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Kamakura signs three to default probability service

08 April 2003  |  2019 views  |  0 Kamakura signs three to default probability service

US hedge fund Etolian Capital, Texas-based Southwest Corporate Federal Credit Union and Credit Risk Advisors have licensed Hawaii-based Kamakura Corporation's multiple model default probability service, Kris-cr.

The product, released by Kamakura's Risk Information Services (Kris) division last year, provides default probabilities based on a multiple models approach in order to be compliant with Basel II regulations.

George Handjinicolaou, founder of Etolian Capital, says: "Kris-cr is the only default probability service that offers advanced Merton model default probabilities, the new Jarrow reduced form default probabilities, and a hybrid approach in one package."

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