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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: 22.08.2019 21.08.2019 20.08.2019 19.08.2019 16.08.2019 15.08.2019 14.08.2019
RMI CVI - North America
[4587] US CVI value weighted  7.53 7.50 7.59 7.52 7.66 7.93 7.80
[4899] US CVI tail  373.40 378.13 376.53 378.84 372.46 385.51 383.62
[4901] US CVI equally weighted  83.48 83.56 85.19 85.59 89.73 93.47 91.68
[4903] Canada CVI value weighted  8.08 8.04 8.13 8.07 8.26 8.36 7.89
[4905] Canada CVI tail  429.42 419.61 434.33 441.73 460.73 468.23 436.55
[4907] Canada CVI equally weighted  100.78 100.70 100.98 97.33 96.97 97.05 94.34
RMI CVI - Asia
[8985] Malaysia CVI value weighted  12.78 12.85 12.74 12.76 12.76 12.79 12.65
[8987] Malaysia CVI tail  222.38 223.45 222.82 219.96 226.55 231.75 220.89
[8989] Malaysia CVI equally weighted  62.23 61.86 59.99 57.92 59.07 60.18 58.65
[8991] Philippines CVI value weighted  11.24 11.13 11.13 11.21 11.35 11.28 11.12
[8993] Philippines CVI tail  74.62 73.96 73.96 73.43 73.74 78.29 74.95
[8995] Philippines CVI equally weighted  15.91 15.70 15.71 15.90 16.05 16.22 15.77
[8997] Thailand CVI value weighted  6.28 6.15 6.24 6.12 6.15 6.33 6.30
[8999] Thailand CVI tail  81.83 83.02 79.82 80.02 77.81 81.81 80.64
[9001] Thailand CVI equally weighted  21.52 20.91 21.04 21.05 21.08 21.08 20.65
[9003] Vietnam CVI value weighted  12.99 12.94 13.29 13.30 13.23 13.40 13.67
[9005] Vietnam CVI tail  202.43 205.27 212.36 205.86 208.95 208.66 207.32
[9007] Vietnam CVI equally weighted  61.43 60.36 62.10 60.51 63.14 62.32 61.91
[10173] Indonesia CVI value weighted  30.16 29.80 29.12 28.54 29.23 29.57 29.14
[10175] Indonesia CVI tail  166.28 162.98 162.86 159.20 159.25 160.95 156.68
[10177] Indonesia CVI equally weighted  39.95 39.26 39.05 38.42 38.76 39.21 38.57
[4591] China CVI value weighted  32.52 32.30 32.54 32.46 33.29 33.47 33.41
[4909] China CVI tail  244.17 247.43 247.77 249.63 253.85 253.55 253.04
[4911] China CVI equally weighted  85.33 85.66 86.56 86.94 88.27 88.32 87.75
[4913] Japan CVI value weighted  8.02 7.98 7.84 8.01 8.26 8.41 8.29
[4915] Japan CVI tail  26.60 26.56 25.83 26.58 27.55 28.01 27.20
[4917] Japan CVI equally weighted  6.75 6.69 6.60 6.76 6.96 7.04 6.90
[4919] Singapore CVI value weighted  8.98 9.00 8.88 8.83 8.94 8.86 8.62
[4921] Singapore CVI tail  186.62 158.61 183.58 173.31 176.99 171.72 194.48
[4923] Singapore CVI equally weighted  38.39 37.65 39.74 40.86 40.36 40.50 41.76
[8683] Australia CVI value weighted  5.60 5.62 5.40 5.51 5.62 5.61 5.26
[8685] Australia CVI tail  195.78 177.95 180.99 179.01 178.33 177.33 182.98
[8687] Australia CVI equally weighted  45.38 43.23 44.37 44.89 46.28 43.63 46.11
[8681] Taiwan CVI value weighted  2.50 2.50 2.50 2.51 2.54 2.58 2.47
[8679] Taiwan CVI tail  14.33 14.20 14.28 14.15 14.77 15.04 14.67
[8677] Taiwan CVI equally weighted  3.32 3.31 3.35 3.32 3.38 3.42 3.36
RMI CVI - Middle East
