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<\/p>\nHighlighting the growth of SAS in specific solutions for the segment, the acquisition will make it possible to considerably increase the coverage of the portfolio of risk solutions<\/i><\/p>\n
SAS, a global benchmark for analytics and AI, has acquired Kamakura Corporation, from Honolulu (USA). Privately owned, Kamakura offers specialized software, data and advice that help financial organizations \u2013 banks, insurance companies, asset managers, pension funds and more \u2013 manage diverse financial risks.<\/p>\n
The SAS investment decision reflects post-pandemic optimism still overshadowed by the war, relentless disruptions in supply chains and the end of several financial and social security programs that were born with the pandemic. Rising inflation and the recession loomed like heavy clouds on the financial horizon, signaling possible turmoil ahead \u2013 a time for financial companies, large and small, to carefully scrutinize liquidity and other risks in their portfolios.<\/p>\n
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\u201cThis acquisition is an extension of huge investments already made in SAS's cloud-based risk management platform and integrated solutions,\u201d says SAS Co-Founder and CEO Jim Goodnight. \u201cIt signals our intention to anticipate market-changing risk solutions to address the key and most pressing challenges facing our financial clients. We anticipate that the resulting strength of SAS technology combined with Kamakura's risk and credit analysis models will prove even more powerful than the sum of its parts.\u201d<\/p>\n
With the acquisition of Kamakura, SAS aims to deliver an unrivaled portfolio of integrated risk solutions, especially in asset and liability management (ALM), and to serve other aspects of the financial services industry.<\/p>\n
\u201cThe synergistic value in merging two highly complementary risk technology portfolios is undeniable to anyone familiar with SAS and Kamakura; it's like putting the pieces of a jigsaw together,\u201d says Sidhartha Dash, Research Director at Chartis. \u201cCombining the strength of Kamakura \u2013 robust ALM and interest rate risk capability, sophisticated proprietary credit models and risk data \u2013 with SAS\u2019 award-winning capabilities in credit risk management and financial and risk integration into SAS\u00ae Viya\u00ae is a powerful combination for balance sheet solutions.\u201d<\/p>\n
a unique view<\/strong><\/p>\n Kamakura is known for pioneering vision and quantitative rigor. For more than three decades, the company has specialized in risk management software and data for the banking and insurance industries. The two current offers are:<\/p>\n The acquisition brings the capabilities of these solutions to SAS, along with Kamakura's executives, leadership team, employees and suppliers \u2013 a considerable accumulation of quantitative risk expertise that would take years to gather in today's market.<\/p>\n Two sides of the same coin<\/strong><\/p>\n Kamakura chose SAS precisely because it aligns with its data and research-driven culture and mutual excellence in modeling and analytics, according to Kamakura CEO and Chairman Don van Deventer, who founded the company in 1990.<\/p>\n He says SAS and Kamakura share the same philosophy, which successfully manages financial risk while optimizing returns and meeting regulatory requirements, delivering industry-leading research, solid analytics, fully integrated applications, flawless execution and quantifiable results.<\/p>\n \u201cJoining the SAS family represents an important new chapter in Kamakura's 32-year history,\u201d says van Deventer. \u201cTogether, our cultures will generate synergies to fuel innovation for customers and markets. In more concrete terms, adding SAS Viya's cloud-native technology, risk-domain capabilities, and intuitive, easy-to-use interfaces to Kamakura's intellectual property will generate a world-class ALM offering that will change the market.\u201d<\/p>\n Alongside van Deventer, acclaimed author of four books on risk, Kamakura's leadership includes director of research, Robert Jarrow, renowned in the field of quantitative risk for co-creating two prominent risk modeling frameworks: the rate model. Heath-Jarrow-Morton interest rate model and the Jarrow-Turnbull reduced-form credit risk model. Both van Deventer and Jarrow, along with Kamakura COO Martin Zorn, will join the SAS team to ease the transition and lead the future development of ALM and integrated balance sheet offerings, and other advancements in risk solutions.<\/p>\n \u201cThe traditionally fragmented management of assets and liabilities and balance sheets in financial organizations is becoming cost prohibitive and unsustainable,\u201d says Troy Haines, senior vice president and director of risk research and quantitative solutions at SAS. "Extending and combining SAS' decades of experience in risk management and financial solutions with Kamakura's advanced ALM capabilities is the best way to sustain the industry's risk regulatory burdens and drive data-driven decisions."<\/p>\n ","protected":false},"excerpt":{"rendered":" Ressaltando o crescimento do SAS em solu\u00e7\u00f5es espec\u00edficas para o segmento, a aquisi\u00e7\u00e3o possibilitar\u00e1 aumentar, consideravelmente, a cobertura do portf\u00f3lio de solu\u00e7\u00f5es de risco O SAS, refer\u00eancia global de analytics e IA, adquiriu a Kamakura Corporation, de Honolulu (EUA). De capital privado, a Kamakura oferece software especializado, dados e consultoria que ajudam organiza\u00e7\u00f5es financeira – […]<\/p>\n","protected":false},"author":10,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"_et_pb_use_builder":"","_et_pb_old_content":"","_et_gb_content_width":"","footnotes":""},"categories":[39,19],"tags":[3048,3049,3050,3047],"class_list":["post-47246","post","type-post","status-publish","format-standard","hentry","category-coluna-4","category-ultimas-noticias","tag-dados-de-risco","tag-gestao-de-risco-de-credito","tag-integracao-financeira","tag-software-especializado"],"acf":[],"yoast_head":"\n\n