Company Overview
Founded in 1990 by Dr. Donald R. van Deventer, Kamakura Corporation is the world’s leading provider of risk management solutions – software, information and consulting – because successfully managing financial risk while meeting regulatory requirements demands industry-leading research, sound analytics, fully integrated applications, flawless execution and quantifiable results.

Kamakura’s executive team represents a broad and diverse cross-section of in-depth experience in economics, financial management, information technology, credit modeling, risk assessment, accounting, business administration, higher education, banking and regulatory oversight. Kamakura serves more than 185 clients ranging in size from $3 billion in assets to $1.6 trillion in assets. Kamakura’s risk management products are currently used in 27 countries.

Products and Services

• Kamakura Risk Manager (KRM), first sold commercially in 1993, is a fully integrated enterprise risk management system that combines asset and liability management, credit portfolio management, market risk management, Basel II and other capital allocation technologies, transfer pricing, and performance measurement.
• Kamakura Risk Information Services (KRIS) provides interest rate information, default probabilities, default correlations, and advanced analysis of synthetic collateralized debt obligations.
• Kamakura Online Consulting Services (KOPS) recognize that many financial institutions, governments and corporations require risk management results but cannot currently invest the time or money in an external risk management software system.
• Kamakura Risk Consulting Services (KRCS) represent a range of quantitative finance needs relating to asset valuation, derivatives pricing and risk measurement. In providing these services, Kamakura combines extensive industry knowledge, quantitative finance research, and practical experience in financial companies and other business organizations.

Kamakura Original Research
Derivatives are not static, unchanging or inflexible. They unfold, evolve and shift almost daily. Hence, any analytical tool that tries to incorporate and value derivatives must have scouts on the front lines – leading industry thinkers to send back the latest, most accurate intelligence from the financial sector, regulatory arena, academia and the trading floor. Kamakura’s risk management tools and counsel are built on a foundation of research that is ongoing, unrivaled, extensive, peer reviewed and highly regarded. This is one reason why Kamakura is a recognized leader in the application of advanced analytics in trading and financial risk management.

Kamakura Tenets

• Research-driven - Kamakura's research efforts are led by Professor Robert A. Jarrow, who has served as a Managing Director of Kamakura since 1995. Kamakura's processing speed and analytical quality are due to Professor Jarrow’s innovative research. Clients deserve the integrity of academic review to ensure the accuracy of all risk management calculations, and for this reason Kamakura boasts the leading publishing record in the risk management software industry. 
• Transparency-based - Kamakura provides clients with full access to our modeling details and the underlying mathematics. We don't believe in black boxes and neither do financial institution regulators. 
• Unparalleled Accuracy- Kamakura clients often integrate a small number of risk modules at the beginning, with additional functionality introduced over time. This approach allows for acquisition of the specific risk functionality while providing a growth path to a more integrated risk solution. It also reduces the initial acquisition cost of a risk solution and can reduce the overall expense of migrating to an integrated risk solution.
• Enterprise-wide - Too often rate risk measurement assumes that credit risk and liquidity risk are constant. Concurrently, credit risk measurement assumes that rate risk and liquidity risk are held constant. Kamakura provides integrated credit risk, market risk, asset & liability management, and  performance measurement in a singular software offering. 
• Solution-oriented - Kamakura clients can choose from a broad selection of tools and features. Kamakura offers reduced form and structural credit models, default probability estimation from current market prices and from historical default data bases, seven different yield curve smoothing methods, six different term structure models, three stochastic models and much more.

Clients
Kamakura has served more than 200 clients ranging in size from $3 billion in assets to $1.6 trillion in assets. Kamakura’s risk management products are currently used in 32 countries, including the United States, Canada, Germany, the Netherlands, France, Austria, Switzerland, the United Kingdom, Russia, Eastern Europe, the Middle East, Africa, Australia, Japan, China, Korea and many other countries in Asia.

Executive Team

• Dr. Donald van Deventer, Chairman and Chief Executive Officer
• Warren Sherman, President and Chief Operating Officer
• Dr. Robert Jarrow, Managing Director, Research

Office Locations

• Headquartered in Honolulu, HI
• Offices in:
  • Americas
  • Europe
  • Eastern & Central Europe
  • Africa
  • Asia
  • Middle East
  • Australia