Brief: Kamakura wins Shinsei risk management contract

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

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Brief: Kamakura wins Shinsei risk management contract

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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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