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NY
US

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808-539-3830

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Kathren Bade
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Kamakura Reports Significant Decline in Corporate Credit Quality during December Kamakura Troubled Company Index Increases 1.31% to 6.42%
Banking

Kamakura Reports Significant Decline in Corporate Credit Quality during December Kamakura Troubled Company Index Increases 1.31% to 6.42%

7y | Kamakura Corporation

Kamakura Reports Significant Decline in Corporate ...

Kamakura Corporation reported Monday that the Kamakura troubled company index ended the month of December at 6.42%, an increase of 1.31% from the end ...

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Kamakura Reports Weakening of Corporate Credit Quality in September 2014
Asset management

Kamakura Reports Weakening of Corporate Credit Quality in September 2014

7y | Kamakura Corporation

Kamakura Reports Weakening of Corporate Credit Qua...

Kamakura Troubled Company Index Increases 0.30% to 4.66% from August 31  Kamakura Corporation reported Tuesday that the Kamakura troubled company...

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Capturing Alpha in the Bond Market: J.P. Morgan Asset Management Strategy Article Features Kamakura Default Probabilities
Banking

Capturing Alpha in the Bond Market: J.P. Morgan Asset Management Strategy Article Features Kamakura Default Probabilities

7y | Kamakura Corporation

Capturing Alpha in the Bond Market: J.P. Morgan As...

J. P. Morgan Asset Management has released an important fixed income strategy study by Managing Director Douglas Niemann that features Kamakura Risk I...

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Kamakura Reports Improved Corporate Credit Quality in April
Banking

Kamakura Reports Improved Corporate Credit Quality in April

7y | Kamakura Corporation

Kamakura Reports Improved Corporate Credit Quality...

Kamakura Corporation reported Thursday that the Kamakura troubled company index ended the month of April at 4.63%, a one month decrease of 0.21%. &nbs...

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Kamakura Reports Improved Corporate Credit Quality in March
Banking

Kamakura Reports Improved Corporate Credit Quality in March

7y | Kamakura Corporation

Kamakura Reports Improved Corporate Credit Quality...

Kamakura Troubled Company Index Decreases 0.16% to 4.80%  Kamakura Corporation reported Tuesday that the Kamakura troubled company index ended th...

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Kamakura Reports Improved Corporate Credit Quality in February
Asset management

Kamakura Reports Improved Corporate Credit Quality in February

7y | Kamakura Corporation

Kamakura Reports Improved Corporate Credit Quality...

Kamakura Troubled Company Index Decreases 0.59% to 4.96%  Kamakura Corporation reported Monday that the Kamakura troubled company index ended the...

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Kamakura Reports Improved Corporate Credit Quality in January
Banking

Kamakura Reports Improved Corporate Credit Quality in January

8y | Kamakura Corporation

Kamakura Reports Improved Corporate Credit Quality...

Kamakura Troubled Company Index Decreases 0.30% to 5.77%  Kamakura Corporation reported Monday that the Kamakura troubled company index ended the...

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Kamakura Reports Stable Corporate Credit Quality in December
Banking

Kamakura Reports Stable Corporate Credit Quality in December

8y | Kamakura Corporation

Kamakura Reports Stable Corporate Credit Quality i...

Kamakura Troubled Company Index Increases 0.01% to 6.07% Kamakura Corporation reported Thursday that the Kamakura troubled company index ended the m...

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Kamakura Reports Stable Corporate Credit Quality in November
Asset management

Kamakura Reports Stable Corporate Credit Quality in November

8y | Kamakura Corporation

Kamakura Reports Stable Corporate Credit Quality i...

Kamakura Troubled Company Index Increases 0.03% to 6.25% Kamakura Corporation reported Monday that the Kamakura troubled company index ended the mon...

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Kamakura Reports Drop in Corporate Credit Quality in October
Asset management

Kamakura Reports Drop in Corporate Credit Quality in October

8y | Kamakura Corporation

Kamakura Reports Drop in Corporate Credit Quality ...

Kamakura Troubled Company Index Increases 0.23% to 6.50% Kamakura Corporation reported Friday that the Kamakura troubled company index ended the mon...

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Kamakura Reports Improvement in Corporate Credit Quality in September
Asset management

Kamakura Reports Improvement in Corporate Credit Quality in September

8y | Kamakura Corporation

Kamakura Reports Improvement in Corporate Credit Q...

Kamakura Troubled Company Index Decreases 0.17% to 6.27% Kamakura Corporation reported Tuesday that the Kamakura troubled company index ended the mo...

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Kamakura Reports Improvement in Corporate Credit Quality in August
Asset management

Kamakura Reports Improvement in Corporate Credit Quality in August

8y | Kamakura Corporation

Kamakura Reports Improvement in Corporate Credit Q...

Kamakura Troubled Company Index Decreases 0.53% to 6.44% Kamakura Corporation reported Tuesday that the Kamakura troubled company index ended the mo...

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Kamakura Announces Webinar on Credit Risk Modeling in Insurance Led by Prof. Robert Jarrow
Banking

Kamakura Announces Webinar on Credit Risk Modeling in Insurance Led by Prof. Robert Jarrow

8y | Kamakura Corporation

Kamakura Announces Webinar on Credit Risk Modeling...

Kamakura Corporation has announced that the Society of Actuaries will host a webinar entitled “Credit Risk Modeling Practices in the Insurance I...

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Kamakura Reports Slight Improvement in Corporate Credit Quality in May
Asset management

Kamakura Reports Slight Improvement in Corporate Credit Quality in May

8y | Kamakura Corporation

Kamakura Reports Slight Improvement in Corporate C...

Kamakura Troubled Company Index Decreases 0.11% to 7.88% Kamakura Corporation reported Monday that the Kamakura troubled company index ended the mon...

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Kamakura Reports Slight Improvement in Corporate Credit Quality in March
Asset management

Kamakura Reports Slight Improvement in Corporate Credit Quality in March

8y | Kamakura Corporation

Kamakura Reports Slight Improvement in Corporate C...

Kamakura Troubled Company Index Declines 0.44% to 7.43% Kamakura Corporation reported Monday that the Kamakura index of troubled public companies en...

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Kamakura Reports Decline in Corporate Credit Quality in January
Asset management

Kamakura Reports Decline in Corporate Credit Quality in January

9y | Kamakura Corporation

Kamakura Reports Decline in Corporate Credit Quali...

Kamakura Troubled Company Index Increases 1.55% to 6.84% in January Kamakura Corporation reported Friday that the Kamakura index of troubled public ...

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Kamakura Announces Publication of Jarrow Research on Mortgage and Mortgage Servicing Rights Valuation
Banking

Kamakura Announces Publication of Jarrow Research on Mortgage and Mortgage Servicing Rights Valuation

9y | Kamakura Corporation

Kamakura Announces Publication of Jarrow Research ...

Kamakura Corporation announced today that The Journal of Fixed Income has published a new research paper on mortgage and mortgage servicing rights val...

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Kamakura Reports Slight Decline in Corporate Credit Quality in November
Insurance

Kamakura Reports Slight Decline in Corporate Credit Quality in November

9y | Kamakura Corporation

Kamakura Reports Slight Decline in Corporate Credi...

Kamakura Troubled Company Index Increases 0.26% to 5.05% in November Kamakura Corporation reported Monday that the Kamakura index of troubled public ...

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Kamakura Fed CCAR 2013 Stress Test Processing Begins Today using Automated Link between Default Risk and Fed Stress Test Variables
Insurance

Kamakura Fed CCAR 2013 Stress Test Processing Begins Today using Automated Link between Default Risk and Fed Stress Test Variables

9y | Kamakura Corporation

Kamakura Fed CCAR 2013 Stress Test Processing Begi...

Kamakura Corporation announced today that it has launched processing for clients, effective immediately, for the Federal Reserve Comprehensive Capital...

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Kamakura Reports Improvement in Corporate Credit Quality in October
Asset management

Kamakura Reports Improvement in Corporate Credit Quality in October

9y | Kamakura Corporation

Kamakura Reports Improvement in Corporate Credit Q...

Kamakura Troubled Company Index Declines 1.38% to 4.85% in October Kamakura Corporation reported Thursday that the Kamakura index of troubled public...

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Kamakura Announces KRIS Mortgage and Mortgage Servicing Rights Valuation Yield Curves
Banking

Kamakura Announces KRIS Mortgage and Mortgage Servicing Rights Valuation Yield Curves

9y | Kamakura Corporation

Kamakura Announces KRIS Mortgage and Mortgage Serv...

Kamakura Corporation announced today that it is publishing a simple, accurate and transparent yield curve data series for the valuation of mortgages a...

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Society of Actuaries Releases Kamakura Corporation Study “Credit Risk Modeling Techniques for Life Insurers”
Insurance

Society of Actuaries Releases Kamakura Corporation Study “Credit Risk Modeling Techniques for Life Insurers”

9y | Kamakura Corporation

Society of Actuaries Releases Kamakura Corporation...

Kamakura Corporation announced today that the Society of Actuaries has released a new report authored by Kamakura researchers on credit risk modeling ...

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Kamakura Reports Improvement in Corporate Credit Quality in September
Asset management

Kamakura Reports Improvement in Corporate Credit Quality in September

9y | Kamakura Corporation

Kamakura Reports Improvement in Corporate Credit Q...

Kamakura Troubled Company Index Declines 0.99% to 6.23% in September Kamakura Corporation reported Monday that the Kamakura index of troubled public...

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Kamakura Risk Manager Version 8.1 Shipped to Clients in 34 Countries
Banking

Kamakura Risk Manager Version 8.1 Shipped to Clients in 34 Countries

9y | Kamakura Corporation

Kamakura Risk Manager Version 8.1 Shipped to Clien...

New Version Includes Basel III Liquidity Coverage Ratio and Net Stable Funding Ratio Reports Kamakura Corporation announced Wednesday that version 8....

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Kamakura Reports Stable Corporate Credit Quality in August
Asset management

Kamakura Reports Stable Corporate Credit Quality in August

9y | Kamakura Corporation

Kamakura Reports Stable Corporate Credit Quality i...

Kamakura Corporation reported Thursday that the Kamakura index of troubled public companies closed the month of August at 7.02%, while on August 1st t...

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Movements in the Kamakura Corporate Credit Index during July Reflect of Macroeconomic Uncertainty
Asset management

Movements in the Kamakura Corporate Credit Index during July Reflect of Macroeconomic Uncertainty

9y | Kamakura Corporation

Movements in the Kamakura Corporate Credit Index d...

Kamakura Troubled Company Index Increased 0.13% to 8.26% in July Kamakura Corporation reported Monday that the Kamakura index of troubled public co...

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OCC Selects Kamakura to Provide Probability of Default Data for Public Firms and Sovereigns
Banking

OCC Selects Kamakura to Provide Probability of Default Data for Public Firms and Sovereigns

9y | Kamakura Corporation

OCC Selects Kamakura to Provide Probability of Def...

OCC signs for five year subscription to Kamakura Risk Information Services Kamakura Corporation reported Tuesday that the Office of the Comptroller ...

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Kamakura Reports Improvement in Corporate Credit Quality in June
Insurance

Kamakura Reports Improvement in Corporate Credit Quality in June

9y | Kamakura Corporation

Kamakura Reports Improvement in Corporate Credit Q...

Kamakura Troubled Company Index Declines 0.86% to 8.13% in June Kamakura Corporation reported Monday that the Kamakura index of troubled public comp...

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Kamakura Reports Decline in Corporate Credit Quality in May
Asset management

Kamakura Reports Decline in Corporate Credit Quality in May

9y | Kamakura Corporation

Kamakura Reports Decline in Corporate Credit Quali...

Kamakura Troubled Company Index Increases 1.36% to 8.99% in May NEW YORK, June 1, 2012: Kamakura Corporation reported Friday that the Kamakura index ...

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Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for May, 2012
Banking

Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for May, 2012

9y | Kamakura Corporation

Kamakura Releases 10 Year Monthly Forecast of U.S....

Honolulu-based Kamakura Corporation on Monday released its forecast for U.S. Treasury yields and interest rate swap spreads monthly for the next 10 ye...

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Kamakura Reports Decline in Corporate Credit Quality in April
Asset management

Kamakura Reports Decline in Corporate Credit Quality in April

9y | Kamakura Corporation

Kamakura Reports Decline in Corporate Credit Quali...

Kamakura Troubled Company Index Increases 0.53% to 7.63% in April NEW YORK, May 1, 2012: Kamakura Corporation reported Tuesday that the Kamakura inde...

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Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for April, 2012
Banking

Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for April, 2012

9y | Kamakura Corporation

Kamakura Releases 10 Year Monthly Forecast of U.S....

Honolulu-based Kamakura Corporation on Monday released its forecast for U.S. Treasury yields and interest rate swap spreads monthly for the next 10 ye...

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Kamakura Releases Jarrow and Li Study of the Yield Impact of the Fed’s Quantitative Easing Program
Banking

Kamakura Releases Jarrow and Li Study of the Yield Impact of the Fed’s Quantitative Easing Program

9y | Kamakura Corporation

Kamakura Releases Jarrow and Li Study of the Yield...

Study Shows 3.72% Impact on One Year U.S. Treasury Yield Kamakura Corporation announced on Wednesday that it has released a new study by Kamakura Man...

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Kamakura Reports Slight Decline in Corporate Credit Quality in March
Asset management

Kamakura Reports Slight Decline in Corporate Credit Quality in March

9y | Kamakura Corporation

Kamakura Reports Slight Decline in Corporate Credi...

Kamakura Troubled Company Index Increases 0.08% to 7.10% in March Kamakura Corporation reported Monday that the Kamakura index of troubled public com...

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Kamakura Senior Research Fellow Jens Hilscher Wins Harry M. Markowitz Award from Journal of Investment Management
Asset management

Kamakura Senior Research Fellow Jens Hilscher Wins Harry M. Markowitz Award from Journal of Investment Management

9y | Kamakura Corporation

Kamakura Senior Research Fellow Jens Hilscher Wins...

Kamakura Risk Information Services Default Data Base Used in Study Kamakura Corporation announced Tuesday that Kamakura Senior Research Fellow Prof. ...

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Kamakura Risk Manager Version 8.0 Shipped to Clients in 32 Countries
Banking

Kamakura Risk Manager Version 8.0 Shipped to Clients in 32 Countries

9y | Kamakura Corporation

Kamakura Risk Manager Version 8.0 Shipped to Clien...

KRM Version 8 Enhances the Simulation of Risk, Expands Transaction Coverage and Provides Greater Accuracy in Valuation Kamakura Corporation announce...

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Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for February 2012
Banking

Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for February 2012

9y | Kamakura Corporation

Kamakura Releases 10 Year Monthly Forecast of U.S....

Honolulu-based Kamakura Corporation on Tuesday released its forecast for U.S. Treasury yields and interest rate swap spreads monthly for the next 10 y...

