Brief: Kamakura wins Shinsei risk management contract

Brief: Kamakura wins Shinsei risk management contract

Japan's Shinsei Bank has licensed Kamakura Corporation's full suite of risk management software products.

The bank will use the integrated software system for default probability estimation, credit exposure management, market risk calculations, net income and balance sheet simulation, value at risk on a credit adjusted basis, and matched maturity transfer pricing and performance measurement.

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