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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.

Показати весь профіль

Контакти

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Щоденні індекси

Тип: 15.08.2018 14.08.2018 13.08.2018 10.08.2018 09.08.2018 08.08.2018 07.08.2018
RMI CVI - Middle East
Israel CVI value weighted  8.52 8.51 8.45 8.70 8.67 8.66 8.61
Israel CVI tail  96.60 91.57 93.38 92.52 89.06 95.56 96.85
Israel CVI equally weighted  27.63 27.71 27.41 28.68 27.99 28.12 28.22
RMI CVI - North America
US CVI value weighted  4.49 4.40 4.47 4.47 4.35 4.36 4.30
US CVI tail  199.60 195.71 197.57 194.44 196.51 197.09 190.11
US CVI equally weighted  54.62 51.89 52.47 52.59 49.30 50.58 49.19
Canada CVI value weighted  4.40 4.22 4.21 4.84 4.74 4.70 4.72
Canada CVI tail  389.97 352.15 362.87 357.73 363.66 355.67 337.66
Canada CVI equally weighted  87.73 86.63 83.80 83.16 83.54 82.14 80.48
RMI CVI - Europe
Eurozone CVI value weighted  6.26 6.04 5.99 6.07 5.87 5.91 5.86
Eurozone CVI tail  129.08 126.93 124.81 129.77 128.47 125.88 127.88
Eurozone CVI equally weighted  33.57 33.25 32.49 32.06 31.85 32.40 32.22
Germany CVI value weighted  5.99 5.65 5.59 5.72 5.51 5.60 5.53
Germany CVI tail  123.26 113.42 118.60 121.44 121.86 124.08 122.46
Germany CVI equally weighted  37.35 37.64 35.56 35.39 35.25 35.46 35.04
France CVI value weighted  6.21 5.98 5.90 5.58 5.42 5.49 5.45
France CVI tail  98.78 95.86 92.89 96.33 96.47 99.81 98.94
France CVI equally weighted  23.00 22.40 22.33 23.59 23.43 24.24 24.27
UK CVI value weighted  10.36 9.99 9.93 11.36 11.21 11.17 11.22
UK CVI tail  159.53 156.05 158.38 151.60 155.45 157.00 153.72
UK CVI equally weighted  44.70 43.73 43.83 43.46 43.71 44.09 43.31
Denmark CVI value weighted  5.33 5.14 5.12 4.52 4.39 4.45 4.32
Denmark CVI tail  82.87 83.69 81.82 71.11 73.00 72.02 69.05
Denmark CVI equally weighted  23.23 23.15 23.14 21.03 20.47 20.37 20.64
Norway CVI value weighted  7.94 7.61 7.54 7.52 7.40 7.37 7.34
Norway CVI tail  117.60 111.76 110.82 112.47 107.67 107.98 111.45
Norway CVI equally weighted  54.06 52.32 52.24 50.39 50.24 49.84 49.46
Sweden CVI value weighted  5.97 5.79 5.74 5.44 5.29 5.37 5.33
Sweden CVI tail  165.43 162.05 167.53 158.09 158.96 159.83 159.82
Sweden CVI equally weighted  39.16 38.78 38.76 39.13 38.79 39.32 42.47
Turkey CVI value weighted  233.78 225.41 256.45 220.32 157.74 148.84 148.24
Turkey CVI tail  435.86 439.95 520.34 434.56 309.19 300.32 300.56
Turkey CVI equally weighted  136.65 137.53 164.33 136.48 99.95 94.97 94.28
Switzerland CVI value weighted  5.50 5.27 5.29 5.21 5.04 5.09 5.22
Switzerland CVI tail  151.92 140.11 152.38 131.13 129.72 131.23 131.72
Switzerland CVI equally weighted  35.04 32.42 33.32 32.82 31.88 32.20 32.01
Greece CVI value weighted  32.15 32.03 31.79 26.49 25.90 25.42 25.23
Greece CVI tail  568.00 568.00 526.39 489.53 498.80 427.24 421.19
Greece CVI equally weighted  133.32 131.46 129.77 117.52 114.79 117.54 116.28
Finland CVI value weighted  3.98 3.82 3.75 3.95 3.90 3.88 3.85
Finland CVI tail  60.78 59.74 59.11 68.88 66.30 64.82 66.02
Finland CVI equally weighted  15.73 15.45 14.98 15.14 15.60 15.40 15.41
RMI CVI - Asia
Malaysia CVI value weighted  10.01 9.97 10.00 9.65 9.62 9.60 9.76
Malaysia CVI tail  171.32 167.95 172.10 171.23 174.63 176.14 177.17
Malaysia CVI equally weighted  56.27 56.01 56.64 56.51 56.54 56.86 57.20
Philippines CVI value weighted  12.99 13.05 12.58 12.18 12.15 12.24 12.66
Philippines CVI tail  94.45 92.83 95.81 98.70 98.55 97.20 94.92
Philippines CVI equally weighted  21.58 21.67 21.25 21.64 21.66 21.72 21.87
Thailand CVI value weighted  5.55 5.47 5.10 5.06 4.92 4.92 4.96
Thailand CVI tail  82.26 78.02 77.80 77.80 72.06 75.69 76.66
Thailand CVI equally weighted  19.75 19.36 18.88 18.88 18.66 18.58 18.62
Vietnam CVI value weighted  22.38 21.33 21.25 19.93 19.98 19.37 19.75
Vietnam CVI tail  217.20 223.91 229.25 237.13 232.37 228.72 226.60
Vietnam CVI equally weighted  69.45 70.18 69.69 72.39 69.87 70.25 69.89
Indonesia CVI value weighted  31.49 31.64 30.69 28.32 28.06 27.65 27.83
Indonesia CVI tail  198.25 196.48 189.72 177.70 177.50 173.40 166.55
Indonesia CVI equally weighted  55.43 54.86 54.41 53.27 53.17 52.88 52.84
China CVI value weighted  29.20 28.25 27.88 27.79 27.79 28.41 28.02
China CVI tail  202.17 203.44 201.70 204.33 207.97 210.15 207.44
China CVI equally weighted  63.86 62.74 62.76 63.93 64.05 64.90 64.74
Japan CVI value weighted  2.68 2.61 2.71 3.36 3.31 3.24 3.24
Japan CVI tail  20.44 20.18 20.61 21.23 21.11 20.68 20.43
Japan CVI equally weighted  4.81 4.68 4.79 4.91 4.84 4.79 4.75
Singapore CVI value weighted  7.46 7.33 7.34 6.91 6.62 6.61 6.49
Singapore CVI tail  166.20 169.98 169.58 171.91 163.80 149.51 163.29
Singapore CVI equally weighted  43.12 44.28 45