“When I decided to peruse my Post Certification in Human Resources, Seneca College was my one and only choice. I did not apply anywhere else as Seneca is all I wanted to attend. When I got into the program, I was speechless and was ready to dive into the program. After graduating from Seneca College, I realized how it was the best decision I have ever made in my life. Seneca has helped me grow as a person and helped me build confidence in my skills and expertise. The professionals at Seneca including all the professors have been supportive and guided me to be the best I can! Now, working at Zylog Systems Canada Ltd as a Professional Recruiter, I can share my experience and collaborate my knowledge from my workplace to my education. Both Zylog and Seneca have taught me the same ethics and principles of becoming successful. Thank you Seneca. Thank you Zylog”
Risk Management
Enterprise Risk Management (KRM)
Kamakura Risk Manager
Kamakura Risk Manager (KRM), first sold commercially in 1993, is a fully integrated enterprise risk management system that combines asset and liability management, credit portfolio management market risk management, operation risk, Basel II and other capital allocation technologies, transfer pricing, and performance measurement.
All major branches of risk management are dependent on the same core analytics techniques. Kamakura recognized this in 1993 when we launched our company as the world’s first vendor to provide a fully integrated enterprise risk management system.
KRM is directly applicable to operational risk, total risk, and accounting and regulatory requirements using the same analytical engine, GUI and reporting.
Kamakura’s risk management vision: completely integrated risk solution based on common assumptions and methodologies.
KRM offers:
- Sophisticated Yield Curve Modeling
- Flexible Risk Factor Modeling
- Random Interest Rates Modeling
- Arbitrage-Free Financial Instrument Valuation
- Scenario Modeling and Portfolio Stress Testing
- Delta-Normal Value at Risk Measurement
- Historical Value at Risk Measurement
- Monte Carlo Value at Risk Measurement
- Dynamic Value at Risk and Expected Shortfall
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