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Cbonds Page: Risk Management Institute

назва організації Risk Management Institute
повна назва організації NUS RMI Credit Research Initiative
країна ризику Singapore
адреса 21 Heng Mui Keng Terrace I3 Building, Level 4 Singapore 119613
телефон (65) 6516 3380
факс (65) 6874 5430
e-mail rmicri@nus.edu.sg
сайт http://www.rmi.nus.edu.sg/

Профіль

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.

Контакти

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Щоденні індекси

Тип: 11.06.2019 10.06.2019 07.06.2019 06.06.2019 05.06.2019 04.06.2019 03.06.2019
RMI CVI - Asia
[8985] Malaysia CVI value weighted  13.14 13.18 13.32 13.48 13.48 13.48 13.39
[8987] Malaysia CVI tail  231.00 215.48 218.09 219.11 219.24 219.58 225.79
[8989] Malaysia CVI equally weighted  69.97 68.89 70.53 69.99 70.33 70.33 74.39
[8991] Philippines CVI value weighted  11.70 12.24 12.25 12.07 12.17 12.17 12.07
[8993] Philippines CVI tail  79.12 82.51 83.70 83.43 81.84 81.84 83.41
[8995] Philippines CVI equally weighted  17.33 18.09 18.16 17.91 17.91 17.91 18.00
[8997] Thailand CVI value weighted  6.57 6.60 6.72 6.74 6.78 6.86 7.15
[8999] Thailand CVI tail  87.45 87.70 87.33 83.34 86.77 83.57 88.96
[9001] Thailand CVI equally weighted  20.44 20.27 20.60 20.67 20.95 20.43 20.95
[9003] Vietnam CVI value weighted  17.89 17.87 17.96 18.60 18.22 18.28 18.37
[9005] Vietnam CVI tail  225.94 219.03 220.90 219.87 218.91 215.11 214.45
[9007] Vietnam CVI equally weighted  65.33 64.84 65.71 65.12 65.02 65.18 64.45
[10173] Indonesia CVI value weighted  30.45 30.63 32.19 32.19 32.19 32.19 32.19
[10175] Indonesia CVI tail  158.88 161.40 168.82 168.82 168.82 168.82 168.82
[10177] Indonesia CVI equally weighted  43.12 43.61 44.57 44.57 44.57 44.57 44.57
[4591] China CVI value weighted  29.93 30.68 31.11 31.16 30.78 30.79 30.49
[4909] China CVI tail  230.30 233.09 236.16 235.43 227.05 227.59 224.99
[4911] China CVI equally weighted  78.43 80.28 80.29 79.99 78.07 78.11 77.15
[4913] Japan CVI value weighted  6.67 6.72 6.93 6.78 6.71 7.03 7.03
[4915] Japan CVI tail  26.32 26.83 27.93 27.07 26.51 28.01 28.90
[4917] Japan CVI equally weighted  6.79 6.85 7.11 7.02 6.91 7.23 7.36
[4919] Singapore CVI value weighted  8.33 8.57 8.71 8.88 8.86 8.87 9.09
[4921] Singapore CVI tail  165.47 170.24 176.03 176.46 172.44 172.44 177.69
[4923] Singapore CVI equally weighted  37.32 39.08 39.48 39.91 39.43 39.17 40.68
[8683] Australia CVI value weighted  3.47 3.59 3.59 3.64 3.64 3.69 3.70
[8685] Australia CVI tail  170.56 156.04 155.91 154.80 172.85 153.67 167.19
[8687] Australia CVI equally weighted  41.91 39.43 39.43 39.77 42.65 39.49 40.26
[8681] Taiwan CVI value weighted  2.00 2.03 2.09 2.09 2.05 2.07 2.03
[8679] Taiwan CVI tail  15.79 15.97 16.44 16.58 16.05 16.79 16.53
[8677] Taiwan CVI equally weighted  4.97 5.08 5.08 5.13 5.05 4.82 4.73
RMI CVI - Europe
[4941] Eurozone CVI value weighted  6.47 6.61 6.67 6.76 6.70 6.73 6.91
[4943] Eurozone CVI tail  115.72 114.80 114.46 117.24 119.87 116.63 118.77
[4945] Eurozone CVI equally weighted  32.38 32.61 33.02 32.50 32.10 32.41 32.43
[4929] Germany CVI value weighted  8.53 8.83 8.84 8.84 8.74 8.69 9.05
