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Kamakura Integrates Markit’s Credit Default Swaps Pricing

At 01 Aug 2005 18:39:28 in MDI-Credit Markets IT, Market Data Insight    Print Article  Email Article   Full content requires subscription 

Kamakura Corp. has integrated Markit Group’s credit default swaps pricing database into its Kamakura Risk Manager default probability and default correlation models. The deal will give mutual clients pricing on more than 2,600 entities based on contributions from 50 dealing firms. The prices can be used as modeling inputs to the Kamakura systems.

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