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 on Risk.net,October 14-20, 2016Receive this by email