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Based on years of research and market-tested experience, the Citigroup default risk models utilized by Credit Risk Modeling ensure that asset managers, hedge funds, insurance providers, banks and corporates gain access to the broadest credit risk modeling solutions in the industry.
Credit Risk Modeling clients can choose between two network platforms to access PD models, data and default risk analysis tools: Algo CreditVantage or FACT-CRS, offered through Bureau van Dijk (BvD).
Algo CreditVantage
Through a web-based platform, Algo CreditVantage provides users with a single point of access to a broad spectrum of default risk models, metrics, and financial information required to manage portfolios and make risk-informed decisions.
FACT-CRS
FACT is a web-based solution that integrates live external data with internal information to provide organizations with a credit risk management tool, the ability to create internal rating models and obtain an instant overview of exposure
The Algo Credit Advisory team offers customized credit risk solutions that extend Default Credit Modeling across the design, benchmarking and implementation of credit risk management programs and functions