 A Ten Point Quiz: Is Your Firm's Primary Risk System Able to do Integrated Enterprise Risk Management? April 6, 2012 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads March 30, 2012 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads March 28, 2012 Heath Jarrow and Morton Example Four: Modeling Interest Rates with Three Factors and Rate and Maturity-Dependent Volatility (Updated April 19, 2012) March 23, 2012 10 Year Forecast of U.S. Treasury Yields And U.S. Dollar Interest Rate Swap Spreads More...