The service will provide default probabilities on 180 countries, with historical default probabilities available since 1980.
The Hawaii-based company started development work in 2006, overseen by managing director of research Robert Jarrow and senior research fellow Jens Hilscher. The development work also received input from a range of financial institutions in Asia, North America and Europe.
Kamakura launched a public company default probability service through its Kamakura risk information services (Kris) platform in November 2002. The new data will also be available on Kris.
The week in Risk.net, February 10-16 2017Receive this by email