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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.

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Contatti

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Indici giornalieri

Tipo : 20/02/2018 19/02/2018 16/02/2018 15/02/2018 14/02/2018 13/02/2018 12/02/2018
RMI CVI - Middle East
Israel CVI value weighted  10.22 10.24 10.94 10.94 11.42 11.50 11.25
Israel CVI tail  88.33 87.43 98.68 98.68 99.73 107.13 100.76
Israel CVI equally weighted  29.32 30.78 32.07 31.73 31.39 31.01 30.20
RMI CVI - North America
US CVI value weighted  3.62 3.63 3.63 3.63 3.64 3.74 3.77
US CVI tail  142.43 139.63 139.63 143.70 146.87 147.83 150.93
US CVI equally weighted  36.64 37.31 37.30 37.86 37.64 37.84 40.54
Canada CVI value weighted  6.22 6.19 6.19 6.08 6.18 6.20 6.19
Canada CVI tail  181.68 192.35 192.35 192.81 188.56 191.08 183.37
Canada CVI equally weighted  44.59 43.92 43.93 44.96 44.11 43.58 43.02
RMI CVI - Europe
Eurozone CVI value weighted  6.03 6.12 6.07 6.26 6.33 6.50 6.33
Eurozone CVI tail  75.33 75.80 76.80 78.91 80.98 81.73 76.92
Eurozone CVI equally weighted  24.96 25.00 24.72 26.26 26.12 26.38 25.88
Germany CVI value weighted  5.15 5.18 5.14 5.31 5.28 5.48 5.36
Germany CVI tail  102.26 100.67 108.22 113.30 107.96 110.15 108.41
Germany CVI equally weighted  28.29 28.21 29.64 33.47 31.74 33.22 31.36
France CVI value weighted  6.09 6.20 6.17 6.37 6.51 6.69 6.54
France CVI tail  46.52 46.15 46.86 47.96 49.13 48.27 47.05
France CVI equally weighted  15.78 16.08 16.14 16.73 17.05 17.68 16.69
UK CVI value weighted  11.00 11.13 10.93 11.46 11.61 11.84 11.64
UK CVI tail  141.63 145.43 142.98 149.04 148.29 152.21 151.91
UK CVI equally weighted  44.19 44.70 44.55 46.51 47.17 47.38 47.49
Denmark CVI value weighted  7.08 7.10 6.95 7.36 7.46 7.61 7.40
Denmark CVI tail  126.59 137.34 126.67 131.76 132.31 132.20 132.22
Denmark CVI equally weighted  31.95 32.18 31.41 32.07 32.32 31.94 31.56
Norway CVI value weighted  23.90 23.91 23.94 24.73 25.42 24.89 24.88
Norway CVI tail  229.41 233.84 229.12 221.15 223.58 241.96 238.75
Norway CVI equally weighted  77.26 77.35 78.60 80.49 82.59 83.51 80.29
Sweden CVI value weighted  5.72 5.76 5.67 5.90 5.98 6.17 6.09
Sweden CVI tail  111.60 110.86 110.88 115.84 111.01 107.56 106.58
Sweden CVI equally weighted  32.78 33.60 33.02 35.21 34.83 34.85 34.29
Turkey CVI value weighted  27.32 25.22 24.12 25.21 27.00 26.17 25.21
Turkey CVI tail  96.50 94.07 89.09 94.37 99.14 98.29 93.29
Turkey CVI equally weighted  33.95 31.84 30.68 32.04 33.57 32.83 31.36
Switzerland CVI value weighted  3.90 3.98 3.88 4.00 4.02 4.19 4.12
Switzerland CVI tail  61.28 61.14 60.86 63.14 61.91 61.79 62.04
Switzerland CVI equally weighted  16.76 16.76 16.69 17.04 16.84 16.97 17.20
