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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: 19/02/2019 18/02/2019 15/02/2019 14/02/2019 13/02/2019 12/02/2019 11/02/2019
RMI CVI - Middle East
[10155] Israel CVI value weighted  8.25 8.32 8.47 8.47 8.43 8.29 8.37
[10157] Israel CVI tail  82.28 82.32 86.31 87.16 87.09 89.65 90.88
[10159] Israel CVI equally weighted  30.72 30.68 30.36 30.36 31.76 31.63 31.91
RMI CVI - North America
[4587] US CVI value weighted  6.04 6.05 6.05 6.24 6.94 7.00 7.17
[4899] US CVI tail  229.03 233.90 233.90 238.34 262.34 261.97 277.31
[4901] US CVI equally weighted  56.06 56.07 56.08 56.95 60.16 61.10 62.08
[4903] Canada CVI value weighted  5.35 5.43 5.44 5.53 5.54 5.60 5.71
[4905] Canada CVI tail  382.32 398.51 398.51 376.62 376.55 400.69 373.92
[4907] Canada CVI equally weighted  76.47 76.27 76.47 77.39 80.47 82.30 80.68
RMI CVI - Europe
[4941] Eurozone CVI value weighted  6.49 6.47 6.51 6.73 6.68 6.78 6.89
[4943] Eurozone CVI tail  135.66 136.14 136.55 135.67 138.58 138.19 139.49
[4945] Eurozone CVI equally weighted  36.22 36.26 36.91 36.20 37.66 38.02 38.39
[4929] Germany CVI value weighted  8.13 8.14 8.15 8.45 8.24 8.33 8.49
[4931] Germany CVI tail  134.55 136.73 138.01 136.46 134.13 136.02 131.66
[4933] Germany CVI equally weighted  41.59 41.19 41.20 38.00 38.85 39.21 39.36
[4589] France CVI value weighted  5.64 5.64 5.68 5.90 5.75 5.85 5.94
[4925] France CVI tail  104.83 109.86 111.81 116.83 118.39 115.90 117.50
[4927] France CVI equally weighted  26.42 27.14 27.38 27.82 28.83 29.43 29.93
[4935] UK CVI value weighted  20.03 20.09 20.04 20.49 19.73 20.06 20.09
[4937] UK CVI tail  210.37 212.68 211.74 211.69 201.67 202.97 205.02
[4939] UK CVI equally weighted  61.39 61.98 61.57 62.53 59.46 60.05 59.94
[8659] Denmark CVI value weighted  7.87 7.75 7.79 7.77 7.41 7.48 7.63
[8663] Denmark CVI tail  151.19 140.33 144.31 147.71 138.63 168.16 162.78
[8661] Denmark CVI equally weighted  32.66 31.59 30.96 32.06 30.77 30.24 30.35
[8665] Norway CVI value weighted  10.85 10.74 10.66 11.06 10.37 10.75 11.26
[8667] Norway CVI tail  295.34 284.06 288.53 293.84 265.56 261.27 284.69
[8669] Norway CVI equally weighted  79.59 79.18 79.64 82.13 79.20 78.76 80.00
[8671] Sweden CVI value weighted  6.45 6.41 6.36 6.54 6.40 6.47 6.53
[8673] Sweden CVI tail  187.77 189.14 174.44 182.70 178.68 178.31 188.53
[8675] Sweden CVI equally weighted  51.21 51.03 50.37 50.36 48.04 48.55 48.28
[10143] Turkey CVI value weighted  45.84 46.44 45.36 45.66 47.08 44.59 43.94
[10145] Turkey CVI tail  172.13 167.76 167.76 172.33 180.36 184.19 174.96
[10147] Turkey CVI equally weighted  48.41 48.64 48.21 48.47 51.31 50.83 48.80
[10149] Switzerland CVI value weighted  6.61 6.47 6.49 6.62 6.63 6.75 6.73
[10151] Switzerland CVI tail  143.30 137.74 140.66 158.69 159.70 165.78 164.65
[10153] Switzerland CVI equally weighted  45.23 43.55 46.78 47.09 45.27 45.89 45.84
[10161] Greece CVI value weighted  26.79 26.67 27.88 27.75 29.22 29.09 29.57
