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Don founded Kamakura Corporation in April 1990 and currently serves as its chairman and chief executive officer where he focuses on enterprise wide risk management and modern credit risk technology. His primary financial consulting and research interests involve the practical application of leading edge financial theory to solve critical financial risk management problems. Don was elected to the 50 member RISK Magazine Hall of Fame in 2002 for his work at Kamakura. Read More

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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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James McKeon
Director of USA Business Solutions
Phone: 215.932.0312

Andrew Zippan
Director, North America (Canada)
Phone: 647.405.0895

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Clement Ooi
Managing Director, ASPAC
Phone: +65.6818.6336

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Andrew Cowton
Managing Director
Phone: +61.3.9563.6082

Europe, Middle East, Africa
Jim Moloney
Managing Director, EMEA
Phone: +49.17.33.430.184

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Administrators of public and private pension funds often operate under the assumption that the beneficiaries of the funds and the shareholders and taxpayers who finance the funds are too unsophisticated to understand the true financial standing of the pension funds and the risk that the funds are taking.  In this blog, we turn the tables and pose five questions that every pension beneficiary, shareholder and taxpayer should pose to the administrators of their defined benefit pension fund, whether it’s public or private.  An unwillingness or inability to answer these questions is a red flag of massive proportions.  This blog explains why.

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Today’s forecast for U.S. Treasury yields is based on the February 21, 2013 constant maturity Treasury yields that were reported by the Board of Governors of the Federal Reserve System in its H15 Statistical Release at 4:15 p.m. Eastern Standard Time February 22, 2013. The forecast for primary mortgage market yields and the resulting mortgage servicing rights valuations are derived in part from the Federal Home Loan Mortgage Corporation Primary Mortgage Market Survey ® made available on the same day.

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On November 9, 2012, the Federal Reserve announced the details of its Comprehensive Capital Analysis and Review (“CCAR”) Stress Tests 2013. Many institutions responded to the stress test requirements with calculations by each business and risk silo of the organization, with consolidation done after the fact. For many firms, the calculations themselves were spreadsheet-based, rather than being performed on a fully consistent basis using a state of the art enterprise risk management system.  In this blog, we show the ease of stress testing for any stress test scenarios and for any type of portfolio, whether the exposures are sovereign, corporate, small business, retail, or a combination.  In today’s blog, we choose the Federal Reserve CCAR 2013 stress tests as the calculation to be performed.  We assume the portfolio is a set of equal $1,000,000 exposures to each firm in the Standard & Poor’s 500.

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Today’s forecast for U.S. Treasury yields is based on the February 14, 2013 constant maturity Treasury yields that were reported by the Board of Governors of the Federal Reserve System in its H15 Statistical Release at 4:15 p.m. Eastern Standard Time February 15, 2013. The forecast for primary mortgage market yields and the resulting mortgage servicing rights valuations are derived in part from the Federal Home Loan Mortgage Corporation Primary Mortgage Market Survey ® made available on the same day.

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Today’s forecast for U.S. Treasury yields is based on the February 7, 2013 constant maturity Treasury yields that were reported by the Board of Governors of the Federal Reserve System in its H15 Statistical Release at 4:15 p.m. Eastern Standard Time February 8, 2013. The forecast for primary mortgage market yields and the resulting mortgage servicing rights valuations are derived in part from the Federal Home Loan Mortgage Corporation Primary Mortgage Market Survey ® made available on the same day.

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