[10155] Israel CVI value weighted  9.12 9.19 9.32 9.48 10.09 10.11 9.82
[10157] Israel CVI tail  118.24 120.63 123.51 131.86 140.24 140.43 123.39
[10159] Israel CVI equally weighted  51.82 53.40 52.60 51.69 52.27 53.71 51.44
RMI CVI - Europe
[4941] Eurozone CVI value weighted  6.54 6.47 6.65 6.52 6.73 6.94 6.95
[4943] Eurozone CVI tail  99.83 98.01 101.89 101.79 101.46 106.79 106.66
[4945] Eurozone CVI equally weighted  28.72 28.76 28.98 29.20 29.91 30.19 30.23
[4929] Germany CVI value weighted  8.00 8.01 8.27 8.08 8.35 8.63 8.64
[4931] Germany CVI tail  115.78 120.12 130.75 127.95 126.44 127.38 128.03
[4933] Germany CVI equally weighted  29.59 30.19 31.33 31.99 31.98 31.68 32.07
[4589] France CVI value weighted  5.55 5.44 5.62 5.50 5.68 5.84 5.88
[4925] France CVI tail  90.79 89.23 89.88 89.30 89.62 92.82 94.82
[4927] France CVI equally weighted  23.80 23.90 24.67 24.22 24.59 24.81 25.18
[4935] UK CVI value weighted  17.78 17.69 17.93 17.66 18.06 18.43 18.10
[4937] UK CVI tail  187.46 189.61 193.75 191.70 196.88 200.47 195.75
[4939] UK CVI equally weighted  54.27 54.85 54.68 53.51 55.42 57.60 56.02
[8659] Denmark CVI value weighted  9.53 9.40 9.67 9.68 9.85 10.47 10.40
[8663] Denmark CVI tail  160.20 158.69 159.15 157.19 152.47 157.44 161.43
[8661] Denmark CVI equally weighted  37.99 38.06 38.20 38.48 38.71 39.99 39.97
[8665] Norway CVI value weighted  15.84 15.60 16.11 15.80 16.52 16.88 16.81
[8667] Norway CVI tail  327.21 313.47 320.48 312.78 313.02 341.21 326.58
[8669] Norway CVI equally weighted  77.34 76.17 77.06 74.50 77.01 79.34 81.23
[8671] Sweden CVI value weighted  7.18 6.98 7.17 7.13 7.34 7.56 7.55
[8673] Sweden CVI tail  172.91 170.49 171.10 170.71 176.20 175.48 175.88
[8675] Sweden CVI equally weighted  45.17 44.01 44.80 44.09 45.04 45.60 44.47
[10143] Turkey CVI value weighted  38.60 37.70 37.41 37.16 35.84 35.11 36.76
[10145] Turkey CVI tail  113.57 112.33 109.95 110.66 107.64 108.39 115.35
[10147] Turkey CVI equally weighted  37.66 36.98 36.85 36.38 35.36 35.04 37.00
[10149] Switzerland CVI value weighted  5.16 5.08 5.16 5.07 5.23 5.37 5.33
[10151] Switzerland CVI tail  150.30 149.87 151.29 143.30 146.73 153.97 145.45
[10153] Switzerland CVI equally weighted  59.23 60.23 59.17 57.10 57.84 58.86 56.55
[10161] Greece CVI value weighted  14.32 14.51 14.74 14.96 15.93 15.99 15.98
[10163] Greece CVI tail  319.47 291.26 328.15 301.73 298.37 289.73 289.73
[10165] Greece CVI equally weighted  58.80 59.89 60.67 61.54 66.01 66.35 66.23
[10167] Finland CVI value weighted  6.08 6.03 6.15 6.02 6.19 6.36 6.40
[10169] Finland CVI tail  72.74 73.42 73.72 73.41 71.04 63.17 65.10
[10171] Finland CVI equally weighted  18.77 18.41 18.48 18.63 19.18 19.18 19.33
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  4.15 4.15 4.19 4.12 4.21 4.39 4.31
[4949] S&P 500 CVI tail  80.82 84.74 81.59 77.34 80.03 84.98 76.23
[4951] S&P 500 CVI equally weighted  14.27 14.11 14.23 14.71 15.80 16.44 15.86
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