Fiserv: Kamakura Risk Manager
Credit Technology Innovation Awards 2010 winner: Fiserv (Kamakura Risk Manager)
Fiserv Risk & Compliance and the Kamakura Corporation have incorporated a multinomial logistic model generating both defaults and prepayments into their joint risk management system.
Users of Fiserv Risk & Compliance Kamakura Risk Manager (KRM) can specify the coefficients for both prepayment and default models, ensuring cashflows are generated for voluntary events as well as unscheduled, involuntary events.
Suresh Sankaran, director of strategic risk consulting at Fiserv, says: “We believe the
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