Kamakura was recognized as a category leader in the Chartis Report, Technology Solutions for Credit Risk 2.0 2018. Kamakura was named to the World Finance 100 by the editor and readers of World Finance magazine in 2017, 2016 and 2012. In 2010, Kamakura was the only vendor to win two Credit Magazine innovation awards.
Kamakura Risk Information Services (KRIS) provides extensive risk information on default risk, spreads, including liquidity and recovery rates, interest rates, including historical data. Credit risk information in KRIS includes default probabilities, default correlations, implied spreads and implied ratings for a wide range of counterparties and asset classes. Macro factor sensitivity incorporates industry leading models that incorporate a wide range of factors including CCAR and DFAST scenarios. It also allows customization of scenarios that can be used to measure risk outcomes. The Portfolio Management tools allows users to run stress tests, Value at Risk, CVA and customized simulations on client portfolios. KRIS is seamlessly integrated into the KRM platform to fully incorporate the credit risk information into all KRM analyses and can also be accessed directly using our web interface or via pre–defined file download.