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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: 05/08/2020 04/08/2020 03/08/2020 24/07/2020 23/07/2020 22/07/2020 21/07/2020
RMI CVI - North America
[4587] US CVI value weighted  11.04 11.02 11.14 10.86 10.69 10.67 10.78
[4899] US CVI tail  234.78 245.55 249.55 252.12 246.73 253.64 254.05
[4901] US CVI equally weighted  55.70 56.79 59.43 57.75 57.30 60.16 60.85
[4903] Canada CVI value weighted  9.91 10.35 10.62 10.40 10.28 10.19 10.16
[4905] Canada CVI tail  387.26 387.97 388.36 389.47 380.73 388.70 388.76
[4907] Canada CVI equally weighted  105.07 104.65 104.10 101.07 100.33 100.60 100.64
RMI CVI - Asia
[8985] Malaysia CVI value weighted  24.76 25.12 25.10 25.07 24.65 24.88 24.87
[8987] Malaysia CVI tail  289.78 308.07 307.77 299.57 301.21 300.00 301.73
[8989] Malaysia CVI equally weighted  84.42 88.75 87.66 87.69 86.48 87.44 87.94
[8991] Philippines CVI value weighted  17.62 17.86 18.25 17.39 17.38 17.24 17.07
[8993] Philippines CVI tail  91.06 91.56 94.22 89.05 92.64 90.73 90.01
[8995] Philippines CVI equally weighted  24.11 24.47 24.99 24.55 24.67 24.39 24.37
[8997] Thailand CVI value weighted  17.18 17.46 17.68 17.52 17.05 17.05 16.58
[8999] Thailand CVI tail  97.50 96.94 99.18 104.90 100.77 94.04 98.51
[9001] Thailand CVI equally weighted  25.96 25.77 26.51 26.89 26.81 26.71 27.01
[9003] Vietnam CVI value weighted  22.44 22.84 24.11 23.62 21.84 21.77 21.43
[9005] Vietnam CVI tail  207.36 210.49 201.92 202.99 205.45 196.71 195.84
[9007] Vietnam CVI equally weighted  65.87 67.01 67.78 68.13 66.54 61.71 62.08
[10173] Indonesia CVI value weighted  45.73 47.43 48.77 47.24 46.19 46.95 47.86
[10175] Indonesia CVI tail  166.04 167.25 167.60 163.92 161.26 159.11 160.62
[10177] Indonesia CVI equally weighted  49.98 51.40 52.30 50.12 49.98 50.53 51.28
[4591] China CVI value weighted  22.85 22.91 23.07 24.21 23.30 23.33 23.11
[4909] China CVI tail  245.76 244.32 244.11 256.12 252.34 255.01 250.77
[4911] China CVI equally weighted  80.88 80.72 81.31 84.33 82.67 82.22 82.20
[4913] Japan CVI value weighted  11.19 11.15 11.61 10.75 10.75 10.75 10.80
[4915] Japan CVI tail  34.10 34.46 36.34 32.69 32.65 32.65 33.18
[4917] Japan CVI equally weighted  9.16 9.24 9.67 8.61 8.61 8.61 8.68
[4919] Singapore CVI value weighted  19.07 19.65 20.15 19.49 18.89 19.01 18.61
[4921] Singapore CVI tail  213.65 210.69 210.08 218.32 189.85 211.65 228.54
[4923] Singapore CVI equally weighted  51.76 51.24 51.14 51.94 50.42 51.78 51.69
[8683] Australia CVI value weighted  26.41 26.50 27.65 25.99 25.08 25.16 24.83
[8685] Australia CVI tail  258.79 266.79 273.69 293.82 293.82 277.94 290.20
[8687] Australia CVI equally weighted  69.46 70.07 70.57 73.01 73.02 71.76 73.29
[8681] Taiwan CVI value weighted  1.60 1.63 1.68 1.68 1.62 1.59 1.61
[8679] Taiwan CVI tail  11.15 11.26 11.47 11.38 11.44 10.99 11.48
[8677] Taiwan CVI equally weighted  2.90 2.90 3.03 2.92 2.88 2.78 2.82
RMI CVI - Middle East
