About Kamakura Risk Manager
Kamakura Risk Manager is a risk management software from SAS Institute that provides comprehensive risk assessment and analysis. It combines credit risk modeling, market risk evaluation, and liquidity risk analysis so that organizations can make informed financial decisions. The platform supports regulatory compliance and helps with portfolio management by offering extensive reporting and simulation capabilities. Key capabilities: credit risk analysis market risk assessment liquidity risk evaluation regulatory compliance portfolio management Best for: financial institutions that need to manage and assess various types of risks effectively.
Kamakura Risk Manager (KRM) is a best-in-class, research-driven solution for Enterprise Risk Management (ERM), setting the standard for integrated financial risk analytics in the financial services sector. Now part of SAS, KRM's core strength is its unique ability to combine and analyze Credit Risk, Market Risk, Liquidity Risk, and ALM in a single, unified system, providing a "single risk universe" that satisfies regulatory demands. Its use of proprietary credit-adjusted models and full compliance with global standards (Basel III, IFRS 9, CECL) ensures unmatched analytical accuracy and reporting integrity. While the platform is sophisticated and requires significant investment and quantitative skill, KRM is the indispensable choice for large, complex banks and financial institutions demanding the most rigorous, transparent, and integrated approach to managing enterprise-wide financial risk.
Pros & Cons
- Fully supports complex and computationally heavy regulatory requirements
- Provides advanced credit-adjusted VaR, CVA, and Net Income Simulation
- It has capability to integrate Credit, Market, and Liquidity Risk into one coherent system
- It is highly scalable
- Optimal functionality and analytical power are reliant on the separate subscription to the KRIS data service
- Implementation is a lengthy and resource-intensive project.
- It often requires a substantial budget and specialized quantitative expertise to manage.
Features
Key features
KRM was the first vendor to offer a single platform that fully integrates Credit Risk, Market Risk, Liquidity Risk, and ALM using a single analytical engine and database.
Utilizes the integrated KRIS data service (default probabilities for 40,000+ companies) to perform credit-adjusted, option-adjusted valuation and Net Income Simulation, providing a true measure of risk and return.
Delivers comprehensive analytics to calculate regulatory capital under Basel III, FRTB, IFRS 9 (Expected Credit Loss), and CECL (Current Expected Credit Loss), ensuring global compliance with the latest standards.
Allows users to easily set up multi-period, customized stress tests and run sophisticated simulations like Value at Risk (VaR) and Expected Shortfall across all risk factors.
Additional features
Performs transaction-level valuation, simulation, and cash flow analysis necessary for effective ALM and multi-period forecasting.
Provides robust mathematical models for the valuation, pricing, and hedging of a wide range of financial instruments, including complex derivatives and exotics.
Includes specialized analytics for implementing credit-adjusted and option-adjusted transfer pricing methodologies across different business units.
Features dynamic tools for managing and reporting regulatory liquidity measures such as the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR).
Includes behavioral model capabilities for instruments with non-determinant maturities (e.g., deposits, credit cards), which is critical for accurate liquidity and forecasting.
Adheres to a transparency-based tenet by providing clients with full access to the modeling details and underlying mathematics, satisfying regulator demands for a "no black box" approach.
Pricing
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About Kamakura Risk Manager
Kamakura Risk Manager is a risk management software from SAS Institute that provides comprehensive risk assessment and analysis. It combines credit risk modeling, market risk evaluation, and liquidity risk analysis so that organizations can make informed financial decisions. The platform supports regulatory compliance and helps with portfolio management by offering extensive reporting and simulation capabilities. Key capabilities: credit risk analysis market risk assessment liquidity risk evaluation regulatory compliance portfolio management Best for: financial institutions that need to manage and assess various types of risks effectively.
Kamakura Risk Manager Details
Kamakura Risk Manager's In-App Market Place
Does Kamakura Risk Manager have an in-app market place?
Yes
How many Mini-Apps in the marketplace?
1
Mini Apps
N/A
Pricing Options
Accepted Payment Currencies
USD ($), EUR (€), GBP (£)
Pros & Cons
- Fully supports complex and computationally heavy regulatory requirements
- Provides advanced credit-adjusted VaR, CVA, and Net Income Simulation
- It has capability to integrate Credit, Market, and Liquidity Risk into one coherent system
- It is highly scalable
- Optimal functionality and analytical power are reliant on the separate subscription to the KRIS data service
- Implementation is a lengthy and resource-intensive project.
- It often requires a substantial budget and specialized quantitative expertise to manage.
Kamakura Risk Manager's Support Options
Email Address
infokamakuraco@sas.comKamakura Risk Manager's Alternatives
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