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Kamakura Announces Commercial Real Estate Default Probability Models and Kamakura Risk Manager Link to Trepp CMBS Libraries
Banking

Kamakura Announces Commercial Real Estate Default Probability Models and Kamakura Risk Manager Link to Trepp CMBS Libraries

10y | Kamakura Corporation

Kamakura Announces Commercial Real Estate Default ...

CMBS Engine Available in Version 8.0 of Kamakura Risk Manager Kamakura Corporation reported Monday it will launch a suite of commercial real estate d...

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Kamakura Reports Seventh Deterioration in Corporate Credit Quality in the Last Nine Months
Asset management

Kamakura Reports Seventh Deterioration in Corporate Credit Quality in the Last Nine Months

10y | Kamakura Corporation

Kamakura Reports Seventh Deterioration in Corporat...

Kamakura Troubled Company Index Increases 0.77% to 7.27% in January Kamakura Corporation reported Wednesday that the Kamakura index of troubled publ...

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Kamakura Releases Robert Jarrow Research Paper “Problems with Using Credit Default Swaps To Infer Default Probabilities”
Insurance

Kamakura Releases Robert Jarrow Research Paper “Problems with Using Credit Default Swaps To Infer Default Probabilities”

10y | Kamakura Corporation

Kamakura Releases Robert Jarrow Research Paper “Pr...

Jarrow Paper Available at Kamakura Web Site Kamakura Corporation reported Thursday that it is releasing an important new research paper by Managing Di...

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Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for January, 2012
Banking

Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for January, 2012

10y | Kamakura Corporation

Kamakura Releases 10 Year Monthly Forecast of U.S....

Honolulu-based Kamakura Corporation on Tuesday released its forecast for U.S. Treasury yields and interest rate swap spreads monthly for the next 10 y...

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Kamakura Reports Improvement in Corporate Credit Quality
Asset management

Kamakura Reports Improvement in Corporate Credit Quality

10y | Kamakura Corporation

Kamakura Reports Improvement in Corporate Credit Q...

Kamakura Troubled Company Index Declines 1.14% to 6.50% in December Kamakura Corporation reported Thursday that the Kamakura index of troubled public ...

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Kamakura Announces Free Trials of Its KRIS Default Probability Service in Response to Proposed Rules Eliminating Ratings from Market Risk Capital Requirements
Asset management

Kamakura Announces Free Trials of Its KRIS Default Probability Service in Response to Proposed Rules Eliminating Ratings from Market Risk Capital Requirements

10y | Kamakura Corporation

Kamakura Announces Free Trials of Its KRIS Default...

Federal Reserve, FDIC and OCC Seek Comment on Revised Market Risk Rules Kamakura Corporation reported Thursday that it would offer free trials of its ...

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Kamakura Reports Sixth Deterioration in Corporate Credit Quality in Seven Months
Asset management

Kamakura Reports Sixth Deterioration in Corporate Credit Quality in Seven Months

10y | Kamakura Corporation

Kamakura Reports Sixth Deterioration in Corporate ...

Kamakura Troubled Company Index Rises 0.38% to 7.64% in November NEW YORK, December 1, 2011: Kamakura Corporation reported Thursday that the Kamakura ...

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Kamakura Announces Comprehensive Capital Analysis and Review Stress Test Advisory Service CCAR 2012 Service Uses KRIS and Kamakura Risk Manager
Banking

Kamakura Announces Comprehensive Capital Analysis and Review Stress Test Advisory Service CCAR 2012 Service Uses KRIS and Kamakura Risk Manager

10y | Kamakura Corporation

Kamakura Announces Comprehensive Capital Analysis ...

Honolulu-based Kamakura Corporation announced on Tuesday that the firm will offer an extensive advisory service to assist clients in compliance with t...

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Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for November, 2011
Banking

Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for November, 2011

10y | Kamakura Corporation

Kamakura Releases 10 Year Monthly Forecast of U.S....

Honolulu-based Kamakura Corporation on Monday released its forecast for U.S. Treasury yields and interest rate swap spreads monthly for the next 10 ye...

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Kamakura Reports First Improvement in Corporate Credit Quality in Six Months
Banking

Kamakura Reports First Improvement in Corporate Credit Quality in Six Months

10y | Kamakura Corporation

Kamakura Reports First Improvement in Corporate Cr...

Kamakura Troubled Company Index Declines 2.47% to 7.26% in October Kamakura Corporation reported that the Kamakura index of troubled public companies ...

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Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for October, 2011
Banking

Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for October, 2011

10y | Kamakura Corporation

Kamakura Releases 10 Year Monthly Forecast of U.S....

Honolulu-based Kamakura Corporation on Monday released its forecast for U.S. Treasury yields and interest rate swap spreads monthly for the next 10 ye...

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Kamakura Announces Video Tutorials: U.S. Dollar Interest Rate Movements Featured in First Presentation
Banking

Kamakura Announces Video Tutorials: U.S. Dollar Interest Rate Movements Featured in First Presentation

10y | Kamakura Corporation

Kamakura Announces Video Tutorials: U.S. Dollar In...

Honolulu-based Kamakura Corporation announced today that the firm is launching a series of video tutorials on risk management topics. The first instal...

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Krung Thai Bank Selects Kamakura Risk Manager for Interest Rate Risk, Foreign Exchange Risk, Market Risk and Bank-Wide Liquidity Risk Management
Banking

Krung Thai Bank Selects Kamakura Risk Manager for Interest Rate Risk, Foreign Exchange Risk, Market Risk and Bank-Wide Liquidity Risk Management

10y | Kamakura Corporation

Krung Thai Bank Selects Kamakura Risk Manager for ...

Honolulu-based Kamakura Corporation announced today that Thailand’s Krung Thai Bank has selected Kamakura Risk Manager for enterprise risk management,...

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Kamakura Releases 50 Years of U.S. Treasury Daily Par Coupon Bond Yield Curves
Asset management

Kamakura Releases 50 Years of U.S. Treasury Daily Par Coupon Bond Yield Curves

10y | Kamakura Corporation

Kamakura Releases 50 Years of U.S. Treasury Daily ...

Honolulu-based Kamakura Corporation announced Wednesday that it has released 50 years of daily U.S. Treasury par coupon bond yield curve data to clien...

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Kamakura Reports Corporate Credit Quality has Fallen for Fifth Consecutive Month in September
Asset management

Kamakura Reports Corporate Credit Quality has Fallen for Fifth Consecutive Month in September

10y | Kamakura Corporation

Kamakura Reports Corporate Credit Quality has Fall...

Kamakura Troubled Company Index Increases 0.50% to 9.73%. Kamakura Corporation reported that the Kamakura index of troubled public companies continued...

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Ping An Bank in China Completes Implementation of Kamakura Risk Manager for Interest Rate Risk, Market Risk, Credit Risk and Liquidity Risk Management
Insurance

Ping An Bank in China Completes Implementation of Kamakura Risk Manager for Interest Rate Risk, Market Risk, Credit Risk and Liquidity Risk Management

10y | Kamakura Corporation

Ping An Bank in China Completes Implementation of ...

Honolulu-based Kamakura Corporation announced today that Ping An Bank has successfully implemented Kamakura Risk Manager for asset/liability managemen...

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Measuring Asset Price Bubbles in Real Time: The Case of Gold

Measuring Asset Price Bubbles in Real Time: The Case of Gold

10y | Kamakura Corporation

Measuring Asset Price Bubbles in Real Time: The Ca...

Kamakura Releases Another Research Paper by Jarrow, Kchia, and Protter. Honolulu-based Kamakura Corporation announced today the release of another pio...

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Kamakura Releases 50 Years of U.S. Treasury Daily Zero Coupon Bond Yield Curves
Asset management

Kamakura Releases 50 Years of U.S. Treasury Daily Zero Coupon Bond Yield Curves

10y | Kamakura Corporation

Kamakura Releases 50 Years of U.S. Treasury Daily ...

Honolulu-based Kamakura Corporation announced Tuesday that it has released 50 years of daily U.S. Treasury zero coupon bond yield curve data to client...

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Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for September, 2011
Banking

Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for September, 2011

10y | Kamakura Corporation

Kamakura Releases 10 Year Monthly Forecast of U.S....

Honolulu-based Kamakura Corporation on Monday released its forecast for U.S. Treasury yields and interest rate swap spreads monthly for the next 10 ye...

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Kamakura Corporation Announces Non-Public Firm Default Model
Insurance

Kamakura Corporation Announces Non-Public Firm Default Model

10y | Kamakura Corporation

Kamakura Corporation Announces Non-Public Firm Def...

Model is Seamlessly Integrated with KRIS and KRM. Honolulu-based Kamakura Corporation announced Wednesday that the Kamakura Risk Information Services...

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Kamakura Releases 50 Years of U.S. Treasury Daily Forward Rate Curves
Asset management

Kamakura Releases 50 Years of U.S. Treasury Daily Forward Rate Curves

10y | Kamakura Corporation

Kamakura Releases 50 Years of U.S. Treasury Daily ...

Honolulu-based Kamakura Corporation announced Tuesday that it has released 50 years of U.S. Treasury forward rate data to clients and friends of the f...

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Kamakura Reports Corporate Credit Quality has Fallen for Fourth Consecutive Month in August
Asset management

Kamakura Reports Corporate Credit Quality has Fallen for Fourth Consecutive Month in August

10y | Kamakura Corporation

Kamakura Reports Corporate Credit Quality has Fall...

Kamakura Troubled Company Index Increases 2.37% to 9.20%. Kamakura Corporation reported that the Kamakura index of troubled public companies increase...

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Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for August, 2011
Banking

Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for August, 2011

10y | Kamakura Corporation

Kamakura Releases 10 Year Monthly Forecast of U.S....

Honolulu-based Kamakura Corporation on Tuesday released its forecast for U.S. Treasury yields and interest rate swap spreads monthly for the next 10 y...

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Kamakura Troubled Company Index Deteriorates for Third Straight Month in July
Asset management

Kamakura Troubled Company Index Deteriorates for Third Straight Month in July

10y | Kamakura Corporation

Kamakura Troubled Company Index Deteriorates for T...

Kamakura Troubled Company Index Increases 0.60% to 6.83%. Kamakura Corporation reported that the Kamakura index of troubled public companies increase...

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Kamakura Announces New Research Measuring Contagion of Subprime Mortgage Defaults
Banking

Kamakura Announces New Research Measuring Contagion of Subprime Mortgage Defaults

10y | Kamakura Corporation

Kamakura Announces New Research Measuring Contagio...

Kamakura Releases New Jarrow Study of Government Policy Impacts. Honolulu-based Kamakura Corporation announced today the release of an important polic...

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Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for July, 2011
Banking

Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for July, 2011

10y | Kamakura Corporation

Kamakura Releases 10 Year Monthly Forecast of U.S....

Honolulu-based Kamakura Corporation on Tuesday released its forecast for U.S. Treasury yields and interest rate swap spreads monthly for the next 10 y...

View article
Kamakura Troubled Company Index Shows Further Deterioration in Credit Quality in June
Asset management

Kamakura Troubled Company Index Shows Further Deterioration in Credit Quality in June

10y | Kamakura Corporation

Kamakura Troubled Company Index Shows Further Dete...

Kamakura Troubled Company Index Increases 0.51% to 6.23% NEW YORK, July 7, 2011: Kamakura Corporation reported that the Kamakura index of troubled pu...

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Kamakura Risk Manager version 7.3 and KRM Risk Portal version 4.0 shipped to clients in 34 countries
Banking

Kamakura Risk Manager version 7.3 and KRM Risk Portal version 4.0 shipped to clients in 34 countries

10y | Kamakura Corporation

Kamakura Risk Manager version 7.3 and KRM Risk Por...

KRM version 7.3 removes Memory Barriers to Large Scenario Simulations Kamakura Corporation announced Wednesday that version 7.3 of its enterprise risk...

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Kamakura Announces 13 Part Research Series on Yield Curve Analytics
Banking

Kamakura Announces 13 Part Research Series on Yield Curve Analytics

10y | Kamakura Corporation

Kamakura Announces 13 Part Research Series on Yiel...

Focus is Preparation for the Risks of a Very Low Rate Environment Honolulu-based Kamakura Corporation announced Wednesday a 13 part series of researc...

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Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for June, 2011
Banking

Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for June, 2011

10y | Kamakura Corporation

Kamakura Releases 10 Year Monthly Forecast of U.S....

Honolulu-based Kamakura Corporation on Monday released its forecast for U.S. Treasury yields and interest rate swap spreads monthly for the next 10 ye...

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Kamakura Releases Ten Basel III Case Studies in Liquidity Risk
Asset management

Kamakura Releases Ten Basel III Case Studies in Liquidity Risk

10y | Kamakura Corporation

Kamakura Releases Ten Basel III Case Studies in Li...

Case Studies Based on KRIS Credit Crisis Liquidity Risk Data Base Honolulu-based Kamakura Corporation announced Thursday that it has released 10 case...

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Kamakura Announces New Research Quantifying Accuracy Advantage of Default Probabilities Over Legacy Credit Ratings
Asset management

Kamakura Announces New Research Quantifying Accuracy Advantage of Default Probabilities Over Legacy Credit Ratings

10y | Kamakura Corporation

Kamakura Announces New Research Quantifying Accura...

Kamakura Releases New Version of Research Paper by Hilscher and Wilson Honolulu-based Kamakura Corporation announced today the release of an importan...

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Kamakura Troubled Company Index Reverses Course and Shows Deterioration in Credit Quality in May
Asset management

Kamakura Troubled Company Index Reverses Course and Shows Deterioration in Credit Quality in May

10y | Kamakura Corporation

Kamakura Troubled Company Index Reverses Course an...

Kamakura Troubled Company Index Increases 0.77% to 5.69% Kamakura Corporation reported that the Kamakura index of troubled public companies increased...

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Measuring Stock Price Bubbles in Real Time: The Case of LinkedIn - Kamakura Releases New Research Paper by Jarrow, Kchia, and Protter
Treasury

Measuring Stock Price Bubbles in Real Time: The Case of LinkedIn - Kamakura Releases New Research Paper by Jarrow, Kchia, and Protter

10y | Kamakura Corporation

Measuring Stock Price Bubbles in Real Time: The Ca...

Honolulu-based Kamakura Corporation announced today the release of a pioneering research paper that uses a new methodology for measuring stock price b...

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Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for May, 2011
Banking

Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for May, 2011

10y | Kamakura Corporation

Kamakura Releases 10 Year Monthly Forecast of U.S....

Honolulu-based Kamakura Corporation on Monday released its forecast for U.S. Treasury yields and interest rate swap spreads monthly for the next 10 ye...

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Kamakura Announces New KRIS Credit Crisis Liquidity Risk Data Base
Asset management

Kamakura Announces New KRIS Credit Crisis Liquidity Risk Data Base

10y | Kamakura Corporation

Kamakura Announces New KRIS Credit Crisis Liquidit...

Contains Data on 15,801 Fed Borrowings by 1,305 Institutions. Kamakura Corporation announced Thursday that it has begun offering the Kamakura Risk In...

