Kamakura offers integrated risk solutions in a single piece of software, among them are:

• Basel II and Basel III
• Credit risk
• Market risk
• Operational risk
• Asset Liability Management
• Liquidity & Interest Rate risk
• Hedge Accounting risk
• Default Probabilities
• Portfolio Modeling
• Transfer Pricing

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:

• Ongoing
• Unrivaled
• Extensive
• Peer reviewed

Resources from our experts:

New Research!

"A Generalized Multiple-Factor Asset Pricing Model" by Robert Jarrow

"The Zero-Lower Bound on Interest Rates: Myth or Reality?" by Robert Jarrow

"Problems with Using CDS to Infer Default Probabilities" by Robert Jarrow

"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

"A Gold Bubble?" by Robert Jarrow, Younes Kchia, and Philip Protter

"Risk Management Models: Construction, Testing, Usage" by Robert Jarrow

"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

June 13, 2013
Kamakura Announces Webinar on Credit Risk Modeling in Insurance Led by Prof. Robert Jarrow

June 3, 2013
Kamakura Reports Slight Improvement in Corporate Credit Quality in May

May 15, 2013
New Kamakura Research from Prof. Robert Jarrow
"A Generalized Multiple-Factor Asset Pricing Model"

May 8, 2013
New Kamakura Research from Prof. Robert Jarrow
"The Zero-Lower Bound on Interest Rates: Myth or Reality?"

May 1, 2013
Kamakura Reports Decline in Corporate Credit Quality in April

April 1, 2013
Kamakura Reports Slight Improvement in Corporate Credit Quality in March

March 4, 2013
Kamakura Reports Another Decline in Corporate Credit Quality in February

February 26, 2013
Kamakura Announces Release of New Book by Managing Director for Research Prof. Robert A. Jarrow

February 1, 2013
Kamakura Reports Decline in Corporate Credit Quality in January

January 8, 2013
Kamakura Announces Publication of Jarrow Research on Mortgage and Mortgage Servicing Rights Valuation

January 3, 2013
Kamakura Reports Slight Decline in Corporate Credit Quality in December

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



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