Martin Zorn, President and COO of Kamakura Corporation, said Wednesday, “We are extremely proud to announce the development of KRM Version 10, which continues Kamakura’s thought leadership with respect to risk while adding a host of new capabilities. With Version 10, you can efficiently simulate multi-period, credit-adjusted cash flows, providing superior measurement for integrated risk management, capital allocation, risk hedging, financial reporting, and regulatory compliance. This new version will allow us to provide a longer product life cycle in which new features can be more easily incorporated. We are already developing the next generation of reduced-form models to value bonds and other asset classes that leverage the capabilities of KRM and Kamakura…