[10163] Greece CVI tail  452.68 458.36 464.82 457.96 503.62 495.80 516.17
[10165] Greece CVI equally weighted  107.54 108.41 111.09 111.17 126.23 126.64 129.16
[10167] Finland CVI value weighted  3.67 3.59 3.60 3.59 3.68 3.73 3.61
[10169] Finland CVI tail  68.47 69.46 69.06 67.71 68.70 68.66 67.10
[10171] Finland CVI equally weighted  21.97 22.00 21.67 21.53 21.64 22.12 21.48
RMI CVI - Asia
[8985] Malaysia CVI value weighted  11.69 11.85 11.89 11.86 12.46 12.39 12.33
[8987] Malaysia CVI tail  185.45 189.22 187.53 188.49 194.33 192.38 198.91
[8989] Malaysia CVI equally weighted  57.31 57.49 57.08 57.37 59.94 62.42 61.79
[8991] Philippines CVI value weighted  13.86 13.49 13.72 13.47 13.48 13.11 12.77
[8993] Philippines CVI tail  97.44 94.60 93.17 91.98 93.47 92.62 92.44
[8995] Philippines CVI equally weighted  22.05 21.55 21.61 21.17 21.11 20.96 21.01
[8997] Thailand CVI value weighted  8.06 8.01 7.94 7.08 7.05 7.15 7.20
[8999] Thailand CVI tail  81.51 81.51 77.31 77.31 85.28 82.94 86.73
[9001] Thailand CVI equally weighted  22.03 22.02 22.03 20.11 20.15 20.14 20.27
[9003] Vietnam CVI value weighted  21.05 21.00 21.19 21.11 23.50 23.81 24.29
[9005] Vietnam CVI tail  212.18 219.62 216.62 216.39 218.06 219.22 210.85
[9007] Vietnam CVI equally weighted  69.79 68.33 69.41 68.44 68.69 70.07 70.41
[10173] Indonesia CVI value weighted  28.36 28.66 29.67 29.59 28.80 28.72 28.13
[10175] Indonesia CVI tail  144.07 152.18 155.24 151.45 154.30 157.65 152.39
[10177] Indonesia CVI equally weighted  45.08 45.84 46.24 45.48 45.63 46.10 45.35
[4591] China CVI value weighted  27.88 27.88 28.65 28.00 28.47 29.00 29.24
[4909] China CVI tail  205.44 207.20 211.60 212.43 214.98 219.19 220.78
[4911] China CVI equally weighted  67.77 68.63 69.79 69.86 70.73 71.62 72.58
[4913] Japan CVI value weighted  5.77 5.78 5.84 5.73 5.34 5.44 5.47
[4915] Japan CVI tail  26.52 26.27 26.31 26.45 26.45 26.70 26.40
[4917] Japan CVI equally weighted  6.68 6.69 6.77 6.66 6.66 6.74 6.74
[4919] Singapore CVI value weighted  8.15 8.03 8.16 8.04 8.07 8.31 8.26
[4921] Singapore CVI tail  159.72 157.88 149.07 143.20 151.86 156.99 156.85
[4923] Singapore CVI equally weighted  36.35 34.98 33.08 38.29 41.98 40.07 39.48
[8683] Australia CVI value weighted  3.95 3.97 4.04 4.02 4.19 4.19 4.21
[8685] Australia CVI tail  122.16 122.03 126.57 116.03 126.06 126.91 130.27
[8687] Australia CVI equally weighted  28.94 28.62 29.30 28.43 29.44 29.26 30.06
[8681] Taiwan CVI value weighted  2.55 2.56 2.60 2.57 2.64 2.64 2.71
[8679] Taiwan CVI tail  17.28 17.55 17.34 17.07 17.72 17.90 18.08
[8677] Taiwan CVI equally weighted  4.07 4.07 4.12 4.10 4.41 4.40 4.47
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  3.77 3.77 3.77 3.91 4.52 4.56 4.66
[4949] S&P 500 CVI tail  33.08 33.48 33.48 33.73 34.72 37.03 39.27
[4951] S&P 500 CVI equally weighted  6.12 6.20 6.20 6.29 7.34 7.42 7.57
mostra altri indici
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