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Algo CreditVantage
Algo CreditVantage provides valuable functionality to make credit analysis more efficient and comprehensive, including charting of model output over a defined time horizon, scenario analysis capabilities, and alerts that identify companies with significant changes in credit risk profile. Algo CreditVantage uses a web-based platform to provide users with a single point of access to a broad spectrum of credit data, including Citigroup's default risk models.
Through a partnership with Citigroup, Algo CreditVantage provides access to a global suite of single-obligor credit models and default risk analysis tools. Commercial and investment banks, asset managers and hedge funds, as well as insurance providers and corporates benefit from access to Citigroup's global suite of credit risk models for listed and unlisted firms across a wide range of corporate and geographic markets.
This offering enables subscribers, including banks, insurance companies, asset managers and corporates to:
- Analyze borrower and counterparty credit quality
- Benchmark internal ratings and risk estimates against a proven model
- Make lending, pricing, securitization, investing and hedging decisions
- Manage the credit portfolio
Benefits
User-tested default risk measures
The Citigroup offering provides proven, practitioner-tested default risk measures that are grounded in extensive research and active risk management experience. Leveraging the research expertise of Citigroup's Risk Architecture Group, these models have served the internal credit risk management needs of Citigroup's business lines since 1990.
Unparalleled market coverage
The Citigroup partnership provides the broadest and deepest credit model solution available in the market, covering developed and developing economies in North and South America, Western, Central and Eastern Europe, the Middle East, Africa and Asia.
Superior credit risk measurement methodologies
The Citigroup model suite includes the well-known hybrid probability of default (HPD) model for listed corporates and financial institutions, which use both market information and fundamental financial data to quantify default risk. Subscribers also gain access to Citigroup's market-specific credit risk models, regression-based models and credit grades for listed and unlisted firms as well as commercial banks.