KRIS Default Probabilities

A multiple-models service testable on a common platform, Kamakura’s default probability solution is designed to be fully compliant with the requirements for credit model testing under the Basel II provisions of the New Basel Capital Accord.

Kamakura Corporation provides the world's first multiple model default probability solution under its information product line, Kamakura Risk Information Services (KRIS). KRIS data services are now available on a daily basis.

Kamakura’s solution is delivered with all model parameters made available, all models’ statistical significance made available and the accuracy of all models made available. Kamakura makes full disclosure of all mathematics. Nothing is withheld from clients who sign a standard confidentiality agreement. This is a Basel requirement.

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