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Kamakura Corporation

Profile

Kamakura Corporation History

Founded in 1990 by Dr. Donald R. van Deventer, Kamakura Corporation is a world leading provider of credit risk data and analytics as well as enterprise risk management solutions and consulting. Kamakura’s executive team represents a broad and diverse cross-section of in-depth experience in credit modelling, economics, financial risk management, information technology, accounting, academics, banking and regulatory oversight.

Led by the world-renowned Professor Robert A. Jarrow, Kamakura’s research efforts provide a state of the art and robust underpinning for the models, enterprise risk solutions, data and consulting offered. The result are highly predictive credit models and data as well as a fully integrated approach to risk management the captures all key risk factors in a granular, methodically consistent and computationally highly efficient manner.


Kamakura for Fixed Income Investors

Credit Risk Data

Kamakura Co offers several ground-breaking and highly accurate credit default risk models that cover listed firms, large and medium sized unlisted firms, SMEs and sovereigns. All models provide daily updated risk assessment with a 30-year history and cover a horizon of 1 to (up to) 120 months. Deterioration in creditworthiness is generally picked up much faster than by agency ratings and often earlier than in the bond or CDS markets such that risk can be managed quickly and cost effectively.

Models Deal Selection

Through various additional credit models that provide valuable insight into credit risk, implied credit ratings, implied CDS/credit spreads and expected future ratings, good credit can easily be isolated from less attractive credit. Coupled with our rich bond data analytics attractive investments can be pinpointed and selected effectively.

Portfolio Risk Dynamics

Kamakura Co was to first company in the world to provide a fully integrated credit risk, market risk, asset & liability management and performance measurement solution. After two decades of further development our computationally efficient and highly sophisticated solution provides a uniquely granular view on portfolios, cash flows and risk factors and can assess portfolios consisting of millions of holdings. VaR, scenario analyses and multiperiod stochastic or deterministic risk and P&L forecasts are thus always at your fingertips. 

Easy Integration

Kamakura credit data, analytics and risk management solutions can be deployed and accessed in a variety of ways that include APIs, bulk data feeds, web interfaces, client-managed solutions or RaaS implementation. Through our very experienced and technically versatile implementation team, integration of our data and solutions can be achieved quickly and tailored to the client's specific needs and ambitions.