Brief: Samsung Capital selects Kamakura for risk management

Brief: Samsung Capital selects Kamakura for risk management

Korea’s Samsung Capital Co. has licensed Kamakura Corporation's Risk Manager software package for both market risk and asset and liability management.

The software package offers default probability estimation, credit-adjusted value at risk, net income simulation, and transfer pricing in a single fully-integrated software product.

The deal is Kamakura's eighth KFM contract win in Korea. E*Value of Seoul will act as systems integrator for the project.

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