Our industry leading research coupled with its established expertise in credit technology solutions provide clients with the data, tools and insights necessary to manage the risks inherent in their portfolios and identity market opportunities.

We utilize industry leading quantitative credit risk measures such as default probabilities, implied spreads and implied ratings for corporate and sovereign conterparties. These measures are updated daily and available via the web or downloadable for use with existing systems or in conjunction with the Kamakura Risk Manager enterprise risk management suite.

We utilize the KRIS default and corrlation service to track a global index of more than 40,000 public companies in 75 countries to produce the company’s monthly default probability reports; default predections are based on a sophisticated combination of financial ratios, stock price history, and macro-economic factors.

KRIS is critical to risk managers, credit managers, treasurers, investors, traders and other financial decision makers in banking, insurance, investment management, corporations and governments.