Description

Kamakura Risk Manager (KRM) is a suite of enterprise risk analytical solutions designed for financial institutions. These products enable users to calculate default probabilities and expected losses for sovereigns and municipalities, examine the risk measures for changes in any risk factor, display the impact of default on value at risk, view repricing and maturity structure of the firms through GAP analysis, create audit reports through automatically generated forward rates, generate forward rate curves automatically, as well as optimize fixed and floating rate instrument valuation. Products include Kamakura Credit Risk, Kamakura Net Income Simulation, Kamakura Yield Curve Smoothing, Kamakura Market Valuation, Kamakura Value At Risk, and Kamakura Transfer Pricing.