2222 Kalakaua Avenue, Ste 1400
Honolulu, HI 96815
Kamakura's executive team represents a broad and diverse cross-section of in-depth experience in economics, financial management, information technology, credit modeling, risk assessment, accounting, business administration, higher education, banking and regulatory oversight.
Too often rate risk measurement assumes that credit risk and liquidity risk are constant. Concurrently, credit risk measurement assumes that rate risk and liquidity risk are held constant. Kamakura offers fully integrated credit risk, market risk, asset & liability management, and performance measurement in a single software solution.
Flexible by design, Kamakura clients can choose from a broad selection of tools and features. Kamakura offers reduced form and structural credit models, default probability estimation from current market prices and from historical default data bases, seven different yield curve smoothing methods, six different term structure models, three stochastic models and much more.
Kamakura Risk Manager (KRM), first sold commercially in 1993, is a fully integrated enterprise risk management system that combines asset and liability management, credit portfolio management, market risk management, Basel II and other capital allocation technologies, transfer pricing, and performance measurement.
Kamakura Risk Information Services (KRIS) provides extensive risk information on credit risk and interest rates. Credit risk information in KRIS includes default probabilities, default correlations, implied spreads and implied ratings for a wide range of counterparties.
Kamakura Online Processing Services (KOPS) recognize that many financial institutions, governments and corporations require risk management results but cannot currently invest the time or money in an external risk management software system.
Kamakura Risk Consulting Services (KRCS) represent a range of quantitative finance needs relating to asset valuation, derivatives pricing and risk measurement. In providing these services, Kamakura combines extensive industry knowledge, quantitative finance research, and practical experience in financial companies and other business organizations.