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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.

Mostra tutto il profilo

Contatti

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Indici giornalieri

Tipo: 17/10/2018 16/10/2018 15/10/2018 12/10/2018 11/10/2018 10/10/2018 09/10/2018
RMI CVI - Middle East
Israel CVI value weighted  8.25 8.12 8.39 8.55 8.59 8.30 8.03
Israel CVI tail  89.41 90.05 90.25 85.24 85.24 83.21 82.07
Israel CVI equally weighted  25.99 25.53 26.12 26.38 26.40 25.83 25.16
RMI CVI - North America
US CVI value weighted  5.26 5.25 5.36 5.35 5.39 5.22 5.04
US CVI tail  221.01 215.23 217.04 217.54 215.59 205.83 208.25
US CVI equally weighted  54.98 54.41 54.85 56.91 57.01 55.49 54.35
Canada CVI value weighted  3.91 3.85 3.91 3.91 3.92 3.85 3.71
Canada CVI tail  397.09 406.40 394.49 389.95 390.71 366.31 383.65
Canada CVI equally weighted  88.82 88.70 87.04 81.83 82.21 81.07 81.75
RMI CVI - Europe
Eurozone CVI value weighted  6.64 6.59 6.89 6.89 6.95 6.67 6.41
Eurozone CVI tail  140.36 138.23 139.85 136.80 136.79 133.75 132.47
Eurozone CVI equally weighted  34.75 34.15 34.49 34.74 35.04 34.17 33.40
Germany CVI value weighted  7.64 7.55 7.93 7.99 8.15 7.92 7.52
Germany CVI tail  114.19 113.91 111.59 112.49 117.91 112.61 103.77
Germany CVI equally weighted  35.99 34.98 35.34 35.78 36.41 34.34 33.79
France CVI value weighted  5.78 5.73 6.00 5.95 5.99 5.76 5.46
France CVI tail  96.06 96.96 95.66 100.94 97.01 88.43 88.71
France CVI equally weighted  25.75 25.43 26.17 26.02 25.97 26.16 24.54
UK CVI value weighted  15.57 15.58 15.75 15.85 15.71 15.05 14.77
UK CVI tail  196.84 202.65 194.55 193.61 192.03 183.20 186.06
UK CVI equally weighted  53.45 53.43 53.81 53.45 53.39 52.30 51.18
Denmark CVI value weighted  6.58 6.60 6.92 6.97 7.19 7.01 6.73
Denmark CVI tail  127.59 141.47 144.62 144.75 145.71 146.68 133.77
Denmark CVI equally weighted  26.61 28.17 28.45 28.67 29.08 28.59 26.87
Norway CVI value weighted  7.87 7.90 8.13 8.13 8.17 7.62 7.42
Norway CVI tail  149.91 148.50 141.03 130.18 128.02 125.16 125.26
Norway CVI equally weighted  68.03 69.02 69.40 69.22 69.08 66.05 65.85
Sweden CVI value weighted  5.56 5.55 5.74 5.66 5.62 5.36 5.10
Sweden CVI tail  164.66 168.51 172.36 170.73 184.54 175.56 170.68
Sweden CVI equally weighted  42.60 42.56 41.51 41.48 44.84 42.41 41.72
Turkey CVI value weighted  111.52 120.74 123.41 131.35 137.97 138.79 136.25
Turkey CVI tail  282.73 297.07 298.41 318.37 308.43 339.55 348.22
Turkey CVI equally weighted  83.81 88.35 90.20 96.29 99.47 102.45 101.74
Switzerland CVI value weighted  6.04 6.04 6.25 6.25 6.32 5.96 5.66
Switzerland CVI tail  115.71 115.39 121.26 126.73 137.44 123.85 131.81
Switzerland CVI equally weighted  27.75 27.35 28.03 28.70 29.18 28.41 27.16
