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Cbonds Page: Risk Management Institute

Società Risk Management Institute
nome completo della società NUS RMI Credit Research Initiative
paese Singapore
Indirizzo 21 Heng Mui Keng Terrace I3 Building, Level 4 Singapore 119613
telefono (65) 6516 3380
fax (65) 6874 5430
e-mail rmicri@nus.edu.sg
Sito internet http://www.rmi.nus.edu.sg/

Profilo

The Credit Research Initiative (CRI) is a non-profit undertaking by the Risk Management Institute at NUS, and seeks to promote research and development in the critical area of credit risk. The foundation of the CRI is the probability of default (PD) model which has been developed using a database of over 60,000 listed firms in Asia-Pacific, North America, Europe, Latin America, the Middle East and Africa. The outputs of RMI's PD model are avilable on http://www.rmicri.org/, including daily updated PDs for individual firms in the aforementioned regions and aggregate PDs for different economies and sectors. The RMI family of Corporate Vulnerability Indices (RMI CVI) are derived from firm-specific RMI PDs.

This non-profit initiative was conceptualized by Professor Jin-Chuan Duan in March 2009. It takes a "public good" approach to credit rating with the goal of keeping the PD model current, evolutionary and organic, and functions like a "selective Wikipedia." RMI announced the CRI in July 2009 and started releasing results from its PD model in July 2010 at its fourth Annual Risk Management Conference.

