SOURCE: Kamakura Corporation

Kamakura Corporation

February 10, 2011 10:00 ET

Kamakura Risk Portal Release 3.5 Available to Clients in 34 Countries

Support for KRM v7.2 With Enhanced Reporting Capabilities

NEW YORK, NY--(Marketwire - February 10, 2011) - Kamakura Corporation announced today that version 3.5 of its Kamakura Risk Manager Risk Portal web-based reporting system is available for use by clients in 34 countries. The key features of this release include support for Kamakura Risk Manager version 7.2, support for laptop deployment with the Apache Geronimo Application Server, an advanced search function that allows a user to filter reports for scenario type, database schema or among multiple databases, expanded risk manager reports and the ability to export to Excel. 

The KRM Risk Portal is a web-based Java application that allows KRM clients to easily produce a suite of standard reports, prepare ad-hoc reports or create management and Board level risk dashboards. The power of the Risk Portal is the ease and timeliness in which users have the ability to query the database and produce reports outside of the production cycle. Additional flexibility comes from being able to export to Excel. These tools make it simple to apply "what if" analysis, sort by hierarchy or attributes and build customer reports. It provides secured access to a client's portfolio as well as all KRM run results. Data access is customized by the user. Alternative approaches to risk reporting have to be upgraded by the user with each revision in the Kamakura Risk Manager data base architecture. With KRM Risk Portal, this transition is handled by Kamakura's development team with considerable cost savings to KRM clients.

The report suite now includes a wide array of financial, ratio, and risk reports including VAR reports:

  • Financial Ratio Analysis Summary
  • Risk Policy Limits Summary
  • Risk Limit Adherence -- both single scenario analysis and Monte Carlo analysis
  • Risk Limit Violation Reporting
  • Regulatory Reports, including Basel II, Basel III and country-specific reporting requirements
  • Financial Ratio Comparison -- Monte Carlo
  • Portfolio Level Reports
  • Interest Rate Risk
  • Target Net Interest Income Reports
  • Net Income Autobalancing
  • Liquidity Risk
  • Market Risk
  • Credit Risk
  • Economic and Basel Capital
  • Value at Risk -- VaR backtesting
  • Value at Risk -- Matrix VaR P&L attribution
  • Value at Risk -- by risk factor

The system flexibility includes the ability to easily define report formats or output in graphical form.

Risk Portal is the perfect application tool to further leverage the data from KRM and optimize the ability to use the data and output for effective and enhanced risk and compliance management.

For more information on KRM Risk Portal 3.5, KRM version 7.2, or version 5.0 of Kamakura's industry-leading public firm and sovereign default probability models please contact Kamakura at info@kamakuraco.com.

About Kamakura Corporation
Founded in 1990, Honolulu-based Kamakura Corporation is a leading provider of risk management information, processing and software. Kamakura, along with its distributor Fiserv, was ranked number one in asset and liability management analysis and liquidity risk analysis in the RISK Technology Rankings in 2009. Kamakura Risk Manager, first sold commercially in 1993 and now in version 7.2, was also named in the top five for market risk assessment, Basel II capital calculations, and for "risk dashboard." Kamakura was also ranked in the RISK Technology Rankings 2008 as one of the world's top 3 risk information providers for its KRIS default probability service. The KRIS public firm default service was launched in 2002, and the KRIS sovereign default service, the world's first, was launched in 2008. KRIS default probabilities are displayed for 2000 corporates and sovereigns via the Reuters 3000 Xtra service. Kamakura has served more than 200 clients ranging in size from $1.4 billion in assets to $1.6 trillion in assets. Kamakura's risk management products are currently used in 34 countries, including the United States, Canada, Germany, the Netherlands, France, Austria, Switzerland, the United Kingdom, Russia, the Ukraine, Eastern Europe, the Middle East, Africa, South America, Australia, Japan, China, Korea and many other countries in Asia.

Kamakura has world-wide distribution alliances with Fiserv (www.fiserv.com), Sumisho Computer Systems (http://www.scs.co.jp/english/), Unisys (www.unisys.com), and Zylog Systems (www.zsl.com) making Kamakura products available in almost every major city around the globe.

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