Kamakura Corporation
Clarity, Accuracy & Transparency Kamakura Corporation is one of the world’s premier providers of* Risk management software* Risk management information* Risk management processing Kamakura Corporation is the world’s leading provider of risk management solutions – software, information and consulting – because successfully managing financial risk while meeting regulatory requirements demands
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Editorial Team
- May 12, 2021
- 3 minutes
Tagline
Mission statement
Kamakura Corporation is one of the world’s premier providers of
* Risk management software
* Risk management information
* Risk management processing
Profile
Kamakura Corporation is the world’s leading provider of risk management solutions – software, information and consulting – because successfully managing financial risk while meeting regulatory requirements demands industry- leading research, fully integrated applications, flawless execution and quantifiable results.
Benefits
Kamakura Corporation is the first software company in the world to provide a single fully integrated software package that does these critical functions that used to be performed by different vendors:
* Default probability estimation from market and accounting data
* Credit-adjusted value at risk
* Market risk
* Asset and liability management
* Net income simulation and balance sheet simulation
* Performance measurement and transfer pricing
KamakuraÂ’s clients can process millions, not hundreds, of transactions daily because of the speed of KamakuraÂ’s financial analytics and the integration of the system. Most importantly, KamakuraÂ’s clients have never failed to successfully operate the Kamakura Risk Manager system on their site with their data. This flawless record of successful installation is very unique in the risk management software business. KamakuraÂ’s clients have been able to achieve this processing volume and successful implementation record because all Kamakura software modules:
* Are part of the same fully integrated system
* Use the same graphic user interface
* Use the same enterprise wide data base design
* Use the same financial analytics
* Use the same reporting tools and the same fully accessible input and output files
Focus
KAMAKURA PRODUCTS & SERVICES
* Kamakura Risk Information Services
* Kamakura On-Line Processing Services
* Kamakura Risk Manager Software
* KRM-cr: Credit Risk and Credit-Adjusted Valuation
* KRM-var: Option-Adjusted Value at Risk
* KRM-yc and KRM-mv: Option-Adjusted Market Valuation
* KRM-ni: Stochastic Net Income Simulation
* KRM-dc: Non-Maturity Deposit and Credit Card Valuation
* KRM-tp: Option-Adjusted Transfer Pricing
* Kamakura Risk Manager and Insurance
* Risk Management Research
* Risk Management Consulting
* Investment Banking
Goals
ROBERT JARROW, RESEARCH MANAGING DIRECTOR
KamakuraÂ’s processing speed and analytical quality are due to innovative research by Professor Robert A. Jarrow, KamakuraÂ’s Managing Director for research. Kamakura strongly believes that clients deserve the integrity of academic review to insure the accuracy of all risk management calculations, and for that reason Kamakura has the leading publishing record in the risk management software industry. KamakuraÂ’s unpublished research and working papers are distributed only to clients, but the most popular research papers downloadable from the Kamakura web site.
People
For a web demo of the Kamakura Risk Manager system, please contact Leonard Matz at 1-724-654-9775 or email: sales@kamakuraco.com.
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