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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 : 25/05/2018 24/05/2018 23/05/2018 22/05/2018 21/05/2018 18/05/2018 17/05/2018
RMI CVI - Middle East
Israel CVI value weighted  12.41 12.43 12.49 12.47 12.48 12.81 12.81
Israel CVI tail  109.87 110.76 111.11 119.84 118.47 115.86 116.24
Israel CVI equally weighted  34.85 34.31 35.80 33.91 34.87 34.97 35.38
RMI CVI - North America
US CVI value weighted  4.44 4.44 4.42 4.40 4.35 4.41 4.39
US CVI tail  186.75 185.19 189.92 183.29 190.56 188.61 191.78
US CVI equally weighted  45.92 45.22 44.35 43.85 43.85 43.79 44.29
Canada CVI value weighted  6.55 6.45 6.49 6.44 6.50 6.51 6.51
Canada CVI tail  282.04 295.28 316.45 303.28 304.53 304.53 306.10
Canada CVI equally weighted  74.25 74.24 76.37 76.87 78.85 79.89 82.39
RMI CVI - Europe
Eurozone CVI value weighted  6.13 6.08 6.00 5.86 5.71 5.69 5.66
Eurozone CVI tail  115.57 114.29 115.36 116.36 114.00 110.85 115.95
Eurozone CVI equally weighted  29.90 29.50 29.68 29.91 29.59 29.40 29.54
Germany CVI value weighted  5.26 5.31 5.19 5.01 5.08 5.08 5.08
Germany CVI tail  115.16 110.71 112.50 111.54 112.11 112.11 115.61
Germany CVI equally weighted  36.01 35.14 35.10 34.53 36.23 36.24 35.21
France CVI value weighted  5.74 5.75 5.69 5.52 5.58 5.64 5.65
France CVI tail  94.38 92.22 93.27 89.82 91.41 87.59 94.54
France CVI equally weighted  22.31 21.85 21.52 21.43 20.94 21.06 21.96
UK CVI value weighted  9.74 9.84 9.74 9.51 9.60 9.71 9.69
UK CVI tail  132.19 134.15 139.39 136.43 137.17 139.77 139.63
UK CVI equally weighted  41.29 40.96 41.32 39.50 39.31 39.35 39.71
Denmark CVI value weighted  4.11 4.12 4.02 3.95 4.02 4.02 3.96
Denmark CVI tail  72.56 73.74 70.11 74.13 74.25 74.25 73.92
Denmark CVI equally weighted  22.14 22.07 22.14 22.19 22.03 22.16 22.17
Norway CVI value weighted  6.97 6.74 6.61 6.43 6.39 6.40 6.64
Norway CVI tail  116.76 112.94 115.52 129.75 116.37 116.37 117.22
Norway CVI equally weighted  36.69 35.43 35.72 35.64 35.93 35.98 36.00
Sweden CVI value weighted  5.11 5.15 5.12 4.92 4.93 4.97 5.03
Sweden CVI tail  208.09 213.79 219.44 212.18 225.92 211.66 216.40
Sweden CVI equally weighted  51.66 52.67 52.14 51.37 50.92 51.09 49.62
Turkey CVI value weighted  109.01 114.99 105.81 102.91 101.72 95.50 97.29
Turkey CVI tail  298.79 312.35 288.20 278.83 273.11 254.92 257.45
Turkey CVI equally weighted  86.91 90.78 83.11 80.49 78.37 75.19 75.64
Switzerland CVI value weighted  4.41 4.40 4.34 4.22 4.22 4.24 4.20
Switzerland CVI tail  104.45 115.78 131.73 132.00 132.74 132.74 130.35
Switzerland CVI equally weighted  29.54 29.66 29.31 28.64 28.11 27.93 28.22
Greece CVI value weighted  23.49 22.33 21.81 21.07 21.72 21.87 21.84
Greece CVI tail  316.01 311.18 353.05 337.83 368.28 367.29 366.17
Greece CVI equally weighted  80.52 79.90 82.41 81.44 81.38 80.90 81.78
Finland CVI value weighted  3.83 3.81 3.76 3.58 3.64 3.67 3.69
Finland CVI tail  88.20 83.38 97.82 98.64 93.32 79.46 79.63
Finland CVI equally weighted  15.91 16.67 16.33 15.84 15.58 14.55 14.49
RMI CVI - Asia
Malaysia CVI value weighted  8.69 8.74 8.57 8.34 8.20 8.21 8.16
Malaysia CVI tail  205.56 205.93 204.21 207.69 209.90 206.81 206.24
Malaysia CVI equally weighted  61.87 62.59 62.02 60.92 60.16 59.85 60.35
Philippines CVI value weighted  12.53 12.54 12.62 12.38 12.26 12.08 11.89
Philippines CVI tail  103.72 103.59 101.95 101.02 101.16 98.91 98.55
Philippines CVI equally weighted  24.29 24.25 24.15 23.79 23.46 23.38 23.02
Thailand CVI value weighted  4.37 4.42 4.34 4.31 4.30 4.36 4.35
Thailand CVI tail  75.45 74.43 75.99 77.77 80.99 81.76 83.95
Thailand CVI equally weighted  18.63 18.33 18.74 19.09 19.50 19.72 19.65
Vietnam CVI value weighted  17.12 16.23 15.74 16.14 14.87 14.14 14.45
Vietnam CVI tail  261.88 264.42 255.95 252.49 238.31 258.32 240.35
Vietnam CVI equally weighted  75.64 73.49 73.39 72.55 70.82 71.77 70.17
Indonesia CVI value weighted  25.95 26.12 27.81 28.32 28.67 27.87 26.69
Indonesia CVI tail  169.71 167.27 178.94 179.77 176.40 181.03 175.01
Indonesia CVI equally weighted  49.06 49.40 49.16 49.28 49.31 48.50 47.64
China CVI value weighted  22.25 22.14 22.10 21.77 21.74 21.84 21.96
China CVI tail  171.73 171.25 171.35 169.84 169.04 171.05 171.43
China CVI equally weighted  51.64 51.43 51.59 50.84 51.17 51.82 52.11
Japan CVI value weighted  3.29 3.25 3.14 3.13 3.15 3.14 3.15
Japan CVI tail  16.43 16.22 15.71 15.98 16.14 16.17 16.32
Japan CVI equally weighted  3.90 3.84 3.75 3.76 3.78 3.81 3.82
Singapore CVI value weighted  5.11 5.12 5.20 5.02 5.13 5.12 5.12
Singapore CVI tail  148.98 162.14 155.93 164.47 154.02 168.52 175.64
Singapore CVI equally weighted  39.03 39.45 39.30 39.20 37.86 40.06 40.03
Australia CVI value weighted  4.35 4.35 4.31 4.27 4.19 4.18 4.16
Australia CVI tail  128.94 129.37 130.77 129.33 129.72 127.59 124.01
Australia CVI equally weighted  30.08 29.66 29.64 29.48 29.96 29.43 27.98
Taiwan CVI value weighted  1.02 1.02 1.04 1.02 1.02 1.05 1.06
Taiwan CVI tail  7.97 8.00 8.11 8.36 8.15 8.16 8.11
Taiwan CVI equally weighted  2.13 2.12 2.15 2.13 2.13 2.21 2.24
RMI CVI - Special Portfolios
S&P 500 CVI value weighted  2.08 2.08 2.09 2.07 2.06 2.08 2.06
S&P 500 CVI tail  28.77 29.28 30.20 29.96 29.65 29.83 30.04
S&P 500 CVI equally weighted  5.74 5.81 5.78 5.88 5.84 5.85 5.74
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