We’re thrilled to announce that Kamakura Corporation has been acquired by global AI and analytics leader SAS. Learn more >>
Top3 RiskTech100

KAMAKURA CORPORATION

Kamakura Corporation is the world’s leading provider of risk management solutions – software, information and consulting – because successfully managing financial risk while meeting regulatory requirements demands industry-leading research, sound analytics, fully integrated applications, flawless execution and quantifiable results.
ABOUT US

KAMAKURA CORPORATION

Kamakura Corporation is the world’s leading provider of risk management solutions – software, information and consulting – because successfully managing financial risk while meeting regulatory requirements demands industry-leading research, sound analytics, fully integrated applications, flawless execution and quantifiable results.
ABOUT US

KAMAKURA CORPORATION

Kamakura Corporation is the world’s leading provider of risk management solutions – software, information and consulting – because successfully managing financial risk while meeting regulatory requirements demands industry-leading research, sound analytics, fully integrated applications, flawless execution and quantifiable results.
ABOUT US

KAMAKURA TROUBLED COMPANY INDEX

The Kamakura Troubled Company Index® measures the percentage of 41,500 public firms in 76 countries that have an annualized one- month default risk of over one percent.

DAILY

Kamakura Default Probabilities versus
Legacy Ratings

Kamakura Daily Bond Performance Attribution

KRIS Daily Default Probability and
Bond Cross-Validation

NEWS & PRESS RELEASES

Interest Rate Risk: Job Insecurity is Back

Mar 10, 2023

Donald R. van Deventer March 9, 2023 One of Warren Buffett’s most famous quotes goes like this: “Only when the tide goes out do you discover who’s been swimming naked.”  That time is now for interest rate risk managers, who have been basking in the warm sea of...

Politics Meet Economics

Mar 1, 2023

Politics Meet Economics NEW YORK, March 2, 2023: February 24 marked the one-year anniversary of the war between Russia and Ukraine.  The inflationary pressure of the war, combined with the inflationary pressure of fiscal responses to the Covid pandemic, continue to...

EVENTS

CAS Ratemaking, Product and Modeling Seminar
March 13th – 15th, 2023
US

Risk.net Risk Transformation Webinar
March 15th, 2023

IBR Risk Webinar
March 15th, 2023
Romania

Insurance Analytics & AI Innovation Conference
March 22nd and 23rd, 2023
Hong Kong

The current and future state of AI/ML models governance – A Canadian risk leader panel discussion
April 4th, 2023
SAS Canada & PRMIA – virtual

SAS Innovate
May 8-10, 2023
Orlando, Florida

ARCHIVES

ARCHIVES

INDUSTRIES WE SERVE

Kamakura’s products provide asset managers, banks, insurance companies and other financial institutions around the world with a highly advanced, integrated, end-to-end system for managing credit risk, market risk, liquidity risk, and asset-liability management. These products are designed to provide management, boards of directors, shareholders and regulators with an accurate and comprehensive view of the total financial risk of the organization as well as tools to manage that risk.

We serve the world’s most sophisticated banks, insurance companies, asset managers, pension funds, and Central banks and regulators.

BANKING

INSURANCE

ASSET
MANAGEMENT

PROBLEMS WE SOLVE

Asset Liability Management

Credit Portfolio Analysis and Default Probabilities

IFRS 9 and CECL

Market Risk

Credit Risk

Stress Testing

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BLOGS

Donald R. van Deventer, Ph.D.

Don founded Kamakura Corporation in April 1990 and currently serves as its chairman and chief executive officer where he focuses on enterprise wide risk management and modern credit risk technology.
Martin M. Zorn

Martin Zorn currently serves as Kamakura's president and chief operating officer.  In this role he oversees all day-to-day operations serving Kamakura risk management clients in 37 countries.

Sou-Cheng Choi, Ph.D.

Dr. Sou-Cheng T. Choi joined Kamakura as Chief Data Scientist on February 1st, 2020. Dr. Choi previously served as the Principal Data Scientist and Lead Researcher in Machine Learning for the automotive and life innovation groups at AllState.