Greece CVI value weighted  36.15 35.65 36.47 37.15 37.15 37.69 37.79
Greece CVI tail  499.07 501.24 476.87 513.10 529.00 521.19 507.43
Greece CVI equally weighted  123.19 122.93 121.10 126.93 126.26 126.90 126.49
Finland CVI value weighted  4.28 4.20 4.47 4.45 4.55 4.32 4.13
Finland CVI tail  89.96 90.11 91.82 88.86 95.37 84.67 80.45
Finland CVI equally weighted  17.94 17.58 18.08 18.25 19.47 18.43 18.10
RMI CVI - Asia
Malaysia CVI value weighted  11.72 11.83 11.86 11.84 11.93 11.59 11.17
Malaysia CVI tail  206.68 204.31 202.41 205.14 205.01 203.79 201.50
Malaysia CVI equally weighted  58.41 59.08 58.70 58.29 58.38 57.21 55.18
Philippines CVI value weighted  15.59 15.93 16.13 15.76 16.18 15.78 15.38
Philippines CVI tail  111.29 114.53 109.58 114.99 119.56 112.75 110.92
Philippines CVI equally weighted  25.05 25.45 25.69 25.61 26.37 25.35 24.64
Thailand CVI value weighted  5.53 5.53 5.52 5.50 5.60 5.32 5.48
Thailand CVI tail  76.85 76.45 76.90 76.90 76.38 73.35 73.53
Thailand CVI equally weighted  19.05 19.08 19.06 19.06 19.19 18.70 18.62
Vietnam CVI value weighted  18.41 18.75 19.47 18.90 19.45 17.35 17.26
Vietnam CVI tail  205.20 207.24 207.36 213.27 212.04 205.46 199.16
Vietnam CVI equally weighted  65.36 64.51 65.33 65.90 66.94 64.24 62.25
Indonesia CVI value weighted  34.64 35.52 36.27 35.36 36.17 34.26 34.66
Indonesia CVI tail  226.16 233.21 231.20 228.61 229.03 219.49 231.55
Indonesia CVI equally weighted  58.10 59.06 59.01 57.65 58.04 56.73 57.82
China CVI value weighted  32.49 32.49 32.31 31.65 32.32 30.30 30.17
China CVI tail  240.62 242.97 238.83 236.23 231.60 214.99 214.31
China CVI equally weighted  74.17 75.33 74.05 73.07 72.55 67.50 67.83
Japan CVI value weighted  2.18 2.27 2.31 2.14 2.12 1.93 1.90
Japan CVI tail  15.93 16.47 16.53 15.57 15.86 14.74 14.61
Japan CVI equally weighted  3.76 3.89 3.90 3.68 3.72 3.44 3.40
Singapore CVI value weighted  8.16 8.40 8.40 8.32 8.57 7.98 7.70
Singapore CVI tail  187.21 187.29 183.21 181.07 187.74 174.16 169.46
Singapore CVI equally weighted  44.59 45.02 46.01 47.00 45.81 43.12 40.75
Australia CVI value weighted  4.45 4.55 4.57 4.46 4.49 4.22 4.26
Australia CVI tail  119.93 124.90 125.96 118.33 115.05 117.16 119.53
Australia CVI equally weighted  28.88 29.39 30.75 28.95 29.01 29.01 28.89
Taiwan CVI value weighted  2.17 2.16 2.19 2.13 2.26 1.90 1.90
Taiwan CVI tail  16.72 16.54 16.84 17.01 17.89 14.97 14.97
Taiwan CVI equally weighted  4.22 4.24 4.29 4.29 4.39 3.69 3.70
RMI CVI - Special Portfolios
S&P 500 CVI value weighted  3.14 3.14 3.21 3.17 3.21 3.06 2.95
S&P 500 CVI tail  31.94 31.44 31.79 31.87 32.63 31.61 31.11
S&P 500 CVI equally weighted  6.51 6.44 6.60 6.73 6.63 6.43 6.32
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