PRESS RELEASE Kamakura to Announce New Credit Model Performance Results in Boston Tokyo Hong Kong and Six European Cities

williamson@ips-sendero.

Kamakura's research effort is led by Professor Robert Jarrow, who was named
Financial Engineer of the Year in 1997 by the International Association of
Financial Engineers.ips-sendero.

Taylor Capital Group to Present at Midwest 2005 Super -Community Bank Investor Conference

, Taylor Capital Group,
Inc.

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garp.kamakuraco.

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Kamakura Corporation announced today that
seminars will be held in nine cities around the world to publicize the
credit model performance results for the newest generation of its Kamakura
Risk Information Services default probabilities and default correlations.com .com), making Kamakura products available in almost
every major city around the globe.com . is a bank-holding company headquartered in
Rosemont, Illinois, a suburb of Chicago.

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Registration at www.riskbook.

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Banks are required to provide
quantitative credit model performance tests under the Basel II Capital
Accords announced in 2004 by the Basel Committee on Banking Supervision.com
Hong Kong, May 19-20.com

Paris, June 15
London, June 16
Frankfurt, June 20
Amsterdam, June 22
Warsaw, June 23
Registration for each of the above at roy. The conference
will be held at the Chicago Marriott Hotel. The company derives substantially all
of its revenue from its subsidiary, Cole Taylor Bank , which has $2.

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Donald R. Registration at info@kamakuraco. Stevens will provide an overview of the company 's
operating model, financial performance and major strategic initiatives.

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Kamakura is also the first company in the world to develop and install a
fully integrated credit risk, market risk, asset and liability management,
and transfer pricing software system. (Nasdaq: TAYC) will be a featured presenter at the Midwest 2005 Super-
Community Bank Investor Conference on March 1st at 11:50 a.

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Professor Jarrow and Dr.m.
Taylor Capital Group Chairman and CEO Jeffrey W.89 billion
in assets.

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The seminars will be held in Boston, Tokyo, Hong Kong, Milan, Paris,
London, Frankfurt, Amsterdam, and Warsaw.garp.amazon.com ). van Deventer were both named
to the 50-member RISK Hall of Fame in December 2002.

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van Deventer, Kamakura founder and CEO, will lead the
seminars.com.

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Dr.com
Milan , June 13-14. Kamakura's risk
management software is currently used in the United States, Germany ,
Canada, the United Kingdom, Australia, the Middle East, Japan, China, Korea
and many other countries in Asia.

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and Unisys (www. ROSEMONT, Ill.

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About Taylor Capital Group
Taylor Capital Group, Inc.

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"Kamakura Corporation is the only vendor of default probabilities and
default correlations that has an established track record of published,
quantitative model performance results ," said Warren Sherman, Kamakura
President and Chief Operating Officer. "We believe strongly that extensive
Basel II model performance tests are part of the product clients expect
when they subscribe to the Kamakura default probability and correlation
service. It operates 10
banking centers throughout the Chicago metropolitan area.

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Kamakura extends an open invitation
to financial services regulators around the world to audit the Kamakura
test results, subject only to a standard confidentiality agreement . The seminar dates and registration information are summarized
below:

Tokyo, May 16-17. Kamakura has clients ranging in size
from $3 billion in assets to $1 trillion in assets. To listen to the
live webcast, please go to this website at least 15 minutes prior to download
and install any necessary software.

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Boston, June 9-10.htm .

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Kamakura has
world-wide distribution alliances with IPS-Sendero (www.

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com and in "Advanced Financial Risk
Management" (John Wiley & Sons, 2004) by Kamakura's van Deventer, Kenji
Imai, and Mark Mesler (available on www.

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Registration at financemasterclass@concentric -italy. Kamakura launched
its business mortality model for unlisted companies in January 2004.

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This
series of seminars will document Kamakura's new generation credit model
performance in great detail .com

Kamakura is currently offering free trials of its default probability and
correlation service to qualified institutions. Kamakura has been a provider of daily default
probabilities for listed companies since November, 2002.
Taylor Capital Group management will be available for private meetings
immediately following the presentation.

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unisys. Also, the presentation will be webcast
and can be accessed at
http://www.super-communitybanking.com/midwest/webcast. Cole Taylor Bank is Chicago's premier business bank for small and
mid-sized businesses and the people who own and manage them.

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Registration at www. For more information on the
KRIS default probability and correlation service, please contact Kamakura
at info@kamakuraco.

About Kamakura Corporation

Kamakura Corporation is a leading provider of risk management information,
processing and software.

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More information can also be found on the Kamakura
Corporation web site www. "Advanced Financial
Risk Management " was recently named "best finance book of 2004" on
www. Kamakura management
has published twenty -one books and more than 100 publications on credit
risk, market risk, and asset and liability management . The presentation will also be available on
Taylor Capital Group's website at http://www.

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We also believe that even minimum standards of corporate
governance should prohibit the use of any modeling technology for which
such test results are not available. Taylor and Chief
Financial Officer Daniel C.taylorcapitalgroup.