Kamakura Corporation is very pleased that Talcott Resolution has been named "Risk Team of the Year, Americas" by InsuranceERM....
There Is a Market for That
Kamakura Troubled Company Index Increases by 0.25% to 3.03% Credit Quality Remains at the 100th Percentile NEW YORK, August 2,...
Kamakura Releases Future Ratings Model
New York, July 15, 2021: Kamakura Corporation has introduced a new Future Ratings model for its Kamakura Risk Information...
What a Difference a Year Makes. Kamakura Troubled Company Index Decreases by 3.54% to 2.78%.
What a Difference a Year Makes Kamakura Troubled Company Index Decreases by 3.54% to 2.78% Credit Quality Improves to the 100th...
“Sell In May and Go Away”
“Sell In May and Go Away” Kamakura Troubled Company Index Decreases by 1.25% to 6.32% Credit Quality Improves to the 94th...
Daily Comparison of KRIS Default Probabilities and Legacy Credit Ratings for June 8, 2021
probability of default
Daily U.S. Corporate Bond Market Update, June 8, 2021
For near-real time credit and risk management updates from Kamakura Corporation, please follow...
KRIS Daily Model Validation: Confirmation That Out-of-Sample KRIS Default Probabilities Accurately Price Traded U.S. Corporate Bonds, Updated June 8, 2021
KRIS is the only default probability and fixed income system which provides daily cross-validation between default...
The Best of Times?
Kamakura Troubled Company Index Increases by 1.00% to 14.63%.
Credit Quality Declined Slightly to the 36th Percentile.
NEW YORK, October 1, 2020: Most of us have read the opening of Charles Dickens’ classic novel, “A Tale of Two Cities”: “It was...
Which Way to Turn?
Kamakura Troubled Company Index Increases by 3.92% to 18.55%.
Credit Quality Declines to the 26th Percentile
NEW YORK, November 2, 2020: As October comes to an end and some countries celebrate Halloween, return-seeking investors are so...
CLO COMBO NOTES:
EYES WIDE SHUT!
Authors from the North American Client Team: Warren A Sherman wandrewsherman@kamakuraco.com Mark Slattery...
Bull Trap or Sustainable Improvement?
Kamakura Troubled Company Index Decreases by 4.57% to 13.98% Credit Quality Improves to the 39th Percentile NEW YORK, December...