[10155] Israel CVI value weighted  13.92 14.72 14.75 14.67 14.60 14.15 13.74
[10157] Israel CVI tail  118.37 119.72 121.52 122.14 122.14 113.29 115.25
[10159] Israel CVI equally weighted  33.41 34.36 34.69 34.07 34.05 33.19 32.73
RMI CVI - Europe
[4941] Eurozone CVI value weighted  11.70 11.96 12.20 11.87 11.48 11.34 11.12
[4943] Eurozone CVI tail  104.52 105.53 109.82 107.14 106.96 106.39 105.93
[4945] Eurozone CVI equally weighted  32.02 33.06 33.59 32.40 32.43 32.46 31.88
[4929] Germany CVI value weighted  10.56 10.54 10.60 10.15 9.81 9.50 9.52
[4931] Germany CVI tail  103.63 101.26 103.91 97.70 97.44 97.24 97.87
[4933] Germany CVI equally weighted  35.21 36.88 36.75 35.45 35.93 36.31 34.64
[4589] France CVI value weighted  12.34 12.84 13.11 12.82 12.40 12.30 11.96
[4925] France CVI tail  89.51 95.34 95.54 96.80 92.37 99.73 83.54
[4927] France CVI equally weighted  25.94 26.88 27.34 26.75 26.25 26.99 26.37
[4935] UK CVI value weighted  23.70 25.01 25.43 25.48 24.66 24.50 23.87
[4937] UK CVI tail  224.86 230.21 233.92 232.01 222.18 224.79 218.89
[4939] UK CVI equally weighted  59.39 62.11 61.52 64.87 62.95 61.83 61.17
[8659] Denmark CVI value weighted  11.28 11.69 11.39 11.51 10.91 10.92 10.76
[8663] Denmark CVI tail  111.67 118.53 119.66 125.63 123.32 120.12 116.17
[8661] Denmark CVI equally weighted  32.11 33.06 32.92 33.91 33.03 33.42 32.83
[8665] Norway CVI value weighted  31.53 33.81 34.33 34.25 34.78 33.83 32.60
[8667] Norway CVI tail  421.20 459.41 464.92 491.23 462.80 450.41 432.90
[8669] Norway CVI equally weighted  109.49 115.90 115.45 121.36 117.75 116.11 112.50
[8671] Sweden CVI value weighted  9.36 9.82 9.71 9.95 9.37 9.25 9.42
[8673] Sweden CVI tail  81.69 83.97 85.39 106.48 105.65 99.65 103.73
[8675] Sweden CVI equally weighted  27.32 28.40 28.28 31.42 30.38 30.26 30.85
[10143] Turkey CVI value weighted  66.30 62.67 59.36 46.38 46.37 47.75 49.19
[10145] Turkey CVI tail  168.72 162.07 169.05 119.60 118.65 120.48 125.16
[10147] Turkey CVI equally weighted  51.72 49.86 48.22 35.81 35.24 35.53 35.80
[10149] Switzerland CVI value weighted  7.46 7.64 7.58 7.37 7.09 7.02 7.01
[10151] Switzerland CVI tail  140.61 139.62 123.55 125.80 124.03 122.62 125.51
[10153] Switzerland CVI equally weighted  28.13 28.91 29.01 29.35 28.60 28.93 28.69
[10161] Greece CVI value weighted  33.09 34.02 35.95 33.91 33.24 32.68 33.61
[10163] Greece CVI tail  306.81 286.85 290.44 285.04 290.48 284.83 294.76
[10165] Greece CVI equally weighted  74.09 74.83 77.06 77.89 78.02 77.12 76.96
[10167] Finland CVI value weighted  9.69 9.82 9.92 10.04 9.79 10.06 10.19
[10169] Finland CVI tail  59.53 61.22 63.58 65.70 65.27 65.66 65.02
[10171] Finland CVI equally weighted  16.66 16.78 17.20 17.51 17.16 17.43 17.53
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  9.30 9.22 9.28 8.95 8.81 8.78 8.80
[4949] S&P 500 CVI tail  128.56 133.70 135.24 129.00 124.37 129.14 129.66
[4951] S&P 500 CVI equally weighted  26.21 26.84 27.41 26.07 25.58 26.18 25.96
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