The Best of Times? Kamakura Troubled Company Index Increases by 1.00% to 14.63% Credit Quality Declined Slightly to the 36th...
Not Just A Virus Crisis
Not Just A Virus Crisis. Kamakura Troubled Company Index Declines by 0.89% to 31.30%. Credit Quality is at the 4th Percentile....
Leveraged Loans: “Fear and Loathing” in Your CLO Portfolio
Leveraged Loans: “Fear and Loathing” in Your CLO Portfolio Authors from the North American Client Team: Eric Penanhoat...
Extraordinary Times – Extraordinary Actions
Extraordinary Times – Extraordinary Actions The View DownUnder MELBOURNE, April 6, 2020: From the desk of Andrew Cowton,...
Reduced Form vs. Merton Default Risk
Reduced Form vs. Merton Default Risk NEW YORK, April 3, 2020: Back in 2012, Dr. Donald van Deventer proclaimed in a blog post:...
Credit Conditions – Chapter One
Credit Conditions – Chapter One Kamakura Troubled Company Index Increases by 8.17% to 31.96% Credit Quality Drops to 4th...
Taiwan’s First Digital Bank Implements Fully-Integrated Kamakura Risk Management Solution
Taiwan’s First Digital Bank Implements Fully-Integrated Kamakura Risk Management Solution SINGAPORE, 30th March 2020: After...
Extraordinary Times – Extraordinary Actions
Extraordinary Times – Extraordinary Actions Monetary Actions and Market Impact NEW YORK, March 30, 2020: The disruption and...
Default Risk in Trying Times
Default Risk in Trying Times NEW YORK, March 21, 2020: The disruption and dislocation across industries and markets from the...
Market Correction or Overreaction?
Market Correction or Overreaction? Kamakura Troubled Company Index Increases by 10.04% to 23.79% Credit Quality Drops to 14th...
A Known Unknown?
A Known Unknown? Kamakura Troubled Company Index Increases by 2.02% to 14.92% NEW YORK, February 4, 2020: The idea that the...
Bank Islam Malaysia Berhad Achieves Fully-Integrated Risk Management with Kamakura Suite
Bank Islam Malaysia Berhad Achieves Fully-Integrated Risk Management with Kamakura Suite Singapore, 7 January 2020: Bank Islam...