Credit Risk Modeling provides asset managers, hedge funds, insurance providers, banks and corporates with credit models and modeling to validate or calculate ratings and probability of default (PD) models. The solution offers an instant view of credit exposure and combines market-tested data with analytic tools to improve decision making and help meet regulatory requirements.

Products

Credit Risk Modeling offers user-friendly access to the industry's deepest collection of default risk analysis tools and probability of default (PD) models, including Citigroup's global suite of credit risk models for listed and unlisted firms.

Features

Credit Risk Modeling offers a single point of access to a user-friendly, hosted network filled with advanced PD models, data and sophisticated default risk analysis tools.

Benefits

Institutions can identify problem credits at an early stage, develop clear and concise reporting options and gain support for internal ratings-based (IRB) compliance models through the use of Credit Risk Modeling.

Related Downloads

Integrated Risk Management: Market and Credit Risks

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Credit Risk Modeling Brochure

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Algo CreditVantage Fact Sheet

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