Products &
Services
Research
News
Contact Us
About
| |
News Room - 2003
- December 16, 2003
-- FDIC Releases New Bank Loss Distribution Model Authored by Kamakura's Robert
Jarrow. Macro Factors Drive Bank Default Probabilities in Hazard Modeling Approach.
- December 10, 2003
-- Kamakura Reports Improvement in U.S. Corporate Credit Quality.
Credit Risk Falls Steadily in November as Economy Rebounds.
- December 3, 2003
-- Advanced Version of Kamakura Default Probabilities Released to
Clients. Basel II Test Results Available to Financial Services
Regulators.
- October 14, 2004
-- Kamakura Releases Research on Credit Model Default Forecasts and Cyclicality; Kamakura Makes Full Disclosure of Test Results to Bank Regulators.
- September 22,
2003 -- Kamakura Releases Publication on Basel II Testing
Procedures for the Merton Default Probability Model.
- September 12,
2003 --Kamakura Adds Advanced CDO Valuation and Simulation
Capability to KRM Version 4.4 Kamakura Default Probabilities Used
Seamlessly for CDO Risk Analysis.
- September 3, 2003
-- Ontario Teachers' Pension Plan Licenses Kamakura Default
Probabilities and Credit Risk Management Software.
- July 30, 2003
-- Should Mirant's Bankruptcy Have Been a Surprise?
- July 7, 2003
-- Kamakura Default Probabilities for Loral Space & Communications
Reach 100% One Month Prior to Bankruptcy.
- July 9, 2003
-- Cyclical Effects in Kamakura Default Probabilities, Kamakura
default probabilities driven by macro-economic conditions.
- June 3, 2003
-- Kamakura Default Probabilities for WestPoint
Stevens Hit 94% on Day Prior to Bankruptcy -Two
Kamakura Default Probability Models Exceed 87%
- May 20, 2003
-- Faculty in Harvard Department of Economics License Kamakura Default
Database - KRIS-dd Data Base is Only Monthly
Default Data Base Available
- May 12, 2003
-- Kamakura Releases Basel II Credit Model Test Results, Advanced
Kamakura Default Probabilities - KDP Semiannual Model Upgrade Cycle Announced
- May 8, 2003
-- Kamakura Names Mark Mesler Managing Director, Head of
KRIS Default Probability Service.
- April 25, 2003
-- Kamakura Launches Basel II Credit Model Testing Seminars.
- April 7, 2003
-- Hedge Funds, Regional Bank License Kamakura Default Probabilities,
Risk Management and Credit Arbitrage Drive Purchase of KDPs
- April 1, 2003
-- Kamakura Default Probabilities Anticipate Fleming Companies, Inc.
Bankruptcy
- March 12, 2003 -- Commonwealth Bank
Upgrades to Full Kamakura Enterprise Risk Suite
- February 21, 2003 -- Kamakura
Expands Insurance and Banking Prepayment Analysis, Adds Andrew
Davidson & Co., Inc. Models
- February 18, 2003 -- SK Life Insurance
of Korea Licenses Kamakura Market Risk System
- February 12, 2003 -- New Release of
Kamakura Risk Manager Provides Full Multi-Period Credit Risk and
Default Analysis; Defaults Incorporated in Asset and Liability
Management and Market Risk
- January 15, 2003 -- Kamakura
Corporation Names IT Expert Warren Sherman President; Risk Experts
Leonard Matz and Ardi Tavakol Join Managing Committee
- January 13, 2003 --Kamakura Releases
Research on Conseco and Default Predictability for Basel II
Compliance; Kamakura Default Probabilities Show High Predictive Power
- January 7, 2003 --Kamakura
Corporation's Jarrow and van Deventer Named to Risk Hall of Fame
|
Other Years
|
|
