Financial Market Fragility Kamakura Troubled Company Index Decreases by 0.07% to 8.46% Credit Quality Remains at the 95th...
Kamakura’s Presentation to the 2022 IACPM Spring Conference
There is No Free Lunch: How Portfolio Managers Need to Adapt to a Shifting Macroeconomic Paradigm Martin Zorn May 19, 2022...
The Reduced Form Approach to SOFR Swap and Swaption Valuation
The Reduced Form Approach to SOFR Swap and Swaption Valuation Risk Americas, May 11, 2022 Robert A. Jarrow[1] and Donald R. van...
Planning for Risks in the Year Ahead
Kamakura Troubled Company Index Decreases by 0.90% to 4.40% Credit Quality Remains Strong and rises to the 99th Percentile NEW...
Banking on Bonds
Banking on Bonds A recent Wall Street Journal article[1] noted that trading activity in bank bonds, including bank holding...
Cassandra vs. Goldilocks
Cassandra vs. Goldilocks Kamakura Troubled Company Index Increases by 0.95% to 3.56% Credit Quality Remains Strong at the 99th...
What Happened to The Credit Cycle?
What Happened to The Credit Cycle? Kamakura Troubled Company Index Decreases by 0.45% to 2.58% Credit Quality Remains at the...
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”...
RHB Banking Group Chooses Kamakura for NSFR
RHB Banking Group Chooses Kamakura for NSFR Singapore, January 7, 2019: Kamakura Corporation is pleased to announce that RHB...
Test Post
An Updated Case Study of Takata Corporation Using KRIS Default Probabilities
The objective of this note is to showcase how the Kamakura Risk Information Services (“KRIS”) default probabilities subscription...
The Taxi License –A Crumbling Medallion
The Taxi License –A Crumbling Medallion A case study of Medallion Financial Corp. using KRIS default probabilities This article...