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Kamakura Troubled Company Index Shows Continued Improvement in Credit Quality in April
Asset management

Kamakura Troubled Company Index Shows Continued Improvement in Credit Quality in April

10y | Kamakura Corporation

Kamakura Troubled Company Index Shows Continued Im...

Kamakura Troubled Company Index Declined 0.66% to 4.92%. Kamakura Corporation reported Tuesday that the Kamakura index of troubled public companies f...

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Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for April 2011
Banking

Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for April 2011

10y | Kamakura Corporation

Kamakura Releases 10 Year Monthly Forecast of U.S....

Honolulu-based Kamakura Corporation on Tuesday released its forecast for U.S. Treasury yields and interest rate swap spreads monthly for the next 10 y...

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Marc Joffe Named Senior Advisor to Kamakura Corporation
Insurance

Marc Joffe Named Senior Advisor to Kamakura Corporation

10y | Kamakura Corporation

Marc Joffe Named Senior Advisor to Kamakura Corpor...

Kamakura Corporation announced today that Marc Joffe has been named Senior Advisor to Kamakura Corporation. Mr. Joffe will be based in San Francisco a...

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Kamakura Names Risk Expert Mark Slattery Senior Vice President Client Services
Banking

Kamakura Names Risk Expert Mark Slattery Senior Vice President Client Services

10y | Kamakura Corporation

Kamakura Names Risk Expert Mark Slattery Senior Vi...

Kamakura Corporation announced today that Mark E. Slattery, a financial and risk expert with 25 years of experience, has joined Kamakura as Senior Vic...

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Kamakura Troubled Company Index Shows Slight Improvement in Credit Quality in March
Asset management

Kamakura Troubled Company Index Shows Slight Improvement in Credit Quality in March

10y | Kamakura Corporation

Kamakura Troubled Company Index Shows Slight Impro...

Kamakura Troubled Company Index Declined 0.54% to 5.47%. Kamakura Corporation reported Tuesday that the Kamakura index of troubled public companies f...

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Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for March, 2011
Banking

Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for March, 2011

10y | Kamakura Corporation

Kamakura Releases 10 Year Monthly Forecast of U.S....

Honolulu-based Kamakura Corporation on Tuesday released its forecast for U.S. Treasury yields and interest rate swap spreads monthly for the next 10 y...

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Kamakura Troubled Company Index Shows Slight Decline in Credit Quality in February
Asset management

Kamakura Troubled Company Index Shows Slight Decline in Credit Quality in February

10y | Kamakura Corporation

Kamakura Troubled Company Index Shows Slight Decli...

Kamakura Corporation reported Wednesday that the Kamakura index of troubled public companies rose slightly in February just six weeks after setting an...

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Kamakura Risk Portal Release 3.5 Available to Clients in 34 Countries
Banking

Kamakura Risk Portal Release 3.5 Available to Clients in 34 Countries

11y | Kamakura Corporation

Kamakura Risk Portal Release 3.5 Available to Clie...

Support for KRM v7.2 with enhanced reporting capabilities Kamakura Corporation announced today that version 3.5 of its Kamakura Risk Manager Risk Por...

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Kamakura Names Insurance Expert Richard E. Owens Managing Director and Chief Actuary
Insurance

Kamakura Names Insurance Expert Richard E. Owens Managing Director and Chief Actuary

11y | Kamakura Corporation

Kamakura Names Insurance Expert Richard E. Owens M...

Kamakura Corporation announced today that Richard E. Owens, a 25 year MetLife veteran, has been named Managing Director and Chief Actuary at Honolulu-...

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Veteran Wachovia Banker Martin Zorn Named Chief Administrative Officer of Kamakura Corporation
Asset management

Veteran Wachovia Banker Martin Zorn Named Chief Administrative Officer of Kamakura Corporation

11y | Kamakura Corporation

Veteran Wachovia Banker Martin Zorn Named Chief Ad...

Kamakura Corporation announced today that Martin Zorn, a 21 year Wachovia Corporation veteran, has been named chief administrative officer at Honolulu...

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Risk Expert Dr. David M. Rowe Named Senior Adviser to Kamakura Corporation
Banking

Risk Expert Dr. David M. Rowe Named Senior Adviser to Kamakura Corporation

11y | Kamakura Corporation

Risk Expert Dr. David M. Rowe Named Senior Adviser...

Kamakura Corporation announced Tuesday that renowned risk management expert Dr. David M. Rowe has been named Senior Adviser to Kamakura Corporation in...

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Upgraded Version of Kamakura Troubled Company Index Shows Strong Improvement in Credit Quality in November
Asset management

Upgraded Version of Kamakura Troubled Company Index Shows Strong Improvement in Credit Quality in November

11y | Kamakura Corporation

Upgraded Version of Kamakura Troubled Company Inde...

Kamakura Troubled Company Index Down 0.56% to 5.10% Kamakura Corporation reported Thursday that the Kamakura index of troubled public companies showed...

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Kamakura Adds Default Probabilities for 2,100 Firms in China to Thomson Reuters Eikon Service
Insurance

Kamakura Adds Default Probabilities for 2,100 Firms in China to Thomson Reuters Eikon Service

11y | Kamakura Corporation

Kamakura Adds Default Probabilities for 2,100 Firm...

Kamakura Corporation and Thomson Reuters today announced that they have launched key credit analytics for Chinese companies. The move is in response t...

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Kamakura Corporation Takes Two Credit Innovation Awards 2010 for Kamakura Risk Manager and KRIS Default Probabilities
Banking

Kamakura Corporation Takes Two Credit Innovation Awards 2010 for Kamakura Risk Manager and KRIS Default Probabilities

11y | Kamakura Corporation

Kamakura Corporation Takes Two Credit Innovation A...

Thomson Reuters and Fiserv Share Awards Kamakura Corporation reported Monday that Credit Magazine named the firm a winner of two Credit Innovation 201...

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Kamakura Troubled Company Index Shows Very Significant Credit Quality Deterioration in October

Kamakura Troubled Company Index Shows Very Significant Credit Quality Deterioration in October

11y | Kamakura Corporation

Kamakura Troubled Company Index Shows Very Signifi...

Kamakura Troubled Company Index Up 1.17% to 11.10% Kamakura Corporation announced Tuesday that the Kamakura index of troubled public companies deterio...

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Chile’s CorpBanca New York Branch Selects Kamakura Risk Manager for Market Risk Management
Insurance

Chile’s CorpBanca New York Branch Selects Kamakura Risk Manager for Market Risk Management

11y | Kamakura Corporation

Chile’s CorpBanca New York Branch Selects Kamakura...

Kamakura to Supply Outsourced Processing and Multi-lingual KRM-rp Reporting Kamakura Corporation announced today that CorpBanca New York, a branch of ...

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Kamakura Risk Manager Version 7.2 Shipped to Clients in 33 Countries
Banking

Kamakura Risk Manager Version 7.2 Shipped to Clients in 33 Countries

11y | Kamakura Corporation

Kamakura Risk Manager Version 7.2 Shipped to Clien...

KRM Version 7.2 Can Calculate up to 999,999,999 Monte Carlo Scenarios Kamakura Corporation announced Tuesday that version 7.2 of its enterprise risk m...

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Kamakura Announces 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for October, 2010
Banking

Kamakura Announces 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for October, 2010

11y | Kamakura Corporation

Kamakura Announces 10 Year Monthly Forecast of U.S...

Kamakura Corporation on Tuesday released its forecast for U.S. Treasury yields and interest rate swap spreads monthly for the next 10 years. The forec...

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Kamakura Corporation Announces World’s Second Largest Bank China Construction Bank Has Gone Live with KRM for Asset and Liability Management
Banking

Kamakura Corporation Announces World’s Second Largest Bank China Construction Bank Has Gone Live with KRM for Asset and Liability Management

11y | Kamakura Corporation

Kamakura Corporation Announces World’s Second Larg...

Kamakura Corporation announced Thursday that the world’s second largest bank, China Construction Bank, has gone live with its enterprise wide risk man...

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Kamakura Troubled Company Index Shows Second Consecutive Deterioration in September
Asset management

Kamakura Troubled Company Index Shows Second Consecutive Deterioration in September

11y | Kamakura Corporation

Kamakura Troubled Company Index Shows Second Conse...

Kamakura Troubled Company Index Up 0.08% to 9.93% Kamakura Corporation announced Tuesday that the Kamakura index of troubled public companies deterior...

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Kamakura Corporation Releases Version 5.0 Public Firm Default Probabilities To Clients Worldwide
Asset management

Kamakura Corporation Releases Version 5.0 Public Firm Default Probabilities To Clients Worldwide

11y | Kamakura Corporation

Kamakura Corporation Releases Version 5.0 Public F...

Kamakura Corporation announced Thursday that version 5.0 of Kamakura’s industry-leading public firm default probability models has been released to cl...

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Kamakura Corporation announces New Offices in Beijing and Shanghai
Banking

Kamakura Corporation announces New Offices in Beijing and Shanghai

11y | Kamakura Corporation

Kamakura Corporation announces New Offices in Beij...

New Offices Support Rapidly Growing Client Base in Greater China Kamakura Corporation announced Wednesday that it has opened new offices in Beijing an...

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Kamakura Troubled Company Index Shows Continued Improvement in Credit Quality in July

Kamakura Troubled Company Index Shows Continued Improvement in Credit Quality in July

11y | Kamakura Corporation

Kamakura Troubled Company Index Shows Continued Im...

Kamakura Troubled Company Index Drops 0.58% to 9.63% Kamakura Corporation announced Tuesday that the Kamakura index of troubled public companies impro...

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Kamakura Corporation and Sumisho Computer Systems Team Up for Japan Risk Management
Asset management

Kamakura Corporation and Sumisho Computer Systems Team Up for Japan Risk Management

11y | Kamakura Corporation

Kamakura Corporation and Sumisho Computer Systems ...

SCS to distribute Kamakura Risk Manager in Japan Kamakura Corporation and Sumisho Computer Systems today announced an alliance to distribute the Kamak...

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Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for July, 2010
Banking

Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for July, 2010

11y | Kamakura Corporation

Kamakura Releases 10 Year Monthly Forecast of U.S....

New Research on Credit Default Swaps by Prof. Robert Jarrow Also Announced Kamakura Corporation on Monday announced its forecast for U.S. Treasury yie...

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Kamakura Troubled Company Index Shows Modest Improvement in Credit Quality in June
Asset management

Kamakura Troubled Company Index Shows Modest Improvement in Credit Quality in June

11y | Kamakura Corporation

Kamakura Troubled Company Index Shows Modest Impro...

Kamakura Troubled Company Index Drops 0.09% to 10.21% Kamakura Corporation announced Friday that the Kamakura index of troubled public companies resum...

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Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for June, 2010
Banking

Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for June, 2010

11y | Kamakura Corporation

Kamakura Releases 10 Year Monthly Forecast of U.S....

Kamakura Corporation on Monday announced its forecast for U.S. Treasury yields and interest rate swap spreads monthly for the next 10 years. Today’s f...

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Kamakura Reports Decline in Corporate Credit Quality in May

Kamakura Reports Decline in Corporate Credit Quality in May

11y | Kamakura Corporation

Kamakura Reports Decline in Corporate Credit Quali...

Kamakura Troubled Company Index Jumps 0.84% to 10.30% Kamakura Corporation announced Wednesday that the Kamakura index of troubled public companies de...

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Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for May, 2010
Banking

Kamakura Releases 10 Year Monthly Forecast of U.S. Treasury Yields and Swap Spreads for May, 2010

11y | Kamakura Corporation

Kamakura Releases 10 Year Monthly Forecast of U.S....

Kamakura Forecasts Based on Forward Rates Implied by Current Yields Kamakura Corporation announced its forecast Monday for U.S. Treasury yields and in...

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Kamakura Releases Major Upgrade of Kamakura Risk Manager to Clients World-wide
Banking

Kamakura Releases Major Upgrade of Kamakura Risk Manager to Clients World-wide

11y | Kamakura Corporation

Kamakura Releases Major Upgrade of Kamakura Risk M...

Research Director Prof. Robert Jarrow Testifies Before Congress Kamakura Corporation announced Thursday that a major upgrade of Kamakura Risk Manager ...

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Kamakura Reports 12th Improvement in Corporate Credit Quality in Last 13 Months
Asset management

Kamakura Reports 12th Improvement in Corporate Credit Quality in Last 13 Months

11y | Kamakura Corporation

Kamakura Reports 12th Improvement in Corporate Cre...

Kamakura Troubled Company Index Drops Again to 9.46% Kamakura Corporation announced Tuesday that the Kamakura index of troubled public companies impro...

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Kamakura Reports 11th Improvement in Corporate Credit Quality in Last 12 Months
Asset management

Kamakura Reports 11th Improvement in Corporate Credit Quality in Last 12 Months

11y | Kamakura Corporation

Kamakura Reports 11th Improvement in Corporate Cre...

Kamakura Corporation announced Monday that the Kamakura index of troubled public companies improved in March for the eleventh time in the last 12 mont...

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Kamakura Reports 10th Improvement in Corporate Credit Quality in Last 11 Months
Asset management

Kamakura Reports 10th Improvement in Corporate Credit Quality in Last 11 Months

11y | Kamakura Corporation

Kamakura Reports 10th Improvement in Corporate Cre...

Kamakura adds 1,889 Public Firms in China to KRIS Universe Kamakura Corporation announced Tuesday that the Kamakura index of troubled public companies...

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Kamakura Reports 9th Improvement in Corporate Credit Quality in Last 10 Months
Asset management

Kamakura Reports 9th Improvement in Corporate Credit Quality in Last 10 Months

12y | Kamakura Corporation

Kamakura Reports 9th Improvement in Corporate Cred...

Kamakura Corporation announced Tuesday that the Kamakura index of troubled public companies improved in January for the ninth time in the last ten mon...

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New Version of Kamakura Risk Manager Incorporates Saudi Umm al-Qura Calendar

New Version of Kamakura Risk Manager Incorporates Saudi Umm al-Qura Calendar

12y | Kamakura Corporation

New Version of Kamakura Risk Manager Incorporates ...

NASA Projections Used to Embed Calendar 100% Accurate from 1937 to 2200 Honolulu-based Kamakura Corporation reported today that it has incorporated wh...

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Kamakura Reports 8th Improvement in Corporate Credit Quality in Last 9 Months
Asset management

Kamakura Reports 8th Improvement in Corporate Credit Quality in Last 9 Months

12y | Kamakura Corporation

Kamakura Reports 8th Improvement in Corporate Cred...

Kamakura Troubled Company Index Declines to 11.07% Kamakura Corporation reported Monday that the Kamakura index of troubled public companies improved ...

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Kamakura Ranked First in Both Asset and Liability Management and Liquidity Risk Management in Risk Technology Rankings 2009
Asset management

Kamakura Ranked First in Both Asset and Liability Management and Liquidity Risk Management in Risk Technology Rankings 2009

12y | Kamakura Corporation

Kamakura Ranked First in Both Asset and Liability ...

Kamakura Also Ranked with Distributor Fiserv for Basel II, Market Risk and Risk DashBoard Kamakura Corporation announced Tuesday that the Company, lis...

