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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: 04.12.2019 03.12.2019 02.12.2019 29.11.2019 28.11.2019 27.11.2019 26.11.2019
RMI CVI - North America
[4587] US CVI value weighted  6.83 6.77 6.69 6.64 6.64 6.64 6.67
[4899] US CVI tail  372.82 372.64 378.07 369.34 393.63 393.63 394.13
[4901] US CVI equally weighted  87.64 87.09 89.07 87.61 89.76 89.66 92.09
[4903] Canada CVI value weighted  7.91 7.87 7.83 7.75 7.68 7.70 7.77
[4905] Canada CVI tail  742.92 717.92 714.56 731.45 728.66 708.00 684.63
[4907] Canada CVI equally weighted  165.61 164.52 162.56 160.23 163.95 164.36 156.15
RMI CVI - Asia
[8985] Malaysia CVI value weighted  13.99 14.04 13.75 14.10 13.64 13.18 13.21
[8987] Malaysia CVI tail  208.75 215.91 207.03 207.95 213.55 201.35 208.00
[8989] Malaysia CVI equally weighted  59.77 59.54 58.69 59.93 58.44 58.15 58.40
[8991] Philippines CVI value weighted  10.38 10.24 10.13 10.32 10.25 10.10 10.29
[8993] Philippines CVI tail  92.66 91.98 90.46 91.61 90.72 88.87 86.64
[8995] Philippines CVI equally weighted  18.67 18.50 18.29 18.31 18.06 17.82 17.81
[8997] Thailand CVI value weighted  6.59 6.56 6.52 6.27 6.24 6.18 6.14
[8999] Thailand CVI tail  90.50 90.43 91.22 87.05 85.26 85.62 89.42
[9001] Thailand CVI equally weighted  22.45 23.10 22.41 22.26 21.79 22.23 22.43
[9003] Vietnam CVI value weighted  12.00 12.24 11.97 11.68 11.75 11.50 11.53
[9005] Vietnam CVI tail  222.04 226.00 216.53 200.07 210.94 200.31 207.38
[9007] Vietnam CVI equally weighted  65.93 66.33 63.64 62.66 62.88 63.02 64.46
[10173] Indonesia CVI value weighted  32.73 33.12 32.58 34.25 34.45 33.54 33.17
[10175] Indonesia CVI tail  196.85 188.65 193.10 203.92 202.49 192.32 190.34
[10177] Indonesia CVI equally weighted  46.83 45.85 45.36 47.23 46.89 45.61 44.52
[4591] China CVI value weighted  31.47 31.29 31.45 31.54 31.14 31.02 31.11
[4909] China CVI tail  264.07 261.05 264.17 263.21 264.72 264.67 265.61
[4911] China CVI equally weighted  88.22 88.23 89.30 90.24 90.47 90.20 90.02
[4913] Japan CVI value weighted  6.72 6.66 6.62 6.50 5.98 5.90 5.92
[4915] Japan CVI tail  19.34 19.08 19.36 19.07 17.61 17.46 17.49
[4917] Japan CVI equally weighted  4.89 4.87 4.86 4.78 4.45 4.38 4.41
[4919] Singapore CVI value weighted  9.06 8.90 8.89 8.80 8.70 8.54 8.57
[4921] Singapore CVI tail  157.85 155.13 154.36 134.51 139.29 147.70 158.45
[4923] Singapore CVI equally weighted  41.46 41.04 40.64 38.51 40.65 38.95 39.12
[8683] Australia CVI value weighted  7.51 7.27 6.96 7.01 6.93 6.93 7.08
[8685] Australia CVI tail  209.59 208.51 218.55 212.77 206.34 218.21 217.29
[8687] Australia CVI equally weighted  50.35 48.61 49.85 50.58 50.44 49.48 50.05
[8681] Taiwan CVI value weighted  1.61 1.61 1.62 1.62 1.57 1.55 1.57
[8679] Taiwan CVI tail  11.58 11.62 12.23 11.84 11.95 11.76 11.65
[8677] Taiwan CVI equally weighted  2.91 2.89 2.93 2.93 2.90 2.87 2.84
RMI CVI - Middle East
