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.

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.

Next-generation technologies and the future of trading

At a Risk.net webinar in association with capital markets technology provider Numerix, panellists discuss the potential for increased adoption of the public cloud to boost investment performance, its impact on risk management and overcoming barriers to…

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