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Stress Testing & Scenario Analysis
Criat offers bespoke toolkits for automated stress testing & scenario analysis, namely BuDA (Bottom-up Default Analysis) and TdDA (Top-down Default Analysis), making both bottom-up and top-down approach available.
Advanced econometrics and modern machine learning
They bring forecast accuracy and interpretation to the next level.
Fit-for-purpose modelling
Clients can select the best approach that stays true to the narrative of their analysis.
Entity-level analysis
Easy to aggregate to the portfolio-level
Multiperiod analysis
Competent for both single-year and multi-year
Novel default correlation model
Using modern ML techniques
Accelerated Monte-Carlo Simulation
Capable for tail risk assessment
International Monetary Fund
Financial Sector Assessment Program (FSAP)
has been using BuDA since 2016.
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