Contatti

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Indici giornalieri

Tipo: 16/08/2019 15/08/2019 14/08/2019 12/08/2019 09/08/2019 08/08/2019 07/08/2019
RMI CVI - North America
[4587] US CVI value weighted  7.66 7.93 7.80 7.98 7.71 7.54 7.70
[4899] US CVI tail  372.46 385.51 383.62 374.42 371.69 377.91 366.95
[4901] US CVI equally weighted  89.73 93.47 91.68 88.00 87.85 86.58 83.91
[4903] Canada CVI value weighted  8.26 8.36 7.89 8.08 7.91 7.77 7.91
[4905] Canada CVI tail  460.73 468.23 436.55 433.60 424.02 405.76 440.74
[4907] Canada CVI equally weighted  96.97 97.05 94.34 96.74 94.44 94.72 96.32
RMI CVI - Asia
[8985] Malaysia CVI value weighted  12.76 12.79 12.65 12.85 12.85 12.91 13.02
[8987] Malaysia CVI tail  226.55 231.75 220.89 224.85 224.85 228.97 223.91
[8989] Malaysia CVI equally weighted  59.07 60.18 58.65 58.12 58.11 58.94 57.49
[8991] Philippines CVI value weighted  11.35 11.28 11.12 10.76 10.76 10.64 10.62
[8993] Philippines CVI tail  73.74 78.29 74.95 72.28 72.28 65.78 68.24
[8995] Philippines CVI equally weighted  16.05 16.22 15.77 15.67 15.67 15.49 15.58
[8997] Thailand CVI value weighted  6.15 6.33 6.30 6.30 6.30 6.20 6.13
[8999] Thailand CVI tail  77.81 81.81 80.64 81.25 81.25 79.21 76.60
[9001] Thailand CVI equally weighted  21.08 21.08 20.65 21.11 21.11 20.61 20.32
[9003] Vietnam CVI value weighted  13.23 13.40 13.67 15.56 15.59 15.75 16.00
[9005] Vietnam CVI tail  208.95 208.66 207.32 210.41 215.47 216.90 208.02
[9007] Vietnam CVI equally weighted  63.14 62.32 61.91 62.58 64.79 63.39 63.03
[10173] Indonesia CVI value weighted  29.23 29.57 29.14 30.73 30.16 30.34 31.07
[10175] Indonesia CVI tail  159.25 160.95 156.68 167.37 170.02 169.18 171.55
[10177] Indonesia CVI equally weighted  38.76 39.21 38.57 41.49 41.05 41.63 41.86
[4591] China CVI value weighted  33.29 33.47 33.41 33.03 33.34 33.07 33.34
[4909] China CVI tail  253.85 253.55 253.04 255.52 252.95 252.65 251.83
[4911] China CVI equally weighted  88.27 88.32 87.75 87.14 87.59 87.16 87.08
[4913] Japan CVI value weighted  8.26 8.41 8.29 8.26 8.26 8.45 8.40
[4915] Japan CVI tail  27.55 28.01 27.20 27.50 27.50 27.30 27.76
[4917] Japan CVI equally weighted  6.96 7.04 6.90 7.02 7.02 7.15 7.14
[4919] Singapore CVI value weighted  8.94 8.86 8.62 8.77 8.72 8.70 8.75
[4921] Singapore CVI tail  176.99 171.72   150.37 148.48 148.48 163.89
[4923] Singapore CVI equally weighted  40.36 40.50 41.76 37.88 37.46 37.14 40.91
[8683] Australia CVI value weighted  5.62 5.61 5.26 5.12 5.07 5.15 5.21
[8685] Australia CVI tail  178.33 177.33 182.98 173.19 166.40 173.08 186.83
[8687] Australia CVI equally weighted  46.28 43.63 46.11 41.88 40.86 41.61 44.90
[8681] Taiwan CVI value weighted  2.54 2.58 2.47 2.25 2.23 2.22 2.26
[8679] Taiwan CVI tail  14.77 15.04 14.67 15.16 14.81 14.81 15.29
[8677] Taiwan CVI equally weighted  3.38 3.42 3.36 3.40 3.38 3.36 3.43
RMI CVI - Middle East
[10155] Israel CVI value weighted  10.09 10.11 9.82 9.35 9.27 9.27 9.82
[10157] Israel CVI tail  140.24 140.43 123.39 111.92 111.60 111.60 110.65
[10159] Israel CVI equally weighted  52.27 53.71 51.44 53.68 49.85 51.16 47.26
RMI CVI - Europe
[4941] Eurozone CVI value weighted  6.73 6.94 6.95 6.87 6.87 6.67 6.93
[4943] Eurozone CVI tail  101.46 106.79 106.66 103.10 102.52 98.00 98.15
[4945] Eurozone CVI equally weighted  29.91 30.19 30.23 29.74 30.10 29.32 29.87
[4929] Germany CVI value weighted  8.35 8.63 8.64 8.58 8.53 8.32 8.56
[4931] Germany CVI tail  126.44 127.38 128.03 115.97 114.80 110.91 109.81
[4933] Germany CVI equally weighted  31.98 31.68 32.07 30.98 31.10 30.23 32.51
[4589] France CVI value weighted  5.68 5.84 5.88 5.76 5.80 5.67 5.97
[4925] France CVI tail  89.62 92.82 94.82 88.50 90.42 89.88 90.30
[4927] France CVI equally weighted  24.59 24.81 25.18 24.97 25.26 24.82 25.11
[4935] UK CVI value weighted  18.06 18.43 18.10 19.75 19.55 19.26 19.47
[4937] UK CVI tail  196.88 200.47 195.75 198.55 196.99 193.21 191.76
[4939] UK CVI equally weighted  55.42 57.60 56.02 57.38 57.06 55.98 58.86
[8659] Denmark CVI value weighted  9.85 10.47 10.40 10.03 9.89 9.71 10.19
[8663] Denmark CVI tail  152.47 157.44 161.43 147.17 151.34 145.92 151.41
[8661] Denmark CVI equally weighted  38.71 39.99 39.97 37.91 37.24 37.42 38.42
[8665] Norway CVI value weighted  16.52 16.88 16.81 16.56 16.30 16.19 16.99
[8667] Norway CVI tail  313.02 341.21 326.58 327.68 304.65 290.89 320.17
[8669] Norway CVI equally weighted  77.01 79.34 81.23 76.28 74.78 75.05 78.78
[8671] Sweden CVI value weighted  7.34 7.56 7.55 7.74 7.65 7.44 7.80
[8673] Sweden CVI tail  176.20 175.48 175.88 166.01 164.80 167.47 169.44
[8675] Sweden CVI equally weighted  45.04 45.60 44.47 42.62 42.31 43.66 44.22
[10143] Turkey CVI value weighted  35.84 35.11 36.76 36.75 36.75 36.18 37.50
[10145] Turkey CVI tail  107.64 108.39 115.35 115.35 115.35 111.92 115.93
[10147] Turkey CVI equally weighted  35.36 35.04 37.00 37.00 36.99 35.95 37.22
[10149] Switzerland CVI value weighted  5.23 5.37 5.33 5.27 5.31 5.21 5.44
[10151] Switzerland CVI tail  146.73 153.97 145.45 135.26 137.78 133.16 139.23
[10153] Switzerland CVI equally weighted  57.84 58.86 56.55 56.44 56.86 56.54 57.13
[10161] Greece CVI value weighted  15.93 15.99 15.98 15.28 15.13 14.76 14.94
[10163] Greece CVI tail  298.37 289.73 289.73 330.13 367.91 364.40 364.70
[10165] Greece CVI equally weighted  66.01 66.35 66.23 65.78 67.02 65.11 66.30
[10167] Finland CVI value weighted  6.19 6.36 6.40 6.04 6.02 5.96 6.25
[10169] Finland CVI tail  71.04 63.17 65.10 65.57 66.06 65.57 75.59
[10171] Finland CVI equally weighted  19.18 19.18 19.33 18.64 18.90 18.75 19.67
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  4.21 4.39 4.31 4.59 4.42 4.35 4.45
[4949] S&P 500 CVI tail  80.03 84.98 76.23 76.32 70.64 69.56 69.10
[4951] S&P 500 CVI equally weighted  15.80 16.44 15.86 14.45 13.95 12.99 13.57
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