[10155] Israel CVI value weighted  6.53 6.67 6.54 6.28 6.29 6.31 6.27
[10157] Israel CVI tail  103.93 109.86 110.95 106.51 106.51 107.57 105.80
[10159] Israel CVI equally weighted        43.16 42.49 41.68 44.53
RMI CVI - Europe
[4941] Eurozone CVI value weighted  5.11 5.30 5.20 5.01 4.98 4.93 4.99
[4943] Eurozone CVI tail  85.31 90.19 89.43 88.44 89.50 87.18 88.45
[4945] Eurozone CVI equally weighted  25.85 25.94 25.28 25.14 25.25 25.07 25.28
[4929] Germany CVI value weighted  4.91 5.10 5.06 4.87 4.82 4.76 4.84
[4931] Germany CVI tail  105.17 108.81 107.90 104.42 105.48 104.88 109.14
[4933] Germany CVI equally weighted  26.45 25.02 24.82 24.86 24.88 25.20 25.20
[4589] France CVI value weighted  5.08 5.28 5.14 4.89 4.87 4.82 4.87
[4925] France CVI tail  72.15 72.99 70.84 66.75 68.80 67.97 67.92
[4927] France CVI equally weighted  27.44 28.49 27.68 27.13 26.63 26.21 26.17
[4935] UK CVI value weighted  13.79 13.98 13.60 13.33 13.15 13.15 13.41
[4937] UK CVI tail  172.33 172.55 170.96 162.68 158.83 160.86 163.38
[4939] UK CVI equally weighted  42.26 44.15 43.78 43.59 43.78 44.00 44.66
[8659] Denmark CVI value weighted  7.86 8.04 7.99 7.83 7.73 7.77 7.83
[8663] Denmark CVI tail  124.40 117.63 127.08 122.85 126.94 121.14 119.68
[8661] Denmark CVI equally weighted  37.87 37.88 38.13 36.77 37.04 37.51 37.55
[8665] Norway CVI value weighted  15.50 16.20 15.62 15.04 14.50 14.36 14.48
[8667] Norway CVI tail  382.94 409.26 431.80 408.90 396.51 393.71 376.64
[8669] Norway CVI equally weighted  78.15 80.68 80.54 76.07 74.25 74.66 72.87
[8671] Sweden CVI value weighted  4.81 5.05 4.95 4.80 4.74 4.71 4.72
[8673] Sweden CVI tail  141.22 143.57 138.78 140.95 139.18 143.09 139.80
[8675] Sweden CVI equally weighted  34.93 35.43 35.92 34.99 35.14 35.08 34.72
[10143] Turkey CVI value weighted  31.62 32.70 32.00 32.54 32.20 33.44 33.73
[10145] Turkey CVI tail  94.34 97.71 96.65 99.68 102.25 105.64 103.61
[10147] Turkey CVI equally weighted  28.15 29.77 29.78 30.66 30.77 31.64 32.03
[10149] Switzerland CVI value weighted  4.55 4.63 4.50 4.37 4.29 4.24 4.36
[10151] Switzerland CVI tail  116.33 116.54 106.97 112.19 120.92 119.22 122.81
[10153] Switzerland CVI equally weighted  44.46 42.30 38.47 45.24 40.96 35.49 44.82
[10161] Greece CVI value weighted  10.29 10.35 10.02 9.73 9.93 10.07 10.18
[10163] Greece CVI tail  212.94 217.97 209.27 205.23 202.36 203.14 205.51
[10165] Greece CVI equally weighted  51.04 49.95 48.66 47.46 49.48 49.07 51.00
[10167] Finland CVI value weighted  5.82 6.07 5.94 5.79 5.72 5.68 5.76
[10169] Finland CVI tail  60.56 57.98 59.30 55.40 57.63 54.76 56.17
[10171] Finland CVI equally weighted  14.88 15.30 14.82 14.48 14.39 14.39 14.56
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  3.10 3.07 3.00 2.96 2.96 2.96 2.98
[4949] S&P 500 CVI tail  48.13 48.24 44.80 44.35 43.82 43.82 43.29
[4951] S&P 500 CVI equally weighted  8.99 9.18 8.84 8.78 8.88 8.88 9.10
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