Kamakura Corp. and Trepp say that the Kamakura Risk Manager (KRM) enterprise risk system will offer direct access to Trepp's CMBS Deal Library for the integrated simulation in KRM of interest-rate risk, generally accepted accounting principles net income, market risk, credit risk, liquidity risk, stress testing and capital needs for portfolios that include structured products related to commercial mortgage-backed securities (CMBS).
Trepp is a provider of CMBS and commercial mortgage information, analytics and technology to the global securities and investment management industries. Kamakura is a Honolulu-based provider of risk management information and software.
The Trepp CMBS Deal Library is the largest commercially available database of CMBS and the industry's standard model set that drives CMBS secondary trading worldwide, according to the company. Trepp's Deal Library contains information and history on the deals, loans and properties within the global securitized commercial market.
SOURCES: Kamakura Corp.