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 2015 Press Releases
 DateSorted By Date In Descending OrderTitle
12/7/2015

Kamakura Announces Revised Version of the
Kamakura Troubled Company Index

12/1/2015

Kamakura Reports Decline in Corporate Credit Quality in November

11/2/2015

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

10/12/2015

Kamakura Announces Master Class on Stress Testing
Using Heath, Jarrow and Morton Models

10/2/2015

Kamakura Reports Improvement in Corporate Credit
Quality in September but a Decline for the Quarter

 

10/1/2015

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

9/1/2015

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

8/18/2015

Kamakura Announces Fixed Income Portfolio Service for Individual Investors

8/3/2015

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

7/1/2015

Kamakura Reports Decline in Corporate Credit Quality in June
Kamakura Troubled Company Index Increases 0.51% to 6.51%

6/29/2015

Kamakura Track Record for Default Prediction Shows Even Good Times
Can Be Dangerous: Three of Top Ten Troubled Companies in the News

6/1/2015

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

5/1/2015

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

4/1/2015

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

3/17/2015

HJM Model with Negative Interest Rate Simulating and Validating
a Multi-Factor Heath, Jarrow and Morton Model with Negative Interest Rates

3/11/2015

Busy Week for Bankruptcies: BPZR and AVNGQ file this week

3/3/2015

Doral Bank Failure and the Kamakura U.S. Bank Default Model

2/1/2015

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

1/5/2015

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