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 About Suresh

Suresh recently assumed the role of Chief Risk Officer and Managing Director, Advisory Services, of Kamakura Corporation where he heads, develops, and provides Enterprise Risk Management (ERM) and Basel III software and advisory consulting services to its clients worldwide.

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Kamakura Corporation
2222 Kalakaua Avenue

Suite 1400
Honolulu HI 96815

Phone: 808.791.9888
Fax: 808.791.9898
info@kamakuraco.com

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Phone: 215.932.0312

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Phone: 647.405.0895

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Phone: +65.6818.6336

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Phone: +61.3.9563.6082

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Managing Director, EMEA
Phone: +49.17.33.430.184

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 Suresh Sankaran's Blog

Introduction
Cost allocation is the process of identifying, aggregating, and assigning costs to cost objects. A cost object is any activity or item for which you wish to separately measure costs. Examples of cost objects are a product, a marketing campaign, a customer, a sales region, or a department.

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A Case Study of Empresas ICA SAB Using KRIS Default Probabilities
June 2, 2016

The objective of this write-up is to showcase how the Kamakura Risk Information Services (“KRIS”) default probabilities subscription service assists users to manage exposure ingress and egress based on Kamakura Default Probabilities (“KDP”) movements.

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A Case Study of Pacific Exploration & Production Corporation Using KRIS Default Probabilities
May 31, 2016

The objective of this write-up is to showcase how the Kamakura Risk Information Services (“KRIS”) default probabilities subscription service assists users to manage exposure ingress and egress based on Kamakura Default Probabilities (“KDP”) movements.

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A Case Study of Yingli Solar Using KRIS Default Probabilities
May 19, 2016

The objective of this write-up is to showcase how the Kamakura Risk Information Services (“KRIS”) default probabilities subscription service assists users to manage exposure ingress and egress based on Kamakura Default Probabilities (“KDP”) movements.

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Donald R. van Deventer and Suresh Sankaran
April 25, 2016

The International Financial Reporting Standard (“IFRS”) 9 and the Financial Accounting Standard Board’s (“FASB”) Current Expected Credit Loss (“CECL”) model significantly raise the accuracy bar for valuation and credit risk analytics for all organizations who report under their aegis.

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