Kamakura launches sovereign default probability service

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.

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