Greece CVI value weighted  15.90 15.74 15.74 15.62 16.46 16.34 16.37
Greece CVI tail  256.86 248.03 248.03 245.65 250.08 248.66 240.44
Greece CVI equally weighted  54.84 52.44 52.44 52.44 53.82 54.06 54.04
Finland CVI value weighted  3.89 3.99 3.96 4.16 4.26 4.41 4.35
Finland CVI tail  42.41 41.94 42.29 40.71 40.88 42.30 37.93
Finland CVI equally weighted  15.34 16.02 14.09 14.36 14.22 15.19 13.91
RMI CVI - Asia
Malaysia CVI value weighted  9.70 9.63 9.99 9.99 10.04 10.18 10.19
Malaysia CVI tail  182.40 174.27 177.74 177.74 182.19 188.96 183.53
Malaysia CVI equally weighted  55.50 54.19 56.50 56.54 56.40 57.97 57.06
Philippines CVI value weighted  10.92 10.96 11.04 11.04 11.15 11.20 11.27
Philippines CVI tail  85.50 86.96 87.32 87.32 88.15 88.79 86.55
Philippines CVI equally weighted  21.06 21.42 21.37 21.37 21.32 21.50 21.37
Thailand CVI value weighted  4.48 4.43 4.45 4.46 4.52 4.48 4.51
Thailand CVI tail  63.21 60.74 59.57 60.49 64.52 60.31 60.86
Thailand CVI equally weighted  16.38 16.20 16.80 16.11 16.19 16.68 16.95
Vietnam CVI value weighted  17.59 17.59 17.59 17.59 17.59 17.59 18.25
Vietnam CVI tail  164.06 164.06 164.06 164.06 164.06 164.06 165.53
Vietnam CVI equally weighted  47.89 47.89 47.89 47.89 47.89 47.89 49.35
Indonesia CVI value weighted  18.47 18.45 19.02 19.02 19.09 19.13 19.35
Indonesia CVI tail  104.35 104.41 106.41 106.41 108.31 108.73 110.39
Indonesia CVI equally weighted  30.84 30.87 31.38 31.38 31.76 31.95 31.89
China CVI value weighted  26.96 26.87 26.87 26.84 27.11 27.52 27.91
China CVI tail  236.56 236.69 236.66 236.01 236.56 238.81 237.55
China CVI equally weighted  62.88 62.89 62.93 62.93 62.98 63.33 63.52
Japan CVI value weighted  3.94 3.83 4.05 4.27 4.46 4.41 4.34
Japan CVI tail  14.55 14.27 15.54 16.49 17.15 16.64 15.77
Japan CVI equally weighted  4.01 3.96 4.18 4.40 4.57 4.46 4.28
Singapore CVI value weighted  5.47 5.30 5.45 5.46 5.72 5.72 5.83
Singapore CVI tail  175.21 167.75 176.45 176.33 182.70 176.87 186.55
Singapore CVI equally weighted  34.09 33.23 34.64 34.86 36.11 37.08 37.27
Australia CVI value weighted  3.29 3.26 3.29 3.28 3.41 3.37 3.44
Australia CVI tail  71.21 71.68 69.65 71.46 72.41 72.88 73.60
Australia CVI equally weighted  16.92 16.82 16.99 16.99 17.28 17.37 17.42
Taiwan CVI value weighted  1.96 1.96 1.96 1.96 1.96 1.96 1.95
Taiwan CVI tail  13.95 13.95 13.95 13.95 13.95 13.95 13.95
Taiwan CVI equally weighted  3.21 3.21 3.21 3.20 3.21 3.20 3.21
RMI CVI - Special Portfolios
S&P 500 CVI value weighted  1.72 1.72 1.72 1.73 1.72 1.79 1.80
S&P 500 CVI tail  21.43 22.53 22.53 22.77 23.01 23.36 22.33
S&P 500 CVI equally weighted  6.38 6.40 6.40 6.38 6.43 6.80 6.74
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