Korean pension fund employs Kamakura system

Providing pensions for more than 200,000 member teachers and with reserves of more than 3,365 billion Korean won ($2.8 billion), Korea Teachers Pension Fund is the first buy-side institutional investor to employ the Kamakura Risk Manager system.

Unisys Korea, a subsidiary of information technology services company Unisys, is acting as systems integrator on the project.

“We expect many more sophisticated institutional investors to employ Kamakura’s fully integrated approach to credit risk, market risk, liquidity risk, and asset and liability management,” said Donald van Deventer, president and chief executive of Kamakura Corporation. He added that the distinction between fund managers and other types of financial services companies is disappearing rapidly.

As part of the project, the system will be fully integrated with third-party back-office and investment management performance measurement systems, said the software company.

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