Citi

Citi

Top 4 US Retail and Investment Bank

Provides Retail Checking & Savings Account, Credit Card and Loans, Asset Management, and Investment Banking Services

International Payment provider 

Background on Citi Bank

Top Four Investment Banks

Citibank, officially known as Citibank N.A., is the consumer banking division of Citigroup, a global financial services corporation. Citibank was established in 1812 as the City Bank of New York, making it one of the oldest banks in the United States.


Citibank operates as a full-service commercial bank, offering a wide range of financial products and services to individuals, businesses, and institutions. It provides services such as retail banking, credit cards, mortgages, personal loans, wealth management, and commercial banking.


Throughout its history, Citibank has played a significant role in the development of the banking industry. It was one of the first banks to introduce automated teller machines (ATMs) in the 1970s, and it expanded globally through mergers and acquisitions, establishing a presence in key financial centers around the world.


Citibank is part of Citigroup, a multinational financial conglomerate headquartered in New York City. Citigroup operates in more than 100 countries and serves millions of customers worldwide. The bank has a strong global presence, with a focus on both consumer and institutional banking.


Citibank has faced various challenges and undergone transformations over the years. It experienced significant growth in the late 20th century but also faced financial difficulties during the global financial crisis in 2008. Since then, Citibank has implemented measures to strengthen its financial position and enhance its risk management practices.


As a global bank, Citibank is subject to regulatory oversight in multiple jurisdictions and operates under strict banking regulations and compliance standards.


Citibank has built a reputation for its wide-ranging banking services, technological innovations, and global reach. It has established a network of branches, ATMs, and online banking platforms to cater to the needs of its customers.

Machine Learning Forecast

30 Day LSTM Forecast

LSTM RNN Citi

Max Loss in 1% Black Swan Event

2 StDev 95% VaR Maximum Loss

Our Market Risk model forecasts with a 95% level of confidence that within the next 30 days the maximum downside for Citibank (C) stock is -28.76% with a maximum gain of 34.09% with the average return being 0.06%. 

30 Day VAR95

3 StDev 99% VaR Maximum Loss

Our Market Risk Model forecasts that with a 99% level of confidence that the maximum depreciation of Citibank (C) stock is -36.52%, with a maximum appreciation of 49.46% where the average return is .06%.  

30 Day VAR99