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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: 19/04/2019 18/04/2019 17/04/2019 16/04/2019 15/04/2019 12/04/2019 11/04/2019
RMI CVI - Asia
[8985] Malaysia CVI value weighted  13.33 13.42 13.21 13.12 12.98 12.93 12.96
[8987] Malaysia CVI tail  208.49 225.71 199.96 192.78 192.29 200.47 199.87
[8989] Malaysia CVI equally weighted  71.08 70.88 69.77 68.83 67.27 67.15 67.39
[8991] Philippines CVI value weighted  12.97 12.97 12.97 14.36 14.36 14.01 13.81
[8993] Philippines CVI tail  89.28 89.28 89.28 97.58 100.02 96.90 92.18
[8995] Philippines CVI equally weighted  20.26 20.26 20.26 22.91 22.73 22.01 21.70
[8997] Thailand CVI value weighted  6.57 6.53 6.53 6.79 6.80 6.79 6.79
[8999] Thailand CVI tail  80.29 78.49 80.17 82.37 82.37 82.37 83.08
[9001] Thailand CVI equally weighted  19.62 19.63 19.57 20.09 20.10 20.09 20.11
[9003] Vietnam CVI value weighted  18.65 18.82 19.01 19.64 19.40 19.40 19.19
[9005] Vietnam CVI tail  214.37 205.46 198.41 207.02 199.24 199.24 201.39
[9007] Vietnam CVI equally weighted  69.46 66.85 66.82 68.55 70.04 70.04 65.32
[10173] Indonesia CVI value weighted  29.28 29.28 31.39 31.39 31.89 32.01 32.02
[10175] Indonesia CVI tail  161.87 161.87 184.83 184.83 182.02 181.72 192.37
[10177] Indonesia CVI equally weighted  47.25 47.25 49.93 49.93 50.28 50.70 50.57
[4591] China CVI value weighted  24.15 24.24 24.14 24.46 24.80 24.59 24.59
[4909] China CVI tail  178.60 178.50 178.47 178.93 180.46 179.23 177.20
[4911] China CVI equally weighted  58.51 58.83 58.71 59.02 59.20 58.55 58.37
[4913] Japan CVI value weighted  5.48 5.50 5.35 5.61 5.50 5.68 5.66
[4915] Japan CVI tail  22.60 22.88 22.19 23.40 23.01 23.77 23.57
[4917] Japan CVI equally weighted  5.91 5.97 5.77 6.06 5.92 6.12 6.05
[4919] Singapore CVI value weighted  6.94 6.94 6.91 5.79 5.72 5.75 5.83
[4921] Singapore CVI tail  153.97 153.97 145.32 156.92 136.62 148.08 144.10
[4923] Singapore CVI equally weighted  31.79 31.79 31.89 35.38 30.62 32.64 32.11
[8683] Australia CVI value weighted  3.09 3.09 3.08 3.29 3.31 3.31 3.37
[8685] Australia CVI tail  133.56 133.56 123.41 135.50 136.54 129.77 133.60
[8687] Australia CVI equally weighted  35.44 35.44 33.50 35.99 36.28 34.78 35.76
[8681] Taiwan CVI value weighted  1.81 1.81 1.78 1.98 2.01 2.04 2.06
[8679] Taiwan CVI tail  14.58 14.66 13.74 15.42 15.53 15.38 15.42
[8677] Taiwan CVI equally weighted  5.53 5.45 5.22 5.23 5.24 5.13 5.09
RMI CVI - Europe
[4941] Eurozone CVI value weighted  5.63 5.63 5.67 5.72 5.78 5.82 5.89
[4943] Eurozone CVI tail  111.11 111.11 113.64 112.20 110.38 112.17 112.42
[4945] Eurozone CVI equally weighted  30.61 30.61 30.73 31.14 30.94 30.14 30.97
[4929] Germany CVI value weighted  6.99 6.99 7.05 7.25 7.41 7.44 7.56
[4931] Germany CVI tail  111.23 111.23 116.40 111.89 114.53 115.71 115.86
[4933] Germany CVI equally weighted  29.63 29.63 30.65 32.45 32.64 30.74 34.02
[4589] France CVI value weighted  4.69 4.69 4.72 4.62 4.67 4.68 4.74
