This is part 3 in a series on “balance sheet optimization.”  As we pointed out in the first two parts of the series,...

Kamakura Corporation is very pleased to report that we have substantially expanded our relationship with the team at Thomson...

As explained in part 1 of this blog, last week I was asked to give a presentation to a group of senior bank risk managers on the...

Last week I was asked to give a presentation to a group of senior bank risk managers on the state of the art in “balance sheet...

Today’s forecast for U.S. Treasury yields is based on the April 21, 2010 constant maturity Treasury yields reported by the Board...

Today’s forecast for U.S. Treasury yields is based on the April 15, 2010 constant maturity Treasury yields reported by the Board...

It is our pleasure, per the message below, to pass along this invitation to clients and friends of Kamakura Corporation to...

Today’s forecast for U.S. Treasury yields is based on the April 8, 2010 constant maturity Treasury yields reported by the Board...

In part 10 of this series on yield curve smoothing, we showed why the maximum smoothness forward rate approach is superior to...

Kamakura Corporation is very pleased to report that we have substantially expanded our relationship with the team at Thomson...

Today marks the 20th anniversary of the founding of risk management firm Kamakura Corporation.  In this blog we take a brief...

Concerns about potential rises in interest rates from unprecedented low levels have risen dramatically in the last few months. ...