Kamakura Risk Information Services (KRIS) provides credit professionals with the data, tools and insights necessary to manage risks inherent in credit portfolios and to optimize credit investment decisions. KRIS is utilized by major financial institutions and regulators around the world as a means of accurately pricing credit risk.
KRIS provides a full term structure of default for both corporate and sovereign credit names based upon a multiple models approach. Kamakura default probabilities are updated daily and cover more than 38,000 companies in more than 68 countries.
Implied CDS Spreads, Implied Ratings and Default Correlations
In addition to default probabilities, KRIS provides additional quantitative measures of credit worthiness such as implied CDS spreads and implied ratings for 38,000+ global companies. KRIS default correlations are available across the entire KRIS universe of corporate names for all models and default terms.
Troubled Company Index
The Kamakura Troubled Company Index provides a daily measure of global credit quality based on the aggregate level of default probabilities in the KRIS coverage universe.
Credit Portfolio Management
KRIS provides users with the ability to create and track credit name portfolios and to view these portfolios in a variety of online analytical reports or downloaded for further analysis.
Credit Portfolio Analysis and Simulation
KRIS Portfolio Analysis provides users with an integrated, easy to use and powerful Monte Carlo based credit portfolio simulation and reporting engine. KRIS Portfolio Analysis allows sophisticated investors and credit managers to more accurately model complex credit portfolios and to gain greater understanding of the valuation and loss distributions inherent in credit portfolios.