Kamakura Corporation

has released the latest version of its integrated risk management system, KRM Version 4.0. The software includes a broader version of its system testing for the probability of a borrower defaulting. The possibility of default can be estimated from the prices of credit derivative and debt, and a combination of equity prices and accounting data. The software also has the ability to simulate default for individual counterparties. Dr Donald van Deventer, Kamakura's chief executive officer, said it

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here