Portfolio Modeling Solution

Based on sophisticated analyses of market and financial data using advanced quantitative models, Kamakura’s modeling solution is a collection of financial information services that subscribers can access on the Internet at their convenience.

Kamakura Risk Information Services (KRIS) provides daily updates on counterparty credit information via a suite of dynamic modeling tools for both corporate and sovereign counterparties and rooted in the industry’s most advanced quantitative credit modeling capabilities. (Multiple independent tests have established that the KRIS default probability models significantly outperform all other established vendors for predictive power.)

KRIS enables banks, portfolio managers and credit market participants with an array of tools to measure or manage Default Probability Estimates for Credit-Risky Entities, Term Structure of Default Probabilities, Basel II Default Probabilities, Multiple Default Probability, Yield, Discount and Forward Rate Curves, and Interest Rate Volatilities.

Read more about Kamakura’s Credit Portfolio Analysis solution.