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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: 18/01/2019 17/01/2019 16/01/2019 15/01/2019 14/01/2019 11/01/2019 10/01/2019
RMI CVI - Middle East
[10155] Israel CVI value weighted  9.49 9.48 9.43 9.68 9.94 10.13 10.14
[10157] Israel CVI tail  99.94 99.61 101.22 102.65 103.92 107.15 103.51
[10159] Israel CVI equally weighted  34.77 33.84 36.75 34.98 32.50 31.37 32.32
RMI CVI - North America
[4587] US CVI value weighted  6.91 7.04 7.11 7.12 7.13 7.92 7.99
[4899] US CVI tail  277.33 288.58 279.26 286.47 289.17 295.85 298.89
[4901] US CVI equally weighted  62.04 64.20 64.06 63.80 64.76 66.15 67.73
[4903] Canada CVI value weighted  5.12 5.11 4.95 4.97 5.00 5.14 5.13
[4905] Canada CVI tail  401.96 367.64 393.35 383.40 351.60 414.77 422.49
[4907] Canada CVI equally weighted  82.37 80.70 81.93 79.48 76.98 85.37 87.65
RMI CVI - Europe
[4941] Eurozone CVI value weighted  7.24 7.54 7.52 7.61 7.70 7.48 7.43
[4943] Eurozone CVI tail  150.51 148.48 150.70 150.85 151.51 155.30 156.28
[4945] Eurozone CVI equally weighted  41.18 43.46 42.21 41.18 41.26 41.50 40.56
[4929] Germany CVI value weighted  8.47 8.89 8.89 8.96 9.05 9.01 8.86
[4931] Germany CVI tail  154.02 154.22 151.36 152.61 153.00 158.04 154.75
[4933] Germany CVI equally weighted  51.93 54.58 50.54 45.98 46.48 47.99 47.37
[4589] France CVI value weighted  6.56 6.84 6.77 6.92 7.01 6.81 6.75
[4925] France CVI tail  122.64 124.41 133.68 128.82 128.40 128.50 121.96
[4927] France CVI equally weighted  30.47 31.18 31.03 31.04 31.14 31.75 31.70
[4935] UK CVI value weighted  20.64 21.22 21.28 21.55 21.56 21.85 22.21
[4937] UK CVI tail  213.21 213.53 215.01 215.96 209.81 213.15 211.32
[4939] UK CVI equally weighted  59.96 60.48 60.72 60.92 63.22 63.45 61.38
[8659] Denmark CVI value weighted  8.10 8.33 8.28 8.43 8.46 6.83 6.84
[8663] Denmark CVI tail  158.61 160.18 143.04 141.44 169.62 150.59 155.49
[8661] Denmark CVI equally weighted  35.10 35.31 35.60 35.16 35.51 36.68 36.94
[8665] Norway CVI value weighted  10.97 11.48 11.38 11.52 11.71 11.23 11.10
[8667] Norway CVI tail  266.38 277.57 256.71 262.24 238.78 224.54 250.81
[8669] Norway CVI equally weighted  89.78 88.35 81.81 93.95 92.12 89.39 88.16
[8671] Sweden CVI value weighted  6.78 7.04 7.08 7.25 7.27 7.11 7.04
[8673] Sweden CVI tail  175.36 175.87 185.98 185.11 175.46 177.36 181.51
[8675] Sweden CVI equally weighted  49.81 50.19 51.52 52.15 51.75 51.56 51.02
[10143] Turkey CVI value weighted  56.60 59.26 60.82 64.89 65.98 69.43 69.50
[10145] Turkey CVI tail  213.44 228.79 224.02 232.34 233.18 239.98 238.32
[10147] Turkey CVI equally weighted  59.89 61.97 62.22 65.64 66.18 69.06 69.47
[10149] Switzerland CVI value weighted  7.22 7.46 7.45 7.59 7.60 7.53 7.63
[10151] Switzerland CVI tail  156.18 152.87 146.02 137.69 140.61 165.03 157.21
[10153] Switzerland CVI equally weighted  49.65 51.47 51.22 44.11 42.37 42.89 43.74
[10161] Greece CVI value weighted  32.28 32.53 32.21 31.73 30.95 29.54 28.34