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New Version 7.1 of Kamakura Risk Manager Released to Clients in 32 Countries
Banking

New Version 7.1 of Kamakura Risk Manager Released to Clients in 32 Countries

12y | Kamakura Corporation

New Version 7.1 of Kamakura Risk Manager Released ...

Kamakura Announces Dramatic Enhancements to Integrated Risk System Kamakura Corporation announced Wednesday that Kamakura Risk Manager Version 7.1 has...

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Kamakura Reports 7th Consecutive Improvement in Troubled Company Index in October
Asset management

Kamakura Reports 7th Consecutive Improvement in Troubled Company Index in October

12y | Kamakura Corporation

Kamakura Reports 7th Consecutive Improvement in Tr...

Kamakura Corporation announced Monday that the Kamakura index of troubled public companies made its seventh consecutive improvement in October. The in...

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Kamakura Announces Paper by Robert A. Jarrow on Valuation of Warrants Issued Under Troubled Asset Relief Program
Asset management

Kamakura Announces Paper by Robert A. Jarrow on Valuation of Warrants Issued Under Troubled Asset Relief Program

12y | Kamakura Corporation

Kamakura Announces Paper by Robert A. Jarrow on Va...

Kamakura Corporation announced today that a new paper by Managing Director for Research Robert A. Jarrow on Troubled Asset Relief Program (“TARP”) war...

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Rand Merchant Bank and Kamakura Corporation Announce a Collaboration on Default Probability Modeling
Banking

Rand Merchant Bank and Kamakura Corporation Announce a Collaboration on Default Probability Modeling

12y | Kamakura Corporation

Rand Merchant Bank and Kamakura Corporation Announ...

Rand Merchant Bank (“RMB,” a division of FirstRand Bank Limited) and Kamakura Corporation announced Monday that the firms have agreed to a joint resea...

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Kamakura Reports the Recession is Over
Asset management

Kamakura Reports the Recession is Over

12y | Kamakura Corporation

Kamakura Reports the Recession is Over

Kamakura Corporation announced Thursday that the Kamakura index of troubled public companies made its sixth consecutive improvement in September, with...

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Thomson Reuters integrates Kamakura’s default probabilities into CDS pricing and analytics suite
Banking

Thomson Reuters integrates Kamakura’s default probabilities into CDS pricing and analytics suite

12y | Kamakura Corporation

Thomson Reuters integrates Kamakura’s default prob...

Thomson Reuters today announced that it has integrated Kamakura’s default probability service into its flagship financial desktop, Reuters 3000Xtra. ...

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Kamakura Reports Fifth Consecutive Improvement in Global Credit Quality in August
Asset management

Kamakura Reports Fifth Consecutive Improvement in Global Credit Quality in August

12y | Kamakura Corporation

Kamakura Reports Fifth Consecutive Improvement in ...

Kamakura Corporation announced Tuesday that the Kamakura index of troubled public companies made its fifth consecutive dramatic improvement in August ...

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Kamakura Reports Fourth Consecutive Improvement in Global Credit Quality in July
Asset management

Kamakura Reports Fourth Consecutive Improvement in Global Credit Quality in July

12y | Kamakura Corporation

Kamakura Reports Fourth Consecutive Improvement in...

Kamakura Corporation announced Monday that the Kamakura index of troubled public companies made its fourth consecutive dramatic improvement in July af...

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Kamakura Reports Third Consecutive Improvement in Global Credit Quality in June Troubled Companies Decline to 16.4% of Global Firms
Asset management

Kamakura Reports Third Consecutive Improvement in Global Credit Quality in June Troubled Companies Decline to 16.4% of Global Firms

12y | Kamakura Corporation

Kamakura Reports Third Consecutive Improvement in ...

Kamakura Corporation reported Wednesday that the Kamakura index of troubled public companies made a third consecutive dramatic improvement in June aft...

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Kamakura Reports Near-Record Improvement in Global Credit Quality in May
Payments

Kamakura Reports Near-Record Improvement in Global Credit Quality in May

12y | Kamakura Corporation

Kamakura Reports Near-Record Improvement in Global...

Troubled Companies Decline to 18.8% of All Firms Kamakura Corporation announced Monday that the Kamakura index of troubled public companies made a sec...

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Kamakura Reports Substantial Improvement in Global Credit Quality in April
Insurance

Kamakura Reports Substantial Improvement in Global Credit Quality in April

12y | Kamakura Corporation

Kamakura Reports Substantial Improvement in Global...

Kamakura Corporation reported Monday that the Kamakura index of troubled public companies showed dramatic improvement in April after reaching its wors...

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Kamakura Reports Global Corporate Credit Quality in March Hits Worst Level in Current Recession
Asset management

Kamakura Reports Global Corporate Credit Quality in March Hits Worst Level in Current Recession

12y | Kamakura Corporation

Kamakura Reports Global Corporate Credit Quality i...

Kamakura Corporation reported Tuesday that the Kamakura index of troubled public companies deteriorated sharply in March after holding steady in Janua...

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Asian Expansion Top Priority for Banks’ Growth Plans, Reveals SunGard-Sponsored Economist Intelligence Unit Study
Banking

Asian Expansion Top Priority for Banks’ Growth Plans, Reveals SunGard-Sponsored Economist Intelligence Unit Study

12y | Kamakura Corporation

Asian Expansion Top Priority for Banks’ Growth Pla...

New SunGard-sponsored research—Beyond the home market: The future of cross-border banking—from the Economist Intelligence Unit (EIU) reveals that, des...

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Home Price Risk Dominates Other Factors Driving Public Firm Default Risk
Banking

Home Price Risk Dominates Other Factors Driving Public Firm Default Risk

12y | Kamakura Corporation

Home Price Risk Dominates Other Factors Driving Pu...

Kamakura Corporation announced Monday that it has completed a major upgrade of Kamakura Risk Information Services that links 40 key macro economic ris...

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Kamakura Reports Global Corporate Credit Quality Remains Stable in February
Insurance

Kamakura Reports Global Corporate Credit Quality Remains Stable in February

12y | Kamakura Corporation

Kamakura Reports Global Corporate Credit Quality R...

Kamakura Corporation announced Monday that the Kamakura index of troubled public companies for February changed only slightly from January. The Kamaku...

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Kamakura Announces Outsourced Processing for Government Mandated Bank Capital Stress Tests
Banking

Kamakura Announces Outsourced Processing for Government Mandated Bank Capital Stress Tests

12y | Kamakura Corporation

Kamakura Announces Outsourced Processing for Gover...

Kamakura Corporation announced that it has expanded its Kamakura On-line Processing Service (“KOPS”) to include government mandated capital stress tes...

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Kamakura Troubled Company Index Shows First Improvement in Credit Quality Since May 2008
Asset management

Kamakura Troubled Company Index Shows First Improvement in Credit Quality Since May 2008

13y | Kamakura Corporation

Kamakura Troubled Company Index Shows First Improv...

Kamakura Corporation announced Tuesday that the Kamakura index of troubled public companies for January showed improved credit quality for only the se...

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Kamakura Managing Director Robert A. Jarrow Named for RISK Magazine 2009 Lifetime Achievement Award
Asset management

Kamakura Managing Director Robert A. Jarrow Named for RISK Magazine 2009 Lifetime Achievement Award

13y | Kamakura Corporation

Kamakura Managing Director Robert A. Jarrow Named ...

Kamakura Corporation announced today that Robert A. Jarrow, Kamakura Managing Director of Research since 1995, has been awarded the RISK Magazine 2009...

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Kamakura Reports December Global Credit Quality Falls for the 16th Time in 17 Months
Asset management

Kamakura Reports December Global Credit Quality Falls for the 16th Time in 17 Months

13y | Kamakura Corporation

Kamakura Reports December Global Credit Quality Fa...

Kamakura Corporation announced Tuesday that the Kamakura index of troubled public companies showed strongly deteriorating global credit quality in Dec...

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Kamakura Reports Another Fall in Global Corporate Credit Quality in November
Asset management

Kamakura Reports Another Fall in Global Corporate Credit Quality in November

13y | Kamakura Corporation

Kamakura Reports Another Fall in Global Corporate ...

Kamakura Corporation announced Monday that the Kamakura index of troubled public companies deteriorated again in November, the 15th decline in credit ...

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Kamakura Reports Sharpest One Month Decline in Corporate Credit Quality Since 1990
Asset management

Kamakura Reports Sharpest One Month Decline in Corporate Credit Quality Since 1990

13y | Kamakura Corporation

Kamakura Reports Sharpest One Month Decline in Cor...

Kamakura Corporation announced Monday that the Kamakura index of troubled public companies deteriorated in October at the sharpest rate since the inde...

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Kamakura Expands Transaction-Level Views of Liquidity Risk, Credit Risk, and Market Risk
Banking

Kamakura Expands Transaction-Level Views of Liquidity Risk, Credit Risk, and Market Risk

13y | Kamakura Corporation

Kamakura Expands Transaction-Level Views of Liquid...

Kamakura Corporation announced Thursday that it has dramatically expanded the ability of the Kamakura Risk Manager enterprise risk system to calculate...

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Kamakura Reports Global Corporate Credit Quality Reaches Worst Levels Since May 2003
Asset management

Kamakura Reports Global Corporate Credit Quality Reaches Worst Levels Since May 2003

13y | Kamakura Corporation

Kamakura Reports Global Corporate Credit Quality R...

Kamakura Corporation announced Wednesday that the Kamakura index of troubled public companies reached 16.4% of the global public company universe in S...

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Kamakura Risk Information Services Sovereign Default Probabilities Now Updated Daily
Asset management

Kamakura Risk Information Services Sovereign Default Probabilities Now Updated Daily

13y | Kamakura Corporation

Kamakura Risk Information Services Sovereign Defau...

Kamakura Corporation announced Wednesday that sovereign default probabilities are now available on the Kamakura Risk Information Services web site. Th...

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Kamakura Reports Another Sharp Decline in Global Corporate Credit Quality in August
Asset management

Kamakura Reports Another Sharp Decline in Global Corporate Credit Quality in August

13y | Kamakura Corporation

Kamakura Reports Another Sharp Decline in Global C...

Kamakura Corporation reported Tuesday that its monthly index of troubled public companies indicated still another steep decline in global corporate cr...

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Kamakura Risk Manager Version 7.0 Captures Exposure to Home Price Risk
Banking

Kamakura Risk Manager Version 7.0 Captures Exposure to Home Price Risk

13y | Kamakura Corporation

Kamakura Risk Manager Version 7.0 Captures Exposur...

Honolulu-based Kamakura Corporation announced today that version 7.0 of its enterprise-wide risk management system Kamakura Risk Manager (KRM) has bee...

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Zylog Systems to Distribute Kamakura Risk Manager in South Asia
Banking

Zylog Systems to Distribute Kamakura Risk Manager in South Asia

13y | Kamakura Corporation

Zylog Systems to Distribute Kamakura Risk Manager...

Honolulu-based Kamakura Corporation announced today that Zylog Systems has been named a distributor for the Kamakura Risk Manager enterprise-wide risk...

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Kamakura Reports Global Credit Quality Dropped Again in July
Asset management

Kamakura Reports Global Credit Quality Dropped Again in July

13y | Kamakura Corporation

Kamakura Reports Global Credit Quality Dropped Ag...

Kamakura Corporation announced Monday that its monthly index of troubled public companies showed another sharp decline in global corporate credit qual...

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Kamakura Credit Index Shows Further Decline in Global Credit Quality in June
Asset management

Kamakura Credit Index Shows Further Decline in Global Credit Quality in June

13y | Kamakura Corporation

Kamakura Credit Index Shows Further Decline in Glo...

Kamakura Corporation reported Tuesday that its monthly index of troubled public companies showed deteriorating global credit conditions in June. The i...

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ORIX Subscribes to Kamakura Risk Information Services Default Probabilities
Asset management

ORIX Subscribes to Kamakura Risk Information Services Default Probabilities

13y | Kamakura Corporation

ORIX Subscribes to Kamakura Risk Information Servi...

Kamakura Corporation reported Monday that ORIX Corporation (TSE:8591; NYSE:lX), a leading integrated financial service group, has subscribed to the Ka...

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Kamakura Reports Significant Improvement in Global Corporate Credit Quality in May
Asset management

Kamakura Reports Significant Improvement in Global Corporate Credit Quality in May

13y | Kamakura Corporation

Kamakura Reports Significant Improvement in Global...

Kamakura Corporation announced Monday that its monthly index of troubled public companies showed strong improvement in May after deteriorating in 9 of...

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Kamakura Announces World’s First Sovereign Default Probability Service
Insurance

Kamakura Announces World’s First Sovereign Default Probability Service

13y | Kamakura Corporation

Kamakura Announces World’s First Sovereign Default...

Kamakura Corporation announced Monday that it is launching the world’s first default probability service for sovereigns. The sovereign default probabi...

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Kamakura Reports Continued Decline in Global Corporate Credit Quality in April
Asset management

Kamakura Reports Continued Decline in Global Corporate Credit Quality in April

13y | Kamakura Corporation

Kamakura Reports Continued Decline in Global Corpo...

Kamakura Corporation announced Thursday that its monthly index of troubled public companies increased again in April to 13.7%. up from 13.6% in March....

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Kamakura Credit Index Shows Recession is Underway
Asset management

Kamakura Credit Index Shows Recession is Underway

13y | Kamakura Corporation

Kamakura Credit Index Shows Recession is Underway

Kamakura Corporation announced today that its monthly index of troubled public companies increased sharply in March, firmly signaling that the global ...

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Russia’s Alfa-Bank Licenses Kamakura Risk Manager for Asset and Liability Management
Banking

Russia’s Alfa-Bank Licenses Kamakura Risk Manager for Asset and Liability Management

13y | Kamakura Corporation

Russia’s Alfa-Bank Licenses Kamakura Risk Manager ...

Kamakura Corporation reported today that Alfa-Bank, headquartered in Moscow, has licensed the Kamakura Risk Manager software system for asset and liab...

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Global Credit Quality Declines Again in February
Asset management

Global Credit Quality Declines Again in February

13y | Kamakura Corporation

Global Credit Quality Declines Again in February

Kamakura Corporation announced today that its monthly index of troubled public companies increased again in February, rising 0.2% to 12.3% of the glob...

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Canadian Public Accountability Board Signs for Kamakura’s KRIS Default Probability Service
Asset management

Canadian Public Accountability Board Signs for Kamakura’s KRIS Default Probability Service

14y | Kamakura Corporation

Canadian Public Accountability Board Signs for Kam...

Kamakura Corporation reported today that the Canadian Public Accountability Board has subscribed to the Kamakura Risk Information Services (KRIS) defa...

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Professor Jens Hilscher Named Senior Research Fellow at Kamakura Corporation
Asset management

Professor Jens Hilscher Named Senior Research Fellow at Kamakura Corporation

14y | Kamakura Corporation

Professor Jens Hilscher Named Senior Research Fell...

