Kamakura upgrades key risk management system

The company has updated its technology to include a credit scoring service that enables managers to estimate default probabilities with any user-defined set of variables, such as interest rates, credit derivatives prices, debt and equity prices, and accounting data.

KRM Version 4.0 also includes a credit derivatives pricing model, and has a default simulation capability that Kamakura claims allows balance sheet managers to see the impact of credit risk over multiple periods.

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