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Honolulu, United States of America Office Head Office

2222 Kalakaua Avenue, Suite 1400
Honolulu
HI
US

New York, NY Office


New York
NY
US

Tokyo, Japan Office Head Office

Level 11, Aoyama Palacio Tower 3-6-7 Kita-Aoyama Minato-ku Tokyo, 107-0061 Japan
Tokyo
JP

Telephone

808-539-3830

Contact

Kathren Bade
[email protected]

KRM for Yield Curve Analytics

Kamakura Yield Curve Smoothing The quality of the numbers produced by a risk management system is the single most important measure of the system’s ability to help organizations improve shareholder value. Kamakura Risk Manager (KRM) has a powerful set of strengthens that are applied consistently across the full spectrum of risk analysis: Best financial analytics …

KRM for Market Risk

Kamakura Market Valuation Many risk management experts rely on valuation and stress testing in addition to value at risk techniques. Thus accurate market values are even more critical than they are in a VAR context. Kamakura’s valuation technology is unique in the following ways: Seven yield curve smoothing methods including an unpublished maximum smoothness credit …

KRM for Net Income Simulation

Kamakura Net Income Simulation Kamakura Risk Manager (KRM) allows users to focus on the managing the firm’s earnings, and ultimately the value of the firm using the following measures: Net income simulation on a full credit-adjusted basis with stochastic default, incorporating the credit models of Dr. Robert Jarrow. Net income simulation of both the full …

KRM for Credit Risk

Kamakura Credit Risk Kamakura’s industry leading credit risk analytics were first released in production form in May, 2000. Kamakura’s risk management software clients now for the first time can perform key risk management tasks in one piece of software with one data base, one graphic user interface and one set of analytical libraries: Calculate default …

Overview of KRM for Integrated Credit Risk, Market Risk, ALM

Kamakura Risk Manager (KRM) All major branches of risk management are dependent on the same core analytics techniques.  Kamakura recognized this in 1993 when we launched our company as the world’s first vendor to provide a fully integrated enterprise risk management system.Kamakura Risk Manager (KRM) completely integrates credit portfolio management, market risk management, asset and …