Kamakura Extends KRIS License with Man Numeric NEW YORK, October 6, 2020: Kamakura Corporation, the global leader in advanced...
Transitory Risk. Kamakura Troubled Company Index Decreases by 6.54% to 7.57%
Transitory RiskKamakura Troubled Company Index Decreases by 6.54% to 7.57%Credit Quality Improves to the 87th Percentile NEW...
$600 A Day for A Car Rental? Kamakura Troubled Company Index Decreases by 3.57% to 14.07%.
$600 A Day for A Car Rental? Kamakura Troubled Company Index Decreases by 3.57% to 14.07% Credit Quality At the 39th Percentile...
New Research Paper from Kamakura Proves 1-factor Interest Rate Risk Models Underestimate Risk by 61% to 83%.
New Research Paper from Kamakura Proves 1-factor Interest Rate Risk Models Underestimate Risk by 61% to 83%. Both 1-factor and...
Kamakura Releases New Multi-Factor Interest Rate Models for 13 Countries and World Government Bond Yields
Kamakura Releases New Multi-Factor Interest Rate Models for 13 Countries and World Government Bond Yields 1, 2, 3, 6 and “All”...
Kamakura Corporation Releases Version 6 of Its Implied Ratings Model to Clients Worldwide
Kamakura Corporation Releases Version 6 of Its Implied Ratings Model to Clients Worldwide NEW YORK, March 15, 2021: Kamakura...
AmBank Group implements Kamakura Risk Manager for Basel 3 LCR and NSFR
AmBank Group implements Kamakura Risk Manager for Basel 3 LCR and NSFR SINGAPORE, October 5, 2020: Kamakura Corporation, the...
When You Come To A Fork In The Road, Take It
When You Come To A Fork In The Road, Take It Kamakura Troubled Company Index Declines by 6.85% to 18.73% Credit Quality Improves...
Kamakura Corporation Names Don M. Griffith to Board of Directors
Kamakura Corporation Names Don M. Griffith to Board of Directors NEW YORK, July 20, 2020: Kamakura Corporation is pleased to...
The Silver Skates Of Default
The Silver Skates Of Default Kamakura Troubled Company Index Declines by 6.13% to 25.58% Credit Quality Improves to 13th...
Through A Glass Darkly
Through A Glass Darkly Kamakura Troubled Company Index Increases by 0.41% to 31.71% Credit Quality Remains at the 4th Percentile...
In the Land of Alpha, Default Term Structure Models are King
In the Land of Alpha, Default Term Structure Models are King. Authors from the North American Client Team: Eric Penanhoat...