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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]

KRIS Credit Portfolio Analysis

Credit Portfolio Analysis

KRIS credit portfolio analysis features high ease of use due to its seamless integration with the Kamakura default probability service and its reliance on the extensive Kamakura network of multi-chip servers which perform the calculations.

OverviewKRIS credit portfolio analysis boasts a number of important features that make it unique among analytical packages, chief among them are a multiple models approach, powerful servers hosted by Kamakura in a highly secure computer facility shared with major financial institutions and agencies of the U.S. government, and repeated demonstrations as more accurate than agency ratings and agency-supplied default probabilities as a basis for default prediction.

BenefitsThe primary benefits of KRIS credit portfolio analysis are objective credit quality measurement, modern default correlation technology, high performance default prediction and no conflict of interest. credit portfolio modeling analyses are available via online access.

TechniquesUsers can choose among multiple credit portfolio simulation techniques. These techniques include the commonly used Copula/Merton approach as well as more advanced methodologies such as Macro-Factor Driven Default Probability Portfolio Modeling which can pull from 27 international macro-economic factors. Outputs include valuations, value distributions, losses and loss distributions.

 

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