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
Kamakura Weekly Forecast, August 12, 2022: Negative 2-year/10-year Spread, Trading Day 28
Inverted Yields, Negative Rates, and U.S. Treasury Probabilities 10 Years Forward The market has now had a month to adjust to the negative 2-year/10-year Treasury spread, wider this week at a negative 41 basis points. In this week’s forecast, the focus is on three...
Kamakura Weekly Forecast, August 5, 2022: 2-year 10-year Spread Negative for 23rd Trading Day in a Row
Inverted Yields, Negative Rates, and U.S. Treasury Probabilities 10 Years Forward The market has now had more than three weeks to adjust to the negative 2-year/10-year Treasury spread, now at a negative 31 basis points. In this week’s forecast, the focus is on three...
How Will a Slowing Economy Impact Credit Defaults?
How Will a Slowing Economy Impact Credit Defaults? Kamakura Troubled Company Index Decreases by 1.38% to 5.56% Credit Quality Improves to the 95th Percentile NEW YORK, August 2, 2022: U.S. GDP contracted 0.9% in the second quarter, following a contraction of 1.6% in...
Kamakura Weekly Forecast, July 29, 2022: 2-year 10-year Spread Negative for 18th Trading Day in a Row
Inverted Yields, Negative Rates, and U.S. Treasury Probabilities 10 Years Forward The market has now had more than two weeks to adjust to the negative 2-year/10-year Treasury spread. In this week’s forecast, the focus is on three elements of interest rate behavior:...
Kamakura Weekly Forecast, July 15, 2022: 2-year 10-year Treasury Spread Negative 20 Basis Points
Inverted Yields, Negative Rates, and U.S. Treasury Probabilities 10 Years Forward Friday was the eighth day of inverted Treasury yields and it is highly likely yields stay inverted even in January 2023.. In this week’s forecast, the focus is on three elements of...
EVENTS
Q Group Fall Conference
September 18-21, 2022
Phoenix, AZ
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.
PROBLEMS WE SOLVE
Asset Liability Management
Credit Portfolio Analysis and Default Probabilities
IFRS 9 and CECL
Market Risk
Credit Risk
Stress Testing
BLOGS
Donald R. van Deventer, Ph.D.
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.
Kamakura Weekly Forecast, August 12, 2022: Negative 2-year/10-year Spread, Trading Day 28
Inverted Yields, Negative Rates, and U.S. Treasury Probabilities 10 Years Forward The market has now had a month to adjust to...
Kamakura’s Presentation to the 2022 IACPM Spring Conference
There is No Free Lunch: How Portfolio Managers Need to Adapt to a Shifting Macroeconomic Paradigm Martin Zorn May 19, 2022...
GAIL—Guaranteed Automatic Integration Library in MATLAB: Documentation for Version 2.3
Authors: Sou-Cheng T. Choi, Yuhan Ding, Fred J. Hickernell, Lan Jiang,Lluís Antoni Jiménez Rugama, Da Li, Jagadeeswaran...