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- Practical Usage of Credit Risk Models in Loan Portfolio and Counterparty Exposure Management: An Update
- This paper briefly reviews the various credit risk models available. It discusses how one should evaluate these credit risk models. It argues that credit risk models need to be verified by multiple performance tests: their performance in ranking companies in the ordinal ranking of riskiness, the consistency between actual and...
- White papers 2004-04-14
- Risky Coupon Bonds as a Portfolio of Zero-Coupon Bonds
- This paper characterizes conditions under which a risky coupon bond is equivalent to a portfolio of risky zero-coupon bonds. This characterization is extended to enable the estimation of firm specific zero-coupon bond prices from risky coupon bond prices for the determination of firm specific credit risk curves. This paper provides...
- White papers 2004-02-01
- Advanced Credit Model Performance Testing to Meet Basel Requirements
- The purpose of this chapter is to provide a framework for answering that question and to provide some concrete answers. The primary reasons why there is so little evidence on the performance of credit models fall into two categories. The first is the considerable expense and expertise, both in terms...
- White papers 2003-10-07
Additional Resources
- Kamakura Announces Sharp Decline in Corporate Credit Quality
- Kamakura Corporation announced today that its monthly index of troubled companies in the United States rose sharply for the fourth consecutive month, hitting 16.0% of the public company universe in April. The Kamakura troubled company index jumped up 2.4% from March, the largest single month increase since Kamakura first...
- Research articles 2005-05-03
- Kamakura and Unisys Renew World-Wide Alliance for Risk Management and Basel II Solutions
- Kamakura Corporation and Unisys Corporation (NYSE: UIS) announced today that their world-wide marketing alliance for the Kamakura Risk Manager enterprise-wide risk management software has been renewed for another three-year term. The Kamakura Risk Manager system is an integrated credit risk, market risk, asset and liability management, and performance measurement...
- Research articles 2005-02-04
- ORIX Deputy President Yukio Yanase and RISK Hall of Fame Member Robert Jarrow Named Kamakura Directors
- Kamakura Corporation announced today that Yukio Yanase, Deputy President of ORIX Corporation, and Professor Robert Jarrow, Ronald P. and Susan E. Lynch Professor of Investment Management at Cornell University, have been named to the Board of Directors of Kamakura Corporation. The appointment of Mr. Yanase and Professor Jarrow, who also...
- Research articles 2006-10-19
- Business 2.0(TM) Names Kamakura "Company to Watch" in One of Seven Hottest Technologies
- Kamakura Corporation reported today that leading high technology magazine Business 2.0TM has named Kamakura one of three "companies to watch" in the credit risk modeling sector. Business 2.0 named credit risk modeling one of the seven hottest technologies of the year, with current revenues of $100 million, projected to grow...
- Research articles 2004-12-17
- MetLife Signs for Kamakura Basel II Solution
- Kamakura Corporation reported today that MetLife, one of the ten largest life insurance companies in the world, has signed an agreement with Kamakura to extend its enterprise-wide Kamakura Risk Manager [KRM] software implementation to include calculation and reporting of Basel II capital requirements. The Company, which has over $527 billion...
- Research articles 2007-04-10
- UH Business School Dean Vance Roley Named Outside Director of Kamakura Corporation
- Kamakura Corporation announced today that Professor V. Vance Roley has been nominated to the Board of Directors of Kamakura Corporation. Dr. Roley is Dean of the University of Hawaii at Manoa's College of Business Administration and First Hawaiian Bank Distinguished Professor of Leadership and Management. Kamakura Corporation is...
- Research articles 2006-07-27
- Hong Kong's Dah Sing Bank Licenses Kamakura Risk Manager for Asset and Liability Management and Credit Risk Management
- Kamakura Corporation announced today Hong Kong's Dah Sing Bank has licensed Kamakura's enterprise-wide risk management software system Kamakura Risk Manager KRM for integrated analysis of interest rate risk management and credit risk management. Dah Sing Bank is not only one of Hong Kong's leading banks, but the Bank is...
