In the Land of Alpha, Default Term Structure Models are King May 20, 2020 | Press ReleasesIn the Land of Alpha, Default Term Structure Models are King. Authors from the North American Client Team: Eric Penanhoat...
The Merton Default Model: As Good As It Gets? May 18, 2020 | Press Releases[pdf-embedder url="https://www.kamakuraco.com/wp-content/uploads/2020/08/KRIS_Merton-v-Kamakura-Reduced-Form-08242020.pdf"...
The Best of Times? May 18, 2020 | Press ReleasesThe Best of Times? Kamakura Troubled Company Index Increases by 1.00% to 14.63% Credit Quality Declined Slightly to the 36th...
Not Just A Virus Crisis May 1, 2020 | Press ReleasesNot Just A Virus Crisis. Kamakura Troubled Company Index Declines by 0.89% to 31.30%. Credit Quality is at the 4th Percentile....
