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
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