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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 Troubled Company Index

Kamakura Troubled Company Index

Kamakura defines a troubled company as one whose annualized monthly default probability is more than 1.00%. The troubled company index represents the percentage of firms in the global KRIS public firm universe classified as troubled. The current troubled company index is based on more than 20,000 firms in 29 countries.

KRIS users can construct their own troubled company index using any of the five default models currently available on KRIS, and by utilizing any maturity of default probability or any probability level that the user considers “troubled.” Kamakura can also aid users in creating a daily updated “expected number of defaults index” for any subset of the KRIS coverage that is of interest to the user.

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