[4931] Germany CVI tail  128.97 119.39 119.39 124.85 125.05 127.73 120.96
[4933] Germany CVI equally weighted  32.87 33.61 33.68 32.47 31.56 33.20 32.40
[4589] France CVI value weighted  5.48 5.56 5.60 5.79 5.70 5.80 5.88
[4925] France CVI tail  92.30 93.35 95.37 95.84 95.85 98.38 95.81
[4927] France CVI equally weighted  28.20 28.37 28.90 29.60 28.97 30.28 29.94
[4935] UK CVI value weighted  17.26 17.36 17.51 17.76 17.94 17.99 18.31
[4937] UK CVI tail  209.98 205.27 201.33 200.38 193.22 195.17 197.60
[4939] UK CVI equally weighted  55.47 54.65 54.67 55.33 54.46 54.67 54.79
[8659] Denmark CVI value weighted  7.75 8.16 8.16 8.14 8.42 8.41 8.45
[8663] Denmark CVI tail  142.75 143.59 143.59 148.64 142.21 141.73 145.08
[8661] Denmark CVI equally weighted  34.28 34.47 34.32 33.50 33.92 33.85 34.17
[8665] Norway CVI value weighted  13.62 13.78 13.76 14.12 13.99 14.04 13.91
[8667] Norway CVI tail  518.85 522.01 458.32 435.39 393.35 437.88 443.48
[8669] Norway CVI equally weighted  92.52 90.24 89.60 94.88 94.85 100.93 100.68
[8671] Sweden CVI value weighted  7.06 7.16 7.26 7.45 7.48 7.55 7.90
[8673] Sweden CVI tail  198.43 195.17 196.63 201.26 201.26 197.14 198.62
[8675] Sweden CVI equally weighted  57.36 57.32 56.79 59.17 59.18 59.73 60.54
[10143] Turkey CVI value weighted  50.24 48.34 49.79 53.52 53.53 53.52 53.52
[10145] Turkey CVI tail  167.04 166.36 176.59 186.35 186.35 186.35 186.35
[10147] Turkey CVI equally weighted  47.86 46.89 48.91 51.08 51.08 51.08 51.08
[10149] Switzerland CVI value weighted  5.76 5.80 5.83 5.87 5.87 5.98 6.09
[10151] Switzerland CVI tail  134.16 135.53 133.30 132.51 131.57 129.53 126.98
[10153] Switzerland CVI equally weighted  53.50 54.52 54.78 53.22 52.50 53.12 55.13
[10161] Greece CVI value weighted  14.30 14.61 15.29 14.50 14.61 14.47 13.88
[10163] Greece CVI tail  368.68 371.73 384.57 351.47 340.60 343.05 373.93
[10165] Greece CVI equally weighted  77.92 77.55 78.97 74.36 74.03 71.74 72.84
[10167] Finland CVI value weighted  5.81 6.11 6.17 6.28 6.19 6.10 6.23
[10169] Finland CVI tail  77.25 81.19 81.50 80.93 80.35 80.14 81.27
[10171] Finland CVI equally weighted  20.60 20.84 21.35 21.40 21.09 21.46 21.62
RMI CVI - Middle East
[10155] Israel CVI value weighted  9.96 9.76 9.93 9.94 9.93 10.10 10.41
[10157] Israel CVI tail  102.13 95.96 97.25 96.00 98.61 98.04 101.82
[10159] Israel CVI equally weighted  44.62 43.95 44.71 44.84 44.69 44.92 45.70
RMI CVI - North America
[4587] US CVI value weighted  7.73 7.88 7.97 8.01 8.07 8.00 8.34
[4899] US CVI tail  325.04 323.42 324.34 327.00 314.80 303.00 310.15
[4901] US CVI equally weighted  79.47 77.72 78.49 78.86 76.46 71.89 74.06
[4903] Canada CVI value weighted  6.54 6.59 6.65 6.66 6.70 6.69 6.81
[4905] Canada CVI tail  395.77 376.61 385.45 378.73 379.92 384.37 402.92
[4907] Canada CVI equally weighted  92.79 90.37 90.21 88.72 87.89 87.29 87.79
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  4.83 4.84 4.90 4.91 5.01 4.99 5.24
[4949] S&P 500 CVI tail  57.97 59.19 59.78 59.06 58.24 59.15 62.88
[4951] S&P 500 CVI equally weighted  10.94 10.91 10.93 10.81 10.86 10.61 11.40
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