[10163] Greece CVI tail  457.26 455.89 456.57 470.79 466.50 448.57 441.73
[10165] Greece CVI equally weighted  123.56 125.51 123.42 120.10 118.37 116.79 116.02
[10167] Finland CVI value weighted  3.81 3.92 3.96 4.07 4.10 3.86 3.84
[10169] Finland CVI tail  67.48 68.74 68.82 73.54 73.95 68.75 71.92
[10171] Finland CVI equally weighted  23.19 23.80 22.76 22.70 22.24 22.09 22.04
RMI CVI - Asia
[8985] Malaysia CVI value weighted  12.45 12.49 12.60 12.61 12.72 12.14 12.22
[8987] Malaysia CVI tail  212.79 224.50 221.32 219.15 219.74 201.36 200.96
[8989] Malaysia CVI equally weighted  64.56 64.51 64.82 65.92 64.93 55.42 56.28
[8991] Philippines CVI value weighted  13.40 13.75 13.83 13.53 13.69 13.46 13.52
[8993] Philippines CVI tail  98.70 97.84 98.44 98.71 99.88 93.10 94.15
[8995] Philippines CVI equally weighted  22.53 22.62 22.46 22.35 22.65 22.34 22.54
[8997] Thailand CVI value weighted  7.26 7.31 7.27 7.30 7.26 6.81 6.85
[8999] Thailand CVI tail  86.33 86.00 87.32 89.95 89.50 81.84 88.17
[9001] Thailand CVI equally weighted  22.45 22.04 22.09 22.34 22.48 21.20 22.07
[9003] Vietnam CVI value weighted  25.93 25.76 25.31 25.41 25.82 25.19 25.66
[9005] Vietnam CVI tail  235.88 229.06 223.21 225.58 230.46 217.85 219.02
[9007] Vietnam CVI equally weighted  74.64 71.76 71.45 71.10 72.01 70.41 68.50
[10173] Indonesia CVI value weighted  27.99 28.45 28.28 28.28 29.07 28.40 29.06
[10175] Indonesia CVI tail  171.22 173.18 170.26 174.06 179.40 175.75 173.68
[10177] Indonesia CVI equally weighted  47.16 48.05 47.94 48.28 49.08 47.19 48.08
[4591] China CVI value weighted  30.00 30.57 30.33 30.46 31.09 31.65 31.93
[4909] China CVI tail  201.03 201.02 199.99 199.34 201.60 207.19 210.60
[4911] China CVI equally weighted  67.74 68.18 67.66 67.71 67.97 69.68 70.15
[4913] Japan CVI value weighted  5.73 6.13 6.18 6.22 6.29 4.46 4.64
[4915] Japan CVI tail  28.44 30.44 31.13 31.09 32.06 30.76 31.43
[4917] Japan CVI equally weighted  7.08 7.54 7.67 7.73 7.91 7.38 7.60
[4919] Singapore CVI value weighted  8.23 8.34 8.28 8.38 8.69 8.53 8.73
[4921] Singapore CVI tail  160.03 172.73 161.62 161.04 170.10 168.30 178.59
[4923] Singapore CVI equally weighted  40.13 45.07 45.11 44.46 46.39 44.96 46.80
[8683] Australia CVI value weighted  4.49 4.56 4.58 4.62 4.68 4.72 4.72
[8685] Australia CVI tail  127.51 131.22 132.95 132.09 134.59 135.03 128.49
[8687] Australia CVI equally weighted  30.18 30.79 30.97 31.27 31.50 31.89 30.89
[8681] Taiwan CVI value weighted  2.84 2.88 2.88 2.87 2.94 2.82 2.84
[8679] Taiwan CVI tail  19.72 19.59 19.90 20.08 19.96 19.60 19.45
[8677] Taiwan CVI equally weighted  4.92 4.98 5.03 5.16 5.24 5.07 5.03
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  4.75 4.85 4.90 4.93 4.89 5.52 5.57
[4949] S&P 500 CVI tail  40.28 41.59 39.35 37.94 38.58 43.25 44.08
[4951] S&P 500 CVI equally weighted  11.82 12.91 12.33 12.41 11.20 10.69 10.83
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