[4925] France CVI tail  80.64 80.64 87.38 89.77 89.99 89.71 85.76
[4927] France CVI equally weighted  22.69 22.69 23.57 23.73 23.68 23.78 23.72
[4935] UK CVI value weighted  15.48 15.49 15.39 16.11 16.23 16.34 16.43
[4937] UK CVI tail  187.77 187.77 191.80 195.30 200.31 202.49 200.23
[4939] UK CVI equally weighted  49.74 49.74 49.90 49.58 50.00 50.47 50.13
[8659] Denmark CVI value weighted  7.88 7.88 7.88 6.89 6.91 6.96 6.96
[8663] Denmark CVI tail  158.65 158.65 158.65 126.39 132.13 123.34 113.76
[8661] Denmark CVI equally weighted  31.20 31.20 31.19 29.25 29.12 29.82 28.99
[8665] Norway CVI value weighted  9.83 9.83 9.82 10.09 10.09 10.17 10.25
[8667] Norway CVI tail  302.53 302.53 302.53 274.23 270.02 278.46 289.47
[8669] Norway CVI equally weighted  99.48 99.48 98.76 94.40 100.84 92.59 90.21
[8671] Sweden CVI value weighted  5.82 5.83 5.88 5.85 5.91 5.84 5.96
[8673] Sweden CVI tail  168.92 168.92 167.72 169.70 184.28 188.65 187.57
[8675] Sweden CVI equally weighted  45.53 45.53 45.83 45.56 46.01 45.02 45.71
[10143] Turkey CVI value weighted  46.27 46.21 43.32 50.53 53.27 51.98 49.49
[10145] Turkey CVI tail  153.92 150.61 145.93 165.81 173.35 169.02 159.28
[10147] Turkey CVI equally weighted  48.05 48.20 45.82 52.01 54.04 53.66 51.70
[10149] Switzerland CVI value weighted  6.05 6.05 6.01 5.98 6.13 6.12 6.11
[10151] Switzerland CVI tail  103.59 103.59 106.47 107.84 109.04 112.54 117.74
[10153] Switzerland CVI equally weighted  59.28 59.28 57.46 55.19 57.40 56.72 57.13
[10161] Greece CVI value weighted  17.53 17.54 17.55 18.21 18.12 18.40 18.46
[10163] Greece CVI tail  375.15 375.15 369.15 402.83 365.89 361.91 359.96
[10165] Greece CVI equally weighted  83.29 83.29 82.13 79.76 77.35 77.60 79.46
[10167] Finland CVI value weighted  4.44 4.44 4.50 4.38 4.34 4.26 4.31
[10169] Finland CVI tail  81.87 81.87 81.45 85.73 85.76 83.65 85.51
[10171] Finland CVI equally weighted  28.23 28.23 26.76 27.45 28.42 29.61 27.34
RMI CVI - Middle East
[10155] Israel CVI value weighted  8.13 8.13 8.04 7.49 7.62 7.56 7.57
[10157] Israel CVI tail  85.55 85.55 84.42 87.48 85.36 81.20 81.20
[10159] Israel CVI equally weighted  38.49 38.49 38.05 36.12 35.36 34.91 34.68
RMI CVI - North America
[4587] US CVI value weighted  6.20 6.20 6.20 6.46 6.58 6.50 6.59
[4899] US CVI tail  235.85 235.85 234.67 240.64 246.30 243.28 244.06
[4901] US CVI equally weighted  63.49 63.49 62.57 62.28 63.67 61.06 61.13
[4903] Canada CVI value weighted  5.27 5.27 5.38 5.45 5.48 5.36 5.37
[4905] Canada CVI tail  340.08 340.08 323.66 350.57 331.07 328.63 331.76
[4907] Canada CVI equally weighted  78.04 78.04 77.29 78.71 78.02 75.70 75.11
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  3.93 3.93 3.94 4.17 4.29 4.24 4.30
[4949] S&P 500 CVI tail  34.18 34.18 33.64 36.52 37.95 37.66 38.83
[4951] S&P 500 CVI equally weighted  7.13 7.13 7.17 7.25 7.41 7.29 7.32
mostra altri indici
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