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 About Donald

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

Americas, Canada
James McKeon
Director of USA Business Solutions
Phone: 215.932.0312

Andrew Zippan
Director, North America (Canada)
Phone: 647.405.0895
 
Asia, Pacific
Clement Ooi
President, Asia Pacific Operations
Phone: +65.6818.6336

Australia, New Zealand
Andrew Cowton
Managing Director
Phone: +61.3.9563.6082

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

Tokyo, Japan
3-6-7 Kita-Aoyama, Level 11
Minato-ku, Tokyo, 107-0061 Japan
Toshio Murate
Phone: +03.5778.7807

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kamakura blog
   
  

The 1987 yield curve formulation proposed by Charles R. Nelson and Andrew F. Siegel remains very popular among financial market participants and central bank economists. This post explains, in a nontechnical way, the kinds of errors that result from use of the Nelson-Siegel formulation and what techniques provide a superior result.

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The following Reuters story describes a proposed bill that would dramatically restructure the rating agency business in a manner similar to the changes of a few years ago in the accounting profession. We reproduce the story in this blog.

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One of the lessons of the credit crisis that started in 2007 is that even the largest public companies in the United States could not answer key questions about risk management like those posed in our blog of April 27, 2009.  In our post mortems on Countrywide Financial, Washington Mutual, and New Century Financial, we found that in many cases management ignored working level staff who were trying to alert management and the Board to the risks being taken.  This blog is devoted to how modern credit risk techniques can be used to send a wake-up call to senior management and directors who have not been paying attention to the risk of the firm. &l

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