Use our sophisticated models for trade and portfolio applications. Term Structure Models, Mortgage and Asset-Backed Prepayment Models, and Default and Loss Severity Models serve as the backbone for analyzing... Learn More
Extending Citi's family of alternatively-weighted fixed income indices. The index measures the performance of "fallen angels" (high-yield debt that was previously rated investment-grade), issued by corporations domiciled in the US or Canada. Unlike traditional market value-weighted indices, the index determines constituents' weights based on their time from inclusion in the index. Learn More
Access to an extensive municipal securities database that contains over 3.6 million securities.