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 40,500 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

“Sell In May and Go Away”

Jun 1, 2021

“Sell In May and Go Away” Kamakura Troubled Company Index Decreases by 1.25% to 6.32% Credit Quality Improves to the 94th Percentile  NEW YORK, June 1, 2021: An old adage advises investors to “Sell in May and go away.”  We saw the Troubled Company Index improve to the...

Daily U.S. Corporate Bond Market Update, June 8, 2021

May 29, 2021

For near-real time credit and risk management updates from Kamakura Corporation, please follow https://www.linkedin.com/in/donald-van-deventer-5938b76/ www.twitter.com/dvandeventer www.twitter.com/kamakuraco Updates are posted at least every two hours, and more often...

EVENTS

May 25-26, 2021 Risk Americas 2021

May 19-21, 2021 IACPM Virtual Spring Conference
Fiscal and Monetary Stimulus. Worried About Unintended Consequences?

Click here for Presentation slides from IACPM

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.