Kamakura offers a portfolio of consulting services relating to asset valuation, derivatives pricing, risk management and other quantitative solutions. We combine industry-leading research with practical experience in finance, trading, banking, economics and diverse business organizations. As a leader in quantitative finance and risk management innovation, Kamakura delivers counsel and results to help ensure our clients’ competitive edge.
Kamakura recently entered its second decade of delivering unrivaled consulting services to some of the world’s largest and most important financial institutions. We also work with small to medium sized organizations on diverse risk management projects. Our primary criteria for entering into consulting engagements is the potential for producing results that improve client performance and the extent to which our knowledge and experience can effectively be applied.
From executive level strategy to technical quantitative analysis to financial advice, services are customized to meet the specific needs and resources of each client.
Corporation Litigation Support Services
Expert testimony and valuation of structured securities, credit derivatives, portfolios and firms for criminal, civil, tax and bankruptcy proceedings. Kamakura's KRM system boasts more than 250,000 lines of software code and is used to value either full balance sheets or selected portfolios of complex securities for both Kamakura's software clients and for its advisory clients. Kamakura is prepared to provide expert testimony supported by methodical analysis employing the KRM system.
Corporate Risk Management
Risk management is a vital component of strategic planning. In order to maximize shareholder value while maintaining a prudent level of financial risk, you must understand the potential pitfalls implicit in a particular strategy. You must also develop organizational, procedural and systematic frameworks to ensure effective performance and risk management.
Risk and Performance Management
Management processes, methodologies and information systems provide the basis for implementing risk and management strategies. When properly designed, implemented and integrated these elements address an organization’s risk and performance management needs consistently and reliably. This result is a systematic and continuous ability to measure financial risk and performance, and undertake managerial decisions and actions to ensure tolerable risk and high performance.
Risk and Performance Modeling
Quantitative finance models are the basis for valuing and analyzing the cash flows of risky portfolio positions and for measuring the financial risk of a portfolio. Kamakura has been instrumental in:
- Providing models of the term structure of interest rates and other market prices
- Reduced-form and structural models of the default risk of counterparties,
- Valuation models for complex derivative instruments
- Smoothing models for interpolation of yield curves and other forward curves
- Measurement of Value-at-Risk, Cash-Flow-at-Risk and Earnings-at-Risk
Kamakura’s capability to develop innovative new models or enhance existing models is available as a consulting service to clients who require external resources for model development, testing and application.
Risk Assurance and Expertise
Corporate boards and senior management of many organizations require an independent review of current or proposed business strategies, policies and processes prior to approving managerial actions or decisions. Likewise, when managerial actions or decisions within an organization or by an outside party produce produced substantial losses and pending litigation, boards and senior executives may need to investigate the cause/extent of losses and involve outside experts in the defense or prosecution. When these reviews and investigations relate to the financial risk management of an organization or other party, Kamakura can provide the risk management expertise needed for proper review and analysis of the issue.