 |
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. read more ...
|
|
 |
Kamakura Risk Information Services (KRIS) provides extensive risk information on credit risk and interest rates. Credit risk information in KRIS includes default probabilities, default correlations, implied spreads and implied ratings for a wide range of counterparties. In addition, KRIS provides the ability to do online credit portfolio modeling and analysis. Interest rate information in KRIS includes daily U.S. Treasury par coupon yield curves, zero coupon bond yield curves, and forward rate curves on a daily basis from January 2, 1962. read more ...
|
|
 |
Kamakura Online Processing 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. read more ...
|
|
 |
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. read more ...
|
|
|