KRM for Yield Curve Analytics

Kamakura Yield Curve Smoothing

The quality of the numbers produced by a risk management system is the single most important measure of the system's ability to help organizations improve shareholder value.

Kamakura Risk Manager (KRM) has a powerful set of strengthens that are applied consistently across the full spectrum of risk analysis:

  • Best financial analytics in the risk management software industry, led by the financial research of Dr. Robert Jarrow
  • Total integration of credit risk, market risk, asset and liability management, and performance measurement
  • Scalable from desk top to the full enterprise in three-tiered client server mode, processing millions of transactions if the user desires using KRM’s distributed processing features
  • Same graphic user interface as all other Kamakura Risk Manager modules
  • Rich ODBC-compliant data architecture shared across all risk calculations in KRM
  • Very high-speed closed form solutions to maximize the quality of the risk management measures produced by the system 
  • 100% installation success rate for the Kamakura Risk Manager system, which has never failed to produce high quality risk management results for Kamakura clients using client data on the client site
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Tags:
market risk, VAR, value at risk, Kamakura, Kamakura Corporation, KRM, algorithmics, riskmetrics

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