- Research articles 2007-11-06
- Export Development Canada Licenses Kamakura Risk Manager for Credit Portfolio Management
- Kamakura Corporation reported today that Export Development Canada, headquartered in Ottawa, has licensed the Kamakura Risk Manager risk management software system for credit portfolio management. EDC, which provides financial services to help Canadian companies and investors expand their international business in some 200 countries world-wide, selected Kamakura and the...
- Research articles 2008-01-22
- DEPFA Bank PLC Completes Kamakura Risk Manager Installation With XML Data Interface
- Honolulu-based Kamakura Corporation announced today that DEPFA Bank Plc. has completed its installation of Kamakura Risk Manager KRM and is actively using the KRM suite for market risk management on a portfolio of more than 65,000 transactions, including complex derivatives. The DEPFA Bank licensed the full Kamakura Risk Manager...
- Research articles 1970-01-01
- Kamakura And Westpac To Implement Integrated Market Risk, ALM And Transfer Pricing System
- Business Editors HONOLULU--BUSINESS WIRE--Dec. 22, 2000 Honolulu-based Kamakura Corporation announced today that it has reached agreement with Westpac Banking Corporation in Sydney to implement the full Kamakura risk management software suite for its asset & liability management function. Westpac will roll out Kamakura's existing risk management modules...
- Research articles 2000-12-22
- Kamakura Risk Manager products available from Unisys
- UNISYS Corporation and Kamakura Corporation has announced an agreement whereby Unisys will offer its clients the Kamakura Risk Manager KRM suite of products. This suite of leading-edge solutions for the financial services market will allow clients to dramatically broaden and fortify their ability to assess and manage various forms of...
- Research articles 1998-12-16
- Commonwealth Bank Of Australia To Install Kamakura Transfer Pricing Suite
- Honolulu-based Kamakura Corporation announced today that Commonwealth Bank of Australia has licensed, through its technology partner EDS Australia, the Kamakura Risk Manager KRM Transfer Pricing Suite. The KRM Transfer Pricing Suite will provide a core component of the Bank's risk and performance management framework.KRM is the world's first software...
- Research articles 1970-01-01
- Fiserv's IPS-Sendero Unit Announces Deal with Arab National Bank; Bank Purchases IPS-Sendero Kamakura Risk Management Solution
- LONDON -- IPS-Sendero, a unit of Fiserv, Inc. (Nasdaq:FISV) and a provider of technology solutions and education for enterprise risk, said Arab National Bank, based in Riyadh, Saudi Arabia, selected the IPS-Sendero Kamakura Risk Management system KRM for its market and treasury portfolio credit risk operations.
- Research articles 2005-11-22
- Kamakura Reports Another Sharp Decline in Global Credit Quality in January
- Kamakura Corporation announced today that its monthly index of troubled public companies increased sharply in January, rising 1.9% to 12.1% of the global public company universe. Current credit conditions are barely better than the 13.4% average for the index in 18-year period since January 1990. Current credit conditions are better...
- Research articles 2008-02-04
- National Australia Bank Selects Kamakura Risk Manager for Liquidity Risk Management
- Business Editors
- Research articles 2000-04-26
- National Australia Bank Goes Live With Kamakura Risk Manager Net Income Simulation And Liquidity System; Bank Is Processing More Than One Million Transactions Every Day
- Business Editors/Hi-Tech Writers
- Research articles 2001-01-04
- Japanese Buddhism: a Cultural History.(Book Review)
- Japanese Buddhism: A Cultural History. By Yoshiro Tamura. Tokyo: Kosei Publishing Co., 2000. Pp. 232. Paper $14.95. Japanese Buddhism: A Cultural History is a recent English translation of a work by Yoshiro Tamura originally published in Japan in the late 1960s. Tamura,...
- Research articles 2005-01-01
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