About Us

Founded in 1990, Kamakura delivers highly advanced, integrated, end-to-end solutions for managing credit risk, market risk, liquidity risk, and asset-liability management. Our products build on a foundation of research that results in tools designed to be flexible, scalable, comprehensive and transparent. In addition to software solutions, Kamakura provides interest rate, yield curve, default probability and implied credit rating information services. We serve some of the largest and most sophisticated banks, insurance companies, asset managers, pension funds and regulators around the world and are committed to meeting the evolving risk management needs of our users. Our team includes recognized experts in global financial risk management and has collectively contributed to 23 risk management books and over 140 published research papers.

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 Manager (KRM) is a powerful, transparent suite of risk management solutions designed to help managers more efficiently and effectively understand company-wide financial risk. The fully integrated solutions support business decisions, internal and external reporting, and regulatory reporting for credit risk, market risk, liquidity risk, interest risk, asset-liability management, performance measurement, portfolio risk, transfer pricing, and risk adjusted return. Users can access the platform using our newly redesigned web interface, making the powerful calculation engines and scenario analytics available as needed across the enterprise.

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 predefined file download.