Kamakura Corporation reported today that Professor Jens Hilscher has been appointed Senior Research Fellow at Kamakura Corporation. Professor Hilscher...

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Kamakura Reports Another Sharp Decline in Global Credit Quality in January
Asset management

Kamakura Reports Another Sharp Decline in Global Credit Quality in January

14y | Kamakura Corporation

Kamakura Reports Another Sharp Decline in Global C...

Kamakura Corporation announced today that its monthly index of troubled public companies increased sharply in January, rising 1.9% to 12.1% of the glo...

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Export Development Canada Licenses Kamakura Risk Manager for Credit Portfolio Management
Asset management

Export Development Canada Licenses Kamakura Risk Manager for Credit Portfolio Management

14y | Kamakura Corporation

Export Development Canada Licenses Kamakura Risk M...

Kamakura Corporation reported today that Export Development Canada, headquartered in Ottawa, has licensed the Kamakura Risk Manager risk management so...

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New Kamakura Study Proves Common CDO Assumptions Can Lead to Serious Valuation Errors
Banking

New Kamakura Study Proves Common CDO Assumptions Can Lead to Serious Valuation Errors

14y | Kamakura Corporation

New Kamakura Study Proves Common CDO Assumptions C...

Kamakura Corporation released an important research paper on collateralized debt valuation that proves a common market assumption about correlations c...

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Kamakura Troubled Company Index Remains Near Highest Level Since May, 2005
Asset management

Kamakura Troubled Company Index Remains Near Highest Level Since May, 2005

14y | Kamakura Corporation

Kamakura Troubled Company Index Remains Near Highe...

Kamakura Corporation reported today that its monthly index of troubled public companies in December remained near the recent high of 10.4% set in Nove...

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Kamakura Releases Study: How Conventional CDO Analytics Missed the Mark
Banking

Kamakura Releases Study: How Conventional CDO Analytics Missed the Mark

14y | Kamakura Corporation

Kamakura Releases Study: How Conventional CDO Anal...

Kamakura Corporation released a study today demonstrating that conventional analysis of CDO tranches values was consistently more optimistic in valuat...

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Bank Pekao S.A. Goes Live with Kamakura Risk Manager for Basel II, Liquidity Risk and Interest Rate Risk Management
Asset management

Bank Pekao S.A. Goes Live with Kamakura Risk Manager for Basel II, Liquidity Risk and Interest Rate Risk Management

14y | Kamakura Corporation

Bank Pekao S.A. Goes Live with Kamakura Risk Manag...

Kamakura Corporation announced today that Bank Pekao S.A., based in Warsaw, has completed its installation of the Kamakura Risk Manager enterprise-wid...

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Kamakura Troubled Company Index Makes Largest Jump Since September 2001
Asset management

Kamakura Troubled Company Index Makes Largest Jump Since September 2001

14y | Kamakura Corporation

Kamakura Troubled Company Index Makes Largest Jump...

Kamakura Corporation announced today that its monthly index of troubled public companies showed the greatest one month increase since September 2001. ...

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Hong Kong’s Dah Sing Bank Licenses Kamakura Risk Manager for Asset and Liability Management and Credit Risk Management
Banking

Hong Kong’s Dah Sing Bank Licenses Kamakura Risk Manager for Asset and Liability Management and Credit Risk Management

14y | Kamakura Corporation

Hong Kong’s Dah Sing Bank Licenses Kamakura Risk M...

Kamakura Corporation announced today Hong Kong’s Dah Sing Bank has licensed Kamakura’s enterprise-wide risk management software system Kamakura Risk M...

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Kamakura Reports Global Credit Quality Holds Steady in October
Asset management

Kamakura Reports Global Credit Quality Holds Steady in October

14y | Kamakura Corporation

Kamakura Reports Global Credit Quality Holds Stead...

Kamakura Corporation reported today that its monthly index of global credit quality held steady in October, with troubled companies totaling 8.0% of t...

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Kamakura Upgrades the KRIS Collateralized Debt Obligation Valuation Service and Releases a Comparison of CDO Valuation Techniques
Insurance

Kamakura Upgrades the KRIS Collateralized Debt Obligation Valuation Service and Releases a Comparison of CDO Valuation Techniques

14y | Kamakura Corporation

Kamakura Upgrades the KRIS Collateralized Debt Obl...

Kamakura Corporation reported today that it has released version 2.0 of its Kamakura Risk Information Services KRIS-CDO web-based collateralized debt ...

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Kamakura Reports Significant Decline in Global Credit Quality in August
Asset management

Kamakura Reports Significant Decline in Global Credit Quality in August

14y | Kamakura Corporation

Kamakura Reports Significant Decline in Global Cre...

Kamakura Troubled Company Index Rises to 7.7%Kamakura Corporation reported today that 7.7% of global public companies are classified as troubled, a si...

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Kamakura Reports 18% Rise in Global Troubled Companies in First Half of August
Asset management

Kamakura Reports 18% Rise in Global Troubled Companies in First Half of August

14y | Kamakura Corporation

Kamakura Reports 18% Rise in Global Troubled Compa...

Kamakura Corporation has released its first-ever mid-month global credit quality report today in response to the unprecedented conditions in global cr...

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Global Credit Quality Falls in July
Asset management

Global Credit Quality Falls in July

14y | Kamakura Corporation

Global Credit Quality Falls in July

Kamakura Troubled Company Index Rises ModestlyKamakura Corporation announced today that its monthly global index of troubled companies rose modestly i...

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Kamakura Releases Powerful Multi-Threaded KRM Version for Simulation of Interest Rate Risk, Market Risk, Credit Risk and Capital
Insurance

Kamakura Releases Powerful Multi-Threaded KRM Version for Simulation of Interest Rate Risk, Market Risk, Credit Risk and Capital

14y | Kamakura Corporation

Kamakura Releases Powerful Multi-Threaded KRM Vers...

The Kamakura Corporation announced today that a powerful multi-threaded version of Kamakura Risk Manager has been released to clients for simulation o...

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Kamakura Reports Third Consecutive Monthly Decline in Global Credit Quality
Asset management

Kamakura Reports Third Consecutive Monthly Decline in Global Credit Quality

14y | Kamakura Corporation

Kamakura Reports Third Consecutive Monthly Decline...

Kamakura Corporation announced today that its monthly global index of troubled companies increased for the third consecutive month in May, reaching 7....

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Kamakura Reports Global Credit Quality Declines Again in April
Asset management

Kamakura Reports Global Credit Quality Declines Again in April

14y | Kamakura Corporation

Kamakura Reports Global Credit Quality Declines Ag...

Kamakura Corporation announced today that its monthly global index of troubled companies increased moderately again in April to 6.6% of the global pub...

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Kamakura Releases KRIS-CDO for Web-Based Collateralized Debt Obligation Analysis
Asset management

Kamakura Releases KRIS-CDO for Web-Based Collateralized Debt Obligation Analysis

14y | Kamakura Corporation

Kamakura Releases KRIS-CDO for Web-Based Collatera...

Kamakura Corporation announced today the introduction of its on-line collateralized debt obligation (CDO) analysis service, KRIS-CDO. The KRIS-CDO is ...

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Kamakura Announces New Edition of “Credit Risk Models and the Basel Accords”
Asset management

Kamakura Announces New Edition of “Credit Risk Models and the Basel Accords”

14y | Kamakura Corporation

Kamakura Announces New Edition of “Credit Risk Mod...

Kamakura Corporation reported today that a new edition of “Credit Risk Models and the Basel Accords,” by Kamakura’s Donald R. van Deventer and Kenji I...

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MetLife Signs for Kamakura Basel ll Solution
Insurance

MetLife Signs for Kamakura Basel ll Solution

14y | Kamakura Corporation

MetLife Signs for Kamakura Basel ll Solution

One of World’s Largest Life Companies Expands KRM InstallationKamakura Corporation reported today that MetLife, one of the ten largest life insurance ...

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Global Credit Quality Improves Again in February
Banking

Global Credit Quality Improves Again in February

14y | Kamakura Corporation

Global Credit Quality Improves Again in February

Current Credit Quality Near Record March-May 2006 Levels Kamakura Corporation announced today that its monthly global index of troubled companies impr...

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Global Credit Quality Slips in December to Lowest Point in 2006
Asset management

Global Credit Quality Slips in December to Lowest Point in 2006

15y | Kamakura Corporation

Global Credit Quality Slips in December to Lowest ...

Current Credit Quality Ranks Better Than 86% of Last 192 Months Kamakura Corporation announced today that its monthly global index of troubled compani...

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Global Credit Quality Holds Steady in October
Asset management

Global Credit Quality Holds Steady in October

15y | Kamakura Corporation

Global Credit Quality Holds Steady in October

Current Credit Quality Better Than 81% of Last 190 MonthsKamakura Corporation announced today that its monthly global index of troubled companies rema...

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ORIX Deputy President Yukio Yanase and RISK Hall of Fame Member Robert Jarrow Named Kamakura Directors
Banking

ORIX Deputy President Yukio Yanase and RISK Hall of Fame Member Robert Jarrow Named Kamakura Directors

15y | Kamakura Corporation

ORIX Deputy President Yukio Yanase and RISK Hall o...

Leading Risk Management Firm Expands Board to Five MembersKamakura Corporation announced today that Yukio Yanase, Deputy President of ORIX Corporation...

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Global Credit Quality Resumes Decline in September
Asset management

Global Credit Quality Resumes Decline in September

15y | Kamakura Corporation

Global Credit Quality Resumes Decline in September

Kamakura Troubled Company Index Rises to 7.1%Kamakura Corporation announced today that its monthly global index of troubled companies moved up again i...

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Kamakura Releases Study of Bias in Agency Ratings to KRIS Clients
Asset management

Kamakura Releases Study of Bias in Agency Ratings to KRIS Clients

15y | Kamakura Corporation

Kamakura Releases Study of Bias in Agency Ratings ...

Study Shows Company Size More Important than Default Risk in Predicting Agency RatingsKamakura Corporation announced today that it has released the co...

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Global Credit Quality Declines Sharply Again in July
Asset management

Global Credit Quality Declines Sharply Again in July

15y | Kamakura Corporation

Global Credit Quality Declines Sharply Again in Ju...

Troubled Company Index Jumps for 3rd Month to 7.1%Kamakura Corporation announced today that its monthly global index of troubled companies increased s...

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UH Business School Dean Vance Roley Named Outside Director of Kamakura Corporation
Asset management

UH Business School Dean Vance Roley Named Outside Director of Kamakura Corporation

15y | Kamakura Corporation

UH Business School Dean Vance Roley Named Outside ...

Kamakura Corporation announced today that Professor V. Vance Roley has been nominated to the Board of Directors of Kamakura Corporation. Dr. Roley is ...

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Global Credit Quality Declines in May from Record Levels in April
Asset management

Global Credit Quality Declines in May from Record Levels in April

15y | Kamakura Corporation

Global Credit Quality Declines in May from Record ...

Kamakura Troubled Company Index Up to 5.7%HONOLULU, June 1, 2006: Kamakura Corporation reported Thursday that its monthly global index of troubled com...

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Kamakura Releases Proprietary Credit Risk Research Linking Default Probabilities and Credit Spreads
Asset management

Kamakura Releases Proprietary Credit Risk Research Linking Default Probabilities and Credit Spreads

15y | Kamakura Corporation

Kamakura Releases Proprietary Credit Risk Research...

Technical Guide Released for Basel II Purposes to KRIS ClientsHONOLULU, May 30, 2006: Kamakura Corporation announced today that it has released propri...

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Kamakura Adds Implied Ratings for 16,000 Public Companies to KRIS Default Probability and Correlation Service
Asset management

Kamakura Adds Implied Ratings for 16,000 Public Companies to KRIS Default Probability and Correlation Service

15y | Kamakura Corporation

Kamakura Adds Implied Ratings for 16,000 Public Co...

HONOLULU, March 21, 2006: Kamakura Corporation announced today that it has added implied debt ratings on 16,000 public companies in 29 countries to it...

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Kamakura Basel II Study Shows Reduced Form Credit Models Outperform Ratings at All Forecasting Horizons
Asset management

Kamakura Basel II Study Shows Reduced Form Credit Models Outperform Ratings at All Forecasting Horizons

15y | Kamakura Corporation

Kamakura Basel II Study Shows Reduced Form Credit ...

Kamakura Fourth Generation Model Reaches 99.0% AccuracyHONOLULU, March 15, 2006: Kamakura Corporation released results today of a study showing that K...

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Global Credit Quality Shows Further Improvement in February
Asset management

Global Credit Quality Shows Further Improvement in February

15y | Kamakura Corporation

Global Credit Quality Shows Further Improvement in...

Kamakura Credit Index Close to All Time “Best Conditions”HONOLULU, March 1, 2006: Kamakura Corporation reported today that its monthly global index of...

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January Global Credit Quality Strengthens Further
Asset management

January Global Credit Quality Strengthens Further

16y | Kamakura Corporation

January Global Credit Quality Strengthens Further

Kamakura Credit Index Close to All Time “Best Conditions”HONOLULU, February 8, 2006: Kamakura Corporation announced today that its monthly global inde...

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Kamakura Adds Implied Credit Default Swap Quotes for 16,000 Corporates to KRIS Service
Asset management

Kamakura Adds Implied Credit Default Swap Quotes for 16,000 Corporates to KRIS Service

16y | Kamakura Corporation

Kamakura Adds Implied Credit Default Swap Quotes f...

HONOLULU, January 27, 2006: Kamakura Corporation today announced a dramatic expansion of its Kamakura Risk Information Service default probability and...

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Kamakura Announces New Generation Credit Models and Record Model Accuracy
Asset management

Kamakura Announces New Generation Credit Models and Record Model Accuracy

16y | Kamakura Corporation

Kamakura Announces New Generation Credit Models an...

New KRIS Version 4.1 Default Probabilities and Correlations Released to ClientsHONOLULU, January 9, 2006: Kamakura Corporation reported Monday that it...

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Corporate Credit Quality Improves Slightly in November
Asset management

Corporate Credit Quality Improves Slightly in November

16y | Kamakura Corporation

Corporate Credit Quality Improves Slightly in Nove...

Kamakura Credit Index Moves within Narrow BandHONOLULU, December 5, 2005: Kamakura Corporation announced today that its monthly index of troubled comp...

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Corporate Credit Quality Declined in October
Asset management

Corporate Credit Quality Declined in October

16y | Kamakura Corporation

Corporate Credit Quality Declined in October

Kamakura Troubled Company Index Rises Sharply.HONOLULU, October 31, 2005: Kamakura Corporation announced today that its monthly index of troubled comp...

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Kamakura and Xinhua Finance Ally for Chinese Financial Information Service
Asset management

Kamakura and Xinhua Finance Ally for Chinese Financial Information Service

16y | Kamakura Corporation

Kamakura and Xinhua Finance Ally for Chinese Finan...

HONOLULU, October 12, 2005: Kamakura Corporation and Xinhua Finance today announced that the two companies would join forces to provide advanced marke...

