The KRIS service also includes a wide array of other default probability models that can be seamlessly loaded into Kamakura's state-of-the-art enterprise risk management software engine, the Kamakura Risk Manager. Available models include the non-public-firm default model, the commercial real estate model, the U.S.
Kamakura Risk Manager, first sold commercially in 1993 and now in version 10.0.3, is the first enterprise risk management system for users focused on credit risk, asset and liability management, market risk, stress testing, liquidity risk, counterparty credit risk, and capital allocation from a single software solution.
Through the use of Kamakura Risk Manager
(KRM version 10) and Kamakura Risk Information Services (KRIS version 6), banks, insurers, and fund managers have a rich suite of tools incorporating the most advanced analytics for enterprise risk management.
Implementation challenges, including a detailed approach to computing loan impairment, a comparison between calculating expected credit losses under Basel III and IFRS 9, and practical demonstrations of the Kamakura Risk Manager (KRM) integrated risk product, with special emphasis on IFRS 9, were covered in detail.
Kamakura Risk Manager software was first sold commercially in 1993 and is now in version 8.1.
Kamakura Corporation said that Malaysia-based AmBank Group has implemented Kamakura Risk Manager
Provided with full access to modeling details and underlying mathematics, Kamakura's clients have never failed to successfully operate the Kamakura Risk Manager
system on their site with their data.
Kamakura Risk Manager
, first sold commercially in 1993 and now in version 8.1, is the first enterprise risk management system with users focused on credit risk, asset-liability management, market risk, stress testing, liquidity risk, IFRS/IAS compliance, counterparty credit risk, and capital allocation from a single software solution.