Kamakura Corporation

KAMAKURA SOLUTIONS

Kamakura Risk Manager (KRM)

KRM is a fully integrated enterprise risk management system that combines asset and liability management, credit portfolio management, market risk management, Basel II, and other capital allocation technologies, transfer pricing, and performance measurement.

Kamakura Risk Information Services (KRIS)

KRIS provides extensive risk information on credit risk and interest rates. credit risk information in KRIS includes default probabilities, default correlations, implied spreads, and implied ratings for a wide range of counterparties.

Kamakura Online Processing Services (KOPS)

KORPS recognizes that many financial institutions, governments, and corporations require risk management results but cannot currently invest the time or money in an external risk management software system.

Kamakura Risk Consulting Services (KRCS)

KRCS represents a range of quantitative finance needs relating to asset valuation, derivatives pricing, and risk measurement.

MILESTONES

• 2019 Kamakura equity factor models with and without default
• 2019 New version of KRIS Non-Public Firm Model
• 2018 Troubled Bank Index released
• 2018 Troubled Company Index® trademark granted
• 2018 Recognized as a category leader in the Chartis Report, Technology Solutions for Credit Risk 2.0 2018
• 2018 KRM 10 Released
• 2017-2018 Selected as a member of World Finance 100
• 2016 Bond data and CDS data added to KRIS
• 2016 Updated Multi-Factor Heath Jarrow and Morton Model For US Treasuries 1962-2015
• 2015 KRIS 6.0 Released
• 2012 Kamakura Senior Research Fellow Jens Hilscher awarded Outstanding Paper in Corporate Finance & Outstanding Paper in Financial Institutions by Eastern finance Association
• 2011 Jens Hilscher receives Harry M. Markowitz Award from Journal of Investment Management
• 2010 Jens Hilscher wins Deutsche Bank Prize in Financial Economics from Review of Finance 2nd Best Paper
• 2009 Robert Jarrow awarded “lifetime achievement award” by RISK Magazine
• 2008 First vendor to offer sovereign default probabilities
• 2005 Stochastic modeling of collateral and LGD.
• 2003 Completed first Basel II client implementation.
• 2002 Launched KRIS default probability service for 20,000 listed firms
• 2001 First vendor to offer integrated credit & market risk.
• 2000 First implementation of a reduced form credit risk model.
• 1998 Stochastic multi-period net income simulation added to KRM.
• 1997 Kamakura relocated to Honolulu and qualified for State R&D subsidy.
• 1996 First closed-form non-maturity deposit valuation model implemented in KRM.
• 1994 KRM: First stochastic interest rate term structure model-based valuation software.
• 1993 First credit model with random interest rates published.