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Kamakura Reports Fourth Consecutive Corporate Credit Quality Improvement in September
Asset management

Kamakura Reports Fourth Consecutive Corporate Credit Quality Improvement in September

16y | Kamakura Corporation

Kamakura Reports Fourth Consecutive Corporate Cred...

HONOLULU, October 6, 2005: Kamakura Corporation reported today that its monthly index of troubled companies in the United States dropped again in Sept...

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Kamakura Reports Corporate Credit Quality Improves Slightly in August
Asset management

Kamakura Reports Corporate Credit Quality Improves Slightly in August

16y | Kamakura Corporation

Kamakura Reports Corporate Credit Quality Improves...

HONOLULU, September 1, 2005: Kamakura Corporation reported today that its monthly index of troubled companies in the United States dipped slightly to ...

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Kamakura Integrates Markit Credit Default Swap Pricing for Kamakura Default Probability and Correlation Service
Insurance

Kamakura Integrates Markit Credit Default Swap Pricing for Kamakura Default Probability and Correlation Service

16y | Kamakura Corporation

Kamakura Integrates Markit Credit Default Swap Pri...

HONOLULU, August 15, 2005: Kamakura Corporation and Markit Group Limited (“Markit”) announced today that Kamakura has integrated Markits c...

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Kamakura Reports Further Corporate Credit Quality Improvement in July
Asset management

Kamakura Reports Further Corporate Credit Quality Improvement in July

16y | Kamakura Corporation

Kamakura Reports Further Corporate Credit Quality ...

HONOLULU, August 1, 2005: Kamakura Corporation announced today that its monthly index of troubled companies in the United States dropped to 13.4% of t...

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Kamakura Goes Live at China Everbright Bank
Asset management

Kamakura Goes Live at China Everbright Bank

16y | Kamakura Corporation

Kamakura Goes Live at China Everbright Bank

HONOLULU, July 19, 2005: Kamakura Corporation announced today the launch of two major new modules of its integrated risk management software suite Kam...

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Kamakura Reports First Corporate Credit Quality Improvement in Six Months
Asset management

Kamakura Reports First Corporate Credit Quality Improvement in Six Months

16y | Kamakura Corporation

Kamakura Reports First Corporate Credit Quality Im...

HONOLULU, July 6, 2005: Kamakura Corporation announced today that its monthly index of troubled companies in the United States dropped to 14.3% of the...

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Kamakura Names Phil Jones General Manager for Japan Risk Management Software and Information
Banking

Kamakura Names Phil Jones General Manager for Japan Risk Management Software and Information

16y | Kamakura Corporation

Kamakura Names Phil Jones General Manager for Japa...

HONOLULU, June 22, 2005: Kamakura Corporation announced today that Phil Jones has been named head of Kamakura’s risk management software and ris...

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Kamakura Adds Cumulative Default Probabilities to Kamakura Risk Information Services
Asset management

Kamakura Adds Cumulative Default Probabilities to Kamakura Risk Information Services

16y | Kamakura Corporation

Kamakura Adds Cumulative Default Probabilities to ...

Cumulative Default Available for Maturities from 1 Month to 5 Years HONOLULU, June 8, 2005: Kamakura Corporation reported today that it has added cumu...

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Kamakura Reports Fifth Consecutive Month of Weakened Corporate Credit Quality
Asset management

Kamakura Reports Fifth Consecutive Month of Weakened Corporate Credit Quality

16y | Kamakura Corporation

Kamakura Reports Fifth Consecutive Month of Weaken...

Kamakura Index of Troubled Companies Remains at Highest Level in 20 Months HONOLULU, June 1, 2005: Kamakura Corporation reported today that its monthl...

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Kamakura Announces Sharp Decline in Corporate Credit Quality
Asset management

Kamakura Announces Sharp Decline in Corporate Credit Quality

16y | Kamakura Corporation

Kamakura Announces Sharp Decline in Corporate Cred...

Kamakura Index of Troubled Companies Rises for Fourth Consecutive MonthHONOLULU, May 3, 2005: Kamakura Corporation announced today that its monthly in...

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Allied Bank Selects Kamakura Risk Manager for Market Risk and Asset and Liability Management
Asset management

Allied Bank Selects Kamakura Risk Manager for Market Risk and Asset and Liability Management

16y | Kamakura Corporation

Allied Bank Selects Kamakura Risk Manager for Mark...

Unisys to Provide Systems Integration at Manila Head Office HONOLULU, May 2, 2005: Kamakura Corporation announced today that Allied Bank in Manila has...

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Kamakura to Announce New Credit Model Performance Results in Boston, Tokyo, Hong Kong and Six European Cities
Asset management

Kamakura to Announce New Credit Model Performance Results in Boston, Tokyo, Hong Kong and Six European Cities

16y | Kamakura Corporation

Kamakura to Announce New Credit Model Performance ...

Basel II Credit Model Test Results Outlined in May, June SeminarsHONOLULU, April 27, 2005: Kamakura Corporation announced today that seminars will be ...

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Kamakura Reports Third Consecutive Monthly Decline in Corporate Credit Quality
Asset management

Kamakura Reports Third Consecutive Monthly Decline in Corporate Credit Quality

16y | Kamakura Corporation

Kamakura Reports Third Consecutive Monthly Decline...

Kamakura Index of Troubled Companies Jumps in MarchHONOLULU, April 8, 2005: Kamakura Corporation reported today that its monthly index of troubled com...

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Kamakura and GFI Group Partner for Enhanced Kamakura Default Probability and Default Correlation Analysis
Trading & brokering

Kamakura and GFI Group Partner for Enhanced Kamakura Default Probability and Default Correlation Analysis

16y | Kamakura Corporation

Kamakura and GFI Group Partner for Enhanced Kamaku...

HONOLULU, March 31, 2005: Kamakura Corporation announced today that it has signed an agreement with GFI Group Inc. (NASDAQ: GFIG) to use GFI’s e...

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Tokio Marine and Nichido Fire Insurance Signs for Kamakura Default Probability and Correlation Service
Insurance

Tokio Marine and Nichido Fire Insurance Signs for Kamakura Default Probability and Correlation Service

16y | Kamakura Corporation

Tokio Marine and Nichido Fire Insurance Signs for ...

HONOLULU, March 28, 2005: Kamakura Corporation announced today that Tokio Marine and Nichido Fire Insurance has subscribed to the Kamakura Risk Inform...

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AAA-rated Credit Protection Provider Athilon Signs for Kamakura Default Probability and Correlation Service
Asset management

AAA-rated Credit Protection Provider Athilon Signs for Kamakura Default Probability and Correlation Service

16y | Kamakura Corporation

AAA-rated Credit Protection Provider Athilon Signs...

HONOLULU, March 23, 2005: Kamakura Corporation announced today that newly formed credit protection provider Athilon has signed a contract for the Kama...

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Ambac Financial Group Subscribes to Kamakura Default Probabilities and Correlations
Asset management

Ambac Financial Group Subscribes to Kamakura Default Probabilities and Correlations

16y | Kamakura Corporation

Ambac Financial Group Subscribes to Kamakura Defau...

KRIS Default Information to be Used for Credit Portfolio Risk Control HONOLULU, March 22, 2005: Kamakura Corporation reported today that AAA/Aaa ̵...

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Kamakura Reports Corporate Credit Quality Continues to be Very Good in February
Asset management

Kamakura Reports Corporate Credit Quality Continues to be Very Good in February

16y | Kamakura Corporation

Kamakura Reports Corporate Credit Quality Continue...

Kamakura Index of Troubled Companies Remains at Low Levels HONOLULU, March 9, 2005: Kamakura Corporation reported today that its monthly index of trou...

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Kamakura Releases Basel II Default Probability Certification Tests for KRIS Version 4.0
Asset management

Kamakura Releases Basel II Default Probability Certification Tests for KRIS Version 4.0

17y | Kamakura Corporation

Kamakura Releases Basel II Default Probability Cer...

HONOLULU, February 24, 2005: Kamakura Corporation announced today that it has released credit model performance tests to clients for version 4.0 of th...

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Kamakura Expands to 896 Million Default Correlations on KRIS Credit Risk Service. RISK Magazine features Kamakura Correlation Research
Trading & brokering

Kamakura Expands to 896 Million Default Correlations on KRIS Credit Risk Service. RISK Magazine features Kamakura Correlation Research

17y | Kamakura Corporation

Kamakura Expands to 896 Million Default Correlatio...

HONOLULU, February 10, 2005: Kamakura Corporation announced today that it has dramatically expanded the number of default probability correlations off...

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Kamakura Expands to 896 Million Default Correlations on KRIS Credit Risk Service RISK Magazine features Kamakura Correlation Research
Trading & brokering

Kamakura Expands to 896 Million Default Correlations on KRIS Credit Risk Service RISK Magazine features Kamakura Correlation Research

17y | Kamakura Corporation

Kamakura Expands to 896 Million Default Correlatio...

HONOLULU, February 10, 2005: Kamakura Corporation announced today that it has dramatically expanded the number of default probability correlations off...

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Kamakura and Unisys Renew World-wide Alliance for Risk Management and Basel II Solutions
Asset management

Kamakura and Unisys Renew World-wide Alliance for Risk Management and Basel II Solutions

17y | Kamakura Corporation

Kamakura and Unisys Renew World-wide Alliance for ...

HONOLULU, February 4, 2005: Kamakura Corporation and Unisys Corporation (NYSE: UIS) announced today that their world-wide marketing alliance for the K...

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U.S. Corporate Credit Quality Improves Slightly in November. Troubled Company Index Still Well Above Early 2004 Low Point
Asset management

U.S. Corporate Credit Quality Improves Slightly in November. Troubled Company Index Still Well Above Early 2004 Low Point

17y | Kamakura Corporation

U.S. Corporate Credit Quality Improves Slightly in...

HONOLULU, December 1, 2004: Kamakura Corporation reported today that its monthly index of troubled companies in the United States improved slightly in...

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Daehan Fire and Marine Insurance Licenses Kamakura Risk Manager System
Insurance

Daehan Fire and Marine Insurance Licenses Kamakura Risk Manager System

17y | Kamakura Corporation

Daehan Fire and Marine Insurance Licenses Kamakura...

HONOLULU, November 29, 2004: Kamakura Corporation reported today that Daehan Fire and Marine Insurance Co. Ltd. has licensed the Kamakura Risk Manager...

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U.S. Corporate Credit Quality Slips in October - Merck Leads Upward Trend in Default Probabilities
Asset management

U.S. Corporate Credit Quality Slips in October - Merck Leads Upward Trend in Default Probabilities

17y | Kamakura Corporation

U.S. Corporate Credit Quality Slips in October - M...

HONOLULU, November 3, 2004: Kamakura Corporation reported today that its monthly index of troubled companies in the United States increased for the th...

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Kamakura Releases Significant Upgrade to KRM Enterprise Risk Management Software Package
Insurance

Kamakura Releases Significant Upgrade to KRM Enterprise Risk Management Software Package

17y | Kamakura Corporation

Kamakura Releases Significant Upgrade to KRM Enter...

KRM Version 5.1 Further Links Correlated Default Risk, Market Risk and Interest Rate RiskHONOLULU, October 27, 2004: .Kamakura Corporation reported ve...

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China Everbright Bank Licenses Kamakura Risk Management and Basel II System
Banking

China Everbright Bank Licenses Kamakura Risk Management and Basel II System

17y | Kamakura Corporation

China Everbright Bank Licenses Kamakura Risk Manag...

Major Focus is Applying Leading Edge Technology to Corporate Credit Risk HONOLULU, October 14, 2004: Kamakura Corporation reported today that China E...

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China Everbright Bank Licenses Kamakura Risk Management and Basel II System. Major Focus is Applying Leading Edge Technology to Corporate Credit Risk
Banking

China Everbright Bank Licenses Kamakura Risk Management and Basel II System. Major Focus is Applying Leading Edge Technology to Corporate Credit Risk

17y | Kamakura Corporation

China Everbright Bank Licenses Kamakura Risk Manag...

HONOLULU, October 14, 2004: .Kamakura Corporation reported today that China Everbright Bank, one of the leading government-controlled banks in Beijing...

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U.S. Corporate Credit Quality Continues Steady Decline in September. Number of Troubled Companies Up Almost 30% Since April
Asset management

U.S. Corporate Credit Quality Continues Steady Decline in September. Number of Troubled Companies Up Almost 30% Since April

17y | Kamakura Corporation

U.S. Corporate Credit Quality Continues Steady Dec...

HONOLULU, October 5, 2004: Kamakura Corporation reported today that its monthly index of troubled companies in the United States jumped 0.4% in Septem...

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Kamakura Corporation Announces Credit Risk Master Classes for New York and London
Banking

Kamakura Corporation Announces Credit Risk Master Classes for New York and London

17y | Kamakura Corporation

Kamakura Corporation Announces Credit Risk Master ...

New Book on Integrated Credit Risk, Market Risk and ALM Released HONOLULU, September 23, 2004: Kamakura Corporation announced today that the Global As...

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U.S. Corporate Credit Quality Declines Again in August
Asset management

U.S. Corporate Credit Quality Declines Again in August

17y | Kamakura Corporation

U.S. Corporate Credit Quality Declines Again in Au...

Kamakura Troubled Company Index Reaches Highest Level Since November HONOLULU, September 2, 2004: Kamakura Corporation reported today that its monthly...

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Kamakura Default Probability Service Expanded to 21 Countries
Banking

Kamakura Default Probability Service Expanded to 21 Countries

17y | Kamakura Corporation

Kamakura Default Probability Service Expanded to 2...

HONOLULU, August 20, 2004: Kamakura Corporation announced today that its Kamakura Risk Information Services default probability service has doubled it...

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Kamakura Adds Term Structure of Default Probabilities to KRIS Default Probability Service. Default Probabilities Available for 1 Month to 5 Year Maturities
Asset management

Kamakura Adds Term Structure of Default Probabilities to KRIS Default Probability Service. Default Probabilities Available for 1 Month to 5 Year Maturities

17y | Kamakura Corporation

Kamakura Adds Term Structure of Default Probabilit...

HONOLULU, August 11, 2004: Kamakura Corporation announced today that has added the full maturity structure of default probabilities to its Kamakura Ri...

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Kamakura Expands KRIS Default Probability Service to Europe, Japan and Australia. Coverage Reaches 10 Countries, 15,000 Companies and 100 Million Correlations
Banking

Kamakura Expands KRIS Default Probability Service to Europe, Japan and Australia. Coverage Reaches 10 Countries, 15,000 Companies and 100 Million Correlations

17y | Kamakura Corporation

Kamakura Expands KRIS Default Probability Service ...

HONOLULU, July 20, 2004: Kamakura Corporation announced today that its Kamakura Risk Information Services (“KRIS” http://www.kris-online.c...

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Kamakura Reports U.S. Corporate Credit Quality Remains Steady in Second Quarter
Asset management

Kamakura Reports U.S. Corporate Credit Quality Remains Steady in Second Quarter

17y | Kamakura Corporation

Kamakura Reports U.S. Corporate Credit Quality Rem...

HONOLULU, July 7, 2004: Kamakura Corporation reported today that corporate credit quality in June returned to the levels seen in March and April, with...

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Kamakura Reports U.S. Corporate Credit Quality Worsened Slightly in May. First Deterioration Since the First Quarter of 2003
Asset management

Kamakura Reports U.S. Corporate Credit Quality Worsened Slightly in May. First Deterioration Since the First Quarter of 2003

17y | Kamakura Corporation

Kamakura Reports U.S. Corporate Credit Quality Wor...

HONOLULU, June 4, 2004: Kamakura Corporation reported today that corporate credit quality in May worsened slightly, with 11.9 percent of the U.S. publ...

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Kamakura Reports U.S. Corporate Credit Quality Stable in April; Kamakura Notes Slight Improvement in Most Troubled Credits
Asset management

Kamakura Reports U.S. Corporate Credit Quality Stable in April; Kamakura Notes Slight Improvement in Most Troubled Credits

17y | Kamakura Corporation

Kamakura Reports U.S. Corporate Credit Quality Sta...

HONOLULU, May 5, 2004: Kamakura Corporation reported today that corporate credit quality in April stayed roughly unchanged, with 11.1 percent of the U...

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Kamakura Adds 32 Million Default Correlations to KRIS Default Probability Service. Default Cyclicality Key to Basel II, First to Default Swap Market
Asset management

Kamakura Adds 32 Million Default Correlations to KRIS Default Probability Service. Default Cyclicality Key to Basel II, First to Default Swap Market

17y | Kamakura Corporation

Kamakura Adds 32 Million Default Correlations to K...

HONOLULU, April 27, 2004: Kamakura Corporation announced today that it has substantially expanded its Kamakura Risk Information Services default proba...

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Kamakura Adds 32 Million Default Correlations to KRIS Default Probability Service; Default Cyclicality Key to Basel II, First to Default Swap Market
Asset management

Kamakura Adds 32 Million Default Correlations to KRIS Default Probability Service; Default Cyclicality Key to Basel II, First to Default Swap Market

17y | Kamakura Corporation

Kamakura Adds 32 Million Default Correlations to K...

HONOLULU, April 27, 2004: Kamakura Corporation announced today that it has substantially expanded its Kamakura Risk Information Services default proba...

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Basel II Credit Model Performance Results Released. Kamakura Proposes Minimum Standards for Basel II Compliance
Asset management

Basel II Credit Model Performance Results Released. Kamakura Proposes Minimum Standards for Basel II Compliance

17y | Kamakura Corporation

Basel II Credit Model Performance Results Released...

HONOLULU, April 15, 2004: Kamakura Corporation released a new publication today that reports the performance of Kamakura Risk Information Services def...

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U.S. Corporate Credit Quality-Is the Peak in the Credit Cycle at Hand? Kamakura Reports End in 18-month Improvement in Credit Quality
Asset management

U.S. Corporate Credit Quality-Is the Peak in the Credit Cycle at Hand? Kamakura Reports End in 18-month Improvement in Credit Quality

17y | Kamakura Corporation

U.S. Corporate Credit Quality-Is the Peak in the C...

HONOLULU, April 7, 2004: Kamakura Corporation reported today the number of troubled companies in the United States remained unchanged in March for the...

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Kamakura Releases New Basel II, First to Default Swap, and Credit Derivatives Functionality. KRM Version 5.0 Adds New Security Administrator Module As Well
Insurance

Kamakura Releases New Basel II, First to Default Swap, and Credit Derivatives Functionality. KRM Version 5.0 Adds New Security Administrator Module As Well

17y | Kamakura Corporation

Kamakura Releases New Basel II, First to Default S...

HONOLULU, March 15, 2004: Kamakura Corporation reported today it has released Version 5.0 of its enterprise risk management system Kamakura Risk Manag...

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Improvement in U.S. Corporate Credit Quality Loses Momentum. Kamakura Reports Stabilizing Corporate Credit Quality, Urges Caution
Asset management

Improvement in U.S. Corporate Credit Quality Loses Momentum. Kamakura Reports Stabilizing Corporate Credit Quality, Urges Caution

17y | Kamakura Corporation

Improvement in U.S. Corporate Credit Quality Loses...

HONOLULU, March 1, 2004: Kamakura Corporation reported today the number of troubled companies in the United States remained essentially unchanged in F...

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World Leader in Life Insurance Signs for Kamakura Enterprise Risk Management Package
Banking

World Leader in Life Insurance Signs for Kamakura Enterprise Risk Management Package

18y | Kamakura Corporation

World Leader in Life Insurance Signs for Kamakura ...

One of World Top 10 Integrates Credit Risk, Market Risk and ALMHONOLULU, February 19, 2004: Kamakura Corporation reported today that one of the ten la...

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World Leader in Life Insurance Signs for Kamakura Enterprise Risk Management Package One of World Top 10 Integrates Credit Risk, Market Risk and ALM
Banking

World Leader in Life Insurance Signs for Kamakura Enterprise Risk Management Package One of World Top 10 Integrates Credit Risk, Market Risk and ALM

18y | Kamakura Corporation

World Leader in Life Insurance Signs for Kamakura ...

HONOLULU, February 19, 2004: Kamakura Corporation reported today that one of the ten largest life insurance companies in the world has successfully co...

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Kamakura Announces Credit Risk and Basel II Master Class in London March 30 Seminar Organized by FOW Ltd.
Asset management

Kamakura Announces Credit Risk and Basel II Master Class in London March 30 Seminar Organized by FOW Ltd.

18y | Kamakura Corporation

Kamakura Announces Credit Risk and Basel II Master...

HONOLULU, February 13, 2004: Kamakura Corporation announced today it will offer a credit risk models and Basel II master class on March 30, 2004 in Lo...

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Improvement in U.S. Credit Quality Accelerates. Kamakura Reports Sharp Improvement in Corporate Financial Strength
Asset management

Improvement in U.S. Credit Quality Accelerates. Kamakura Reports Sharp Improvement in Corporate Financial Strength

18y | Kamakura Corporation

Improvement in U.S. Credit Quality Accelerates. Ka...

HONOLULU, February 2, 2004: Kamakura Corporation reported today the number of troubled companies in the United States showed another sharp improvement...

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Kamakura Announces New Private Firm Model for Small Business Default Probabilities Basel II-Compliant Model Testing Included in Offering
Banking

Kamakura Announces New Private Firm Model for Small Business Default Probabilities Basel II-Compliant Model Testing Included in Offering

18y | Kamakura Corporation

Kamakura Announces New Private Firm Model for Smal...

HONOLULU, January 27, 2004: Kamakura Corporation announced today the launch of the Kamakura Risk Information Services Private Firm Model, a web-based ...

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Kamakura Releases Yield Curve Research on RiskCenter.com
Insurance

Kamakura Releases Yield Curve Research on RiskCenter.com

18y | Kamakura Corporation

Kamakura Releases Yield Curve Research on RiskCent...

Report Outlines Methodology for Selecting Best Yield Curve Fitting TechniqueHONOLULU, January 22, 2004: Kamakura Corporation reported today that it ha...

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U.S. Corporate Credit Quality Improves in December. Kamakura Reports Credit Risk Continues Downward Trend
Banking

U.S. Corporate Credit Quality Improves in December. Kamakura Reports Credit Risk Continues Downward Trend

18y | Kamakura Corporation

U.S. Corporate Credit Quality Improves in December...

HONOLULU, January 6, 2004: Kamakura Corporation reported today the number of troubled companies in the United States continued to decline in December....

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FDIC Releases New Bank Loss Distribution Model Authored by Kamakura's Robert Jarrow
Banking

FDIC Releases New Bank Loss Distribution Model Authored by Kamakura's Robert Jarrow

18y | Kamakura Corporation

FDIC Releases New Bank Loss Distribution Model Aut...

Macro Factors Drive Bank Default Probabilities in Hazard Modeling ApproachHONOLULU, December 16, 2003: Kamakura Corporation reported today that the Fe...

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Kamakura Reports Improvement in U.S. Corporate Credit Quality Credit Risk Falls Steadily in November as Economy Rebounds
Asset management

Kamakura Reports Improvement in U.S. Corporate Credit Quality Credit Risk Falls Steadily in November as Economy Rebounds

18y | Kamakura Corporation

Kamakura Reports Improvement in U.S. Corporate Cre...

HONOLULU, December 10, 2003: Kamakura Corporation reported today that the credit quality of major public companies in North America continued to impro...

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Advanced Version of Kamakura Default Probabilities Released to Clients Basel II Test Results Available to Financial Services Regulators
Banking

Advanced Version of Kamakura Default Probabilities Released to Clients Basel II Test Results Available to Financial Services Regulators

18y | Kamakura Corporation

Advanced Version of Kamakura Default Probabilities...

HONOLULU, December 3, 2003: Kamakura Corporation announced today that it has released version 3.0 of its advanced Jarrow-Chava Kamakura Default Probab...

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Kamakura Releases Research on Credit Model Default Forecasts and Cyclicality
Asset management

Kamakura Releases Research on Credit Model Default Forecasts and Cyclicality

18y | Kamakura Corporation

Kamakura Releases Research on Credit Model Default...

Kamakura Makes Full Disclosure of Test Results to Bank RegulatorsHONOLULU, October 14, 2003: Kamakura Corporation announced today that it is releasing...

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Kamakura Releases Publication on Basel II Testing Procedures for the Merton Default Probability Model
Asset management

Kamakura Releases Publication on Basel II Testing Procedures for the Merton Default Probability Model

18y | Kamakura Corporation

Kamakura Releases Publication on Basel II Testing ...

New Testing Procedure Is Independent of Parameter Values and Default ProbabilitiesHONOLULU, September 22, 2003: Kamakura Corporation announced today t...

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Kamakura Adds Advanced CDO Valuation and Simulation Capability to KRM Version 4.4
Banking

Kamakura Adds Advanced CDO Valuation and Simulation Capability to KRM Version 4.4

18y | Kamakura Corporation

Kamakura Adds Advanced CDO Valuation and Simulatio...

Kamakura Default Probabilities Used Seamlessly for CDO Risk AnalysisHONOLULU, September 12, 2003: Kamakura Corporation announced today that its newest...

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Ontario Teachers' Pension Plan Licenses Kamakura Default Probabilities and Credit Risk Management Software
Insurance

Ontario Teachers' Pension Plan Licenses Kamakura Default Probabilities and Credit Risk Management Software

18y | Kamakura Corporation

Ontario Teachers' Pension Plan Licenses Kamakura D...

Kamakura Also to Advise on Proprietary Risk ModelsHONOLULU, September 3, 2003: Kamakura Corporation announced today that Canada’s second largest...

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Should Mirant's Bankruptcy Have Been a Surprise?
Asset management

Should Mirant's Bankruptcy Have Been a Surprise?

18y | Kamakura Corporation

Should Mirant's Bankruptcy Have Been a Surprise?

HONOLULU, July 30, 2003: Many market participants were taken by surprise by the July 14 bankruptcy of Mirant Corporation, the Atlanta-based power prod...

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Kamakura Default Probabilities for Loral Space & Communications Reach 100% One Month Prior to Bankruptcy
Asset management

Kamakura Default Probabilities for Loral Space & Communications Reach 100% One Month Prior to Bankruptcy

18y | Kamakura Corporation

Kamakura Default Probabilities for Loral Space & C...

HONOLULU, July 22, 2003: Kamakura Corporation announced today that its Kamakura default probability models again showed superior performance in foreca...

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Kamakura Default Probabilities for WestPoint Stevens Hit 94% on Day Prior to Bankruptcy
Banking

Kamakura Default Probabilities for WestPoint Stevens Hit 94% on Day Prior to Bankruptcy

18y | Kamakura Corporation

Kamakura Default Probabilities for WestPoint Steve...

Two Kamakura Default Probability Models Exceed 87%HONOLULU, June 3, 2003: Kamakura Corporation announced today that its Kamakura default probability m...

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Faculty in Harvard Department of Economics License Kamakura Default Data Base
Insurance

Faculty in Harvard Department of Economics License Kamakura Default Data Base

18y | Kamakura Corporation

Faculty in Harvard Department of Economics License...

KRIS-dd Data Base is Only Monthly Default Data Base AvailableHONOLULU, May 20, 2003: Kamakura Corporation announced today that faculty in the Departme...

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Kamakura Releases Basel II Credit Model Test Results, Advanced Kamakura Default Probabilities KDP Semiannual Model Upgrade Cycle Announced
Banking

Kamakura Releases Basel II Credit Model Test Results, Advanced Kamakura Default Probabilities KDP Semiannual Model Upgrade Cycle Announced

18y | Kamakura Corporation

Kamakura Releases Basel II Credit Model Test Resul...

HONOLULU, May 12, 2003: Kamakura Corporation announced today that it is releasing to clients its latest results on credit model performance in accorda...

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Kamakura Names Mark Mesler Managing Director, Head of KRIS Default Probability Service
Banking

Kamakura Names Mark Mesler Managing Director, Head of KRIS Default Probability Service

18y | Kamakura Corporation

Kamakura Names Mark Mesler Managing Director, Head...

KRIS-cr Default Probability Service Designed for Basel II HONOLULU, May 8, 2003: Kamakura Corporation announced today that Mark Mesler has been named ...

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Kamakura Names Mark Mesler Managing Director, Head of KRIS Default Probability Service KRIS-cr Default Probability Service Designed for Basel II
Banking

Kamakura Names Mark Mesler Managing Director, Head of KRIS Default Probability Service KRIS-cr Default Probability Service Designed for Basel II

18y | Kamakura Corporation

Kamakura Names Mark Mesler Managing Director, Head...

HONOLULU, May 8, 2003: Kamakura Corporation announced today that Mark Mesler has been named Managing Director and a member of the Managing Committee a...

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Kamakura Launches Basel II Credit Model Testing Seminars
Asset management

Kamakura Launches Basel II Credit Model Testing Seminars

18y | Kamakura Corporation

Kamakura Launches Basel II Credit Model Testing Se...

Hands-on Seminars Designed for Objective Model EvaluationHONOLULU, April 25, 2003: Kamakura Corporation announced today it is launching a series of se...

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Kamakura Default Probabilities Anticipate Fleming Companies, Inc. Bankruptcy Steady Rise in All Three Kamakura Default Models Prior to Bankruptcy Filing
Asset management

Kamakura Default Probabilities Anticipate Fleming Companies, Inc. Bankruptcy Steady Rise in All Three Kamakura Default Models Prior to Bankruptcy Filing

18y | Kamakura Corporation

Kamakura Default Probabilities Anticipate Fleming ...

HONOLULU, April 1, 2003: Kamakura Corporation reported today that all three credit models available under the KRIS-cr Kamakura default probability ser...

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Commonwealth Bank Upgrades to Full Kamakura Enterprise Risk Suite
Insurance

Commonwealth Bank Upgrades to Full Kamakura Enterprise Risk Suite

18y | Kamakura Corporation

Commonwealth Bank Upgrades to Full Kamakura Enterp...

CBA Processing 16 Million Transactions in KRMHONOLULU, March 12, 2003: Kamakura Corporation announced today that the Commonwealth Bank of Australia (w...

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Commonwealth Bank Upgrades to Full Kamakura Enterprise Risk Suite CBA Processing 16 Million Transactions in KRM
Insurance

Commonwealth Bank Upgrades to Full Kamakura Enterprise Risk Suite CBA Processing 16 Million Transactions in KRM

18y | Kamakura Corporation

Commonwealth Bank Upgrades to Full Kamakura Enterp...

HONOLULU, March 12, 2003: Kamakura Corporation announced today that the Commonwealth Bank of Australia has exercised its option to purchase the entire...

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Kamakura Expands Insurance and Banking Prepayment Analysis, Adds Andrew Davidson & Co., Inc. Models
Banking

Kamakura Expands Insurance and Banking Prepayment Analysis, Adds Andrew Davidson & Co., Inc. Models

19y | Kamakura Corporation

Kamakura Expands Insurance and Banking Prepayment ...

Kamakura Client Now Modeling Linked Prepayment and Default on 2 Million LoansHONOLULU, February 21, 2003: Kamakura Corporation announced today that it...

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SK Life Insurance of Korea Licenses Kamakura Market Risk System
Insurance

SK Life Insurance of Korea Licenses Kamakura Market Risk System

19y | Kamakura Corporation

SK Life Insurance of Korea Licenses Kamakura Marke...

Unisys Korea Acts as Integrator for Kamakura’s 10th Korean ClientHONOLULU, February 18, 2003: Kamakura Corporation announced today that SK Life ...

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SK Life Insurance of Korea Licenses Kamakura Market Risk System; Unisys Korea Acts as Integrator for Kamakura's 10th Korean Client
Insurance

SK Life Insurance of Korea Licenses Kamakura Market Risk System; Unisys Korea Acts as Integrator for Kamakura's 10th Korean Client

19y | Kamakura Corporation

SK Life Insurance of Korea Licenses Kamakura Mark...

HONOLULU, February 18, 2003: Kamakura Corporation announced today that SK Life Insurance of Korea has licensed the Kamakura Risk Manager market risk s...

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New Release of Kamakura Risk Manager Provides Full Multi-Period
Asset management

New Release of Kamakura Risk Manager Provides Full Multi-Period

19y | Kamakura Corporation

New Release of Kamakura Risk Manager Provides Full...

Defaults Incorporated in Asset and Liability Management and Market RiskHONOLULU, February 12, 2003: Kamakura Corporation announced today that version ...

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Kamakura Corporation Names IT Expert Warren Sherman President
Insurance

Kamakura Corporation Names IT Expert Warren Sherman President

19y | Kamakura Corporation

Kamakura Corporation Names IT Expert Warren Sherma...

Comparing Credit Model Performance for United AirlinesHONOLULU, January 15, 2003: Kamakura Corporation’s Board of Directors today named Warren S...

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Kamakura Corporation's Jarrow and van Deventer Named to Risk Hall of Fame Four Nobel Prize Winners Also Named to 50 Person Hall of Fame
Asset management

Kamakura Corporation's Jarrow and van Deventer Named to Risk Hall of Fame Four Nobel Prize Winners Also Named to 50 Person Hall of Fame

19y | Kamakura Corporation

Kamakura Corporation's Jarrow and van Deventer Nam...

HONOLULU, January 7, 2003: Kamakura Corporation announced today that its Managing Director for Research Dr. Robert Jarrow and President and CEO Dr. Do...

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Kamakura Default Probabilities:
Banking

Kamakura Default Probabilities:

19y | Kamakura Corporation

Kamakura Default Probabilities:

COMPARING CREDIT MODEL PERFORMANCE FOR UNITED AIRLINES, March 1989-December 9, 2002. How well are the increasingly popular credit risk modules perform...

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Robert Jarrow speaks at Kamakura Credit Conference
Insurance

Robert Jarrow speaks at Kamakura Credit Conference

19y | Kamakura Corporation

Robert Jarrow speaks at Kamakura Credit Conference

The New Capital Accord proposed by the Basel Committee on Banking Supervision recognizes the need for credit model testing and performance evaluation....

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Analyzing Default Probabilities of U.S. Corporations, 1963-2002
Insurance

Analyzing Default Probabilities of U.S. Corporations, 1963-2002

19y | Kamakura Corporation

Analyzing Default Probabilities of U.S. Corporatio...

New York, October 29, 2002The New Capital Accord proposed by the Basel Committee on Banking Supervision recognizes the need for credit model testing a...

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Korea Teachers Pension Fund
Insurance

Korea Teachers Pension Fund

19y | Kamakura Corporation

Korea Teachers Pension Fund

Licenses Kamakura Risk ManagerUnisys Korea Acts as System Integrator for Kamakura’s 9th Korean ClientHONOLULU, August 23, 2002– Honolulu-based K...

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DePfa Bank PLC Completes Kamakura Risk Manager Installation with XML Data Interface
Insurance

DePfa Bank PLC Completes Kamakura Risk Manager Installation with XML Data Interface

19y | Kamakura Corporation

DePfa Bank PLC Completes Kamakura Risk Manager Ins...

HONOLULU, July 8, 2002– Honolulu-based Kamakura Corporation announced today that DEPFA Bank Plc. has completed its installation of Kamakura Risk...

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Prominent Risk Expert Leonard Matz Named Kamakura Senior Vice President
Banking

Prominent Risk Expert Leonard Matz Named Kamakura Senior Vice President

19y | Kamakura Corporation

Prominent Risk Expert Leonard Matz Named Kamakura ...

HONOLULU, June 23, 2002–Risk management software and information firm Kamakura Corporation announced today that Leonard Matz, well-known risk ma...

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UNIVERSITY OF HAWAII COLLEGE OF BUSINESS ADMINISTRATION SUBSCRIBES TO KAMAKURA RISK INFORMATION SERVICES DATA BASE
Asset management

UNIVERSITY OF HAWAII COLLEGE OF BUSINESS ADMINISTRATION SUBSCRIBES TO KAMAKURA RISK INFORMATION SERVICES DATA BASE

19y | Kamakura Corporation

UNIVERSITY OF HAWAII COLLEGE OF BUSINESS ADMINISTR...

HONOLULU, June 17, 2002– Honolulu-based Kamakura Corporation announced today that the College of Business Administration at theUniversity of Haw...

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KRM is the World’s First Solution to Include Credit Scoring and Reduced Form Credit Models With Integrated Credit, Market and ALM Risk
Banking

KRM is the World’s First Solution to Include Credit Scoring and Reduced Form Credit Models With Integrated Credit, Market and ALM Risk

19y | Kamakura Corporation

KRM is the World’s First Solution to Include Credi...

HONOLULU, May 23, 2002: Kamakura Corporation announced today that the newest version of Kamakura’s integrated risk management solution, KRM Version 4....

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Kamakura Releases Research Findings on Enron and Basel II Credit Model Testing
Asset management

Kamakura Releases Research Findings on Enron and Basel II Credit Model Testing

19y | Kamakura Corporation

Kamakura Releases Research Findings on Enron and B...

HONOLULU, April 30, 2002– Honolulu-based Kamakura Corporation announced today that it has publicly released two research papers with the most ex...

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Kamakura Releases Research Findings on Enron and Basel II Credit Model Testing
Asset management

Kamakura Releases Research Findings on Enron and Basel II Credit Model Testing

19y | Kamakura Corporation

Kamakura Releases Research Findings on Enron and B...

HONOLULU, April 30, 2002– Honolulu-based Kamakura Corporation announced today that it has publicly released two research papers with the most ex...

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Kamakura Releases Research Findings on Enron and Basel II Credit Model Testing
Asset management

Kamakura Releases Research Findings on Enron and Basel II Credit Model Testing

19y | Kamakura Corporation

Kamakura Releases Research Findings on Enron and B...

HONOLULU, April 30, 2002– Honolulu-based Kamakura Corporation announced today that it has publicly released two research papers with the most ex...

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Samsung Capital Licenses Kamakura Software for Market Risk and Asset and Liability Management
Asset management

Samsung Capital Licenses Kamakura Software for Market Risk and Asset and Liability Management

19y | Kamakura Corporation

Samsung Capital Licenses Kamakura Software for Mar...

HONOLULU, April 17, 2002– Honolulu-based Kamakura Corporation announced today that Korea’s Samsung Capital Co., Ltd.has licensed the Kamakura Ri...

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Korea’s Daishin Securities Co., Ltd. Commits to Kamakura Risk Manager for Market Risk
Asset management

Korea’s Daishin Securities Co., Ltd. Commits to Kamakura Risk Manager for Market Risk

19y | Kamakura Corporation

Korea’s Daishin Securities Co., Ltd. Commits to Ka...

HONOLULU, April 3, 2002– Honolulu-based Kamakura Corporation announced today that Korea’s Daishin Securities Co., Ltd. has adopted Kamakura’s ma...

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Korea’s Daishin Securities Co., Ltd. Commits to Kamakura Risk Manager for Market Risk
Asset management

Korea’s Daishin Securities Co., Ltd. Commits to Kamakura Risk Manager for Market Risk

19y | Kamakura Corporation

Korea’s Daishin Securities Co., Ltd. Commits to Ka...

HONOLULU, March 26, 2002– Honolulu-based Kamakura Corporation announced today that Korea’s Daishin Securities Co., Ltd. has adopted Kamakura’s m...

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Commonwealth Bank of Australia To Install Kamakura Transfer Pricing Suite
Banking

Commonwealth Bank of Australia To Install Kamakura Transfer Pricing Suite

19y | Kamakura Corporation

Commonwealth Bank of Australia To Install Kamakura...

HONOLULU, March 20, 2002– Honolulu-based Kamakura Corporation announced today that Commonwealth Bank of Australia has licensed, through its tech...

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Jaqueline Outram Named Kamakura Australia and Asia-Pacific Managing Director
Asset management

Jaqueline Outram Named Kamakura Australia and Asia-Pacific Managing Director

20y | Kamakura Corporation

Jaqueline Outram Named Kamakura Australia and Asia...

HONOLULU, January 15, 2002– Honolulu-based Kamakura Corporation announced today that Ms. Jaqueline Outram has been named Managing Director at Ka...

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Global Association of Risk Professionals Names Interim Board Members
Asset management

Global Association of Risk Professionals Names Interim Board Members

20y | Kamakura Corporation

Global Association of Risk Professionals Names Int...

February 13, 2002—Today, at the GARP 2002 Convention in New York, an announcement was made by Dr. David Shimko of Risk Capital Management Partners, a ...

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Dealing Systems Expert Warren Sherman Named Kamakura Managing Director
Insurance

Dealing Systems Expert Warren Sherman Named Kamakura Managing Director

20y | Kamakura Corporation

Dealing Systems Expert Warren Sherman Named Kamaku...

HONOLULU, February 13, 2002—Risk management software and information firm Kamakura Corporation announced today that Warren Sherman has been named Mana...

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Jaqueline Outram Named Kamakura Australia and Asia-Pacific Managing Director.
Asset management

Jaqueline Outram Named Kamakura Australia and Asia-Pacific Managing Director.

20y | Kamakura Corporation

Jaqueline Outram Named Kamakura Australia and Asia...

HONOLULU, January 15, 2002– Honolulu-based Kamakura Corporation announced today that Ms. Jaqueline Outram has been named Managing Director at Ka...

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Cornell Theory Center Adds Kamakura Treasury Data Base
Banking

Cornell Theory Center Adds Kamakura Treasury Data Base

20y | Kamakura Corporation

Cornell Theory Center Adds Kamakura Treasury Data ...

HONOLULU, October 1, 2001– Honolulu-based Kamakura Corporation announced today that the Cornell Theory Center has subscribed to the Kamakura Ris...

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Trading Profits from the Merton Credit Model
Banking

Trading Profits from the Merton Credit Model

20y | Kamakura Corporation

Trading Profits from the Merton Credit Model

I wanted to give you advance notice of Kamakura credit risk research completed yesterday on the trading profits from the use of the Merton credit mode...

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Offer of Assistance from Kamakura
Asset management

Offer of Assistance from Kamakura

20y | Kamakura Corporation

Offer of Assistance from Kamakura

Dear friends and colleagues,The magnitude of Tuesday’s tragedy is just now being fully appreciated,particularly its impact on those in the risk ...

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Risk-Management Solution Provider Partners with Kamakura Corporation to Enhance International Software Offering
Asset management

Risk-Management Solution Provider Partners with Kamakura Corporation to Enhance International Software Offering

20y | Kamakura Corporation

Risk-Management Solution Provider Partners with Ka...

ATLANTA (August 13, 2001) — IPS-Sendero and Kamakura Corporation today announced the formation of a strategic alliance. According to their agree...

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DAIHAN INVESTMENT & TRUST CO. PURCHASES KAMAKURA MARKET RISK SYSTEM
Asset management

DAIHAN INVESTMENT & TRUST CO. PURCHASES KAMAKURA MARKET RISK SYSTEM

20y | Kamakura Corporation

DAIHAN INVESTMENT & TRUST CO. PURCHASES KAMAKURA M...

HONOLULU, July 13, 2001- Kamakura Corporation, the Honolulu-based provider of risk information, processing and software, announced today that Daihan I...

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SHINSEI BANK, LTD. LICENSES KAMAKURA CREDIT RISK, MARKET RISK, ALM AND TRANSFER PRICING SYSTEM
Banking

SHINSEI BANK, LTD. LICENSES KAMAKURA CREDIT RISK, MARKET RISK, ALM AND TRANSFER PRICING SYSTEM

20y | Kamakura Corporation

SHINSEI BANK, LTD. LICENSES KAMAKURA CREDIT RISK, ...

June 12, 2001 – On behalf of the partners at Kamakura Corporation, it is our pleasure to let you know that Shinsei Bank, Ltd., formerly known at...

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SMITH BREEDEN AND KAMAKURA CORPORATION ANNOUNCE MARKETING ALLIANCE IN ASIA
Banking

SMITH BREEDEN AND KAMAKURA CORPORATION ANNOUNCE MARKETING ALLIANCE IN ASIA

20y | Kamakura Corporation

SMITH BREEDEN AND KAMAKURA CORPORATION ANNOUNCE MA...

HONOLULU, May 16, 2001– Honolulu-based Kamakura Corporation and Smith Breeden Associates, Inc. of Chapel Hill, North Carolina announced a market...

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KAMAKURA SIGNS MAJOR JAPANESE LEASING COMPANY FOR RISK PROCESSING SERVICES
Banking

KAMAKURA SIGNS MAJOR JAPANESE LEASING COMPANY FOR RISK PROCESSING SERVICES

21y | Kamakura Corporation

KAMAKURA SIGNS MAJOR JAPANESE LEASING COMPANY FOR ...

HONOLULU, January 30, 2001 – Honolulu-based Kamakura Corporation announced today that it has reached agreement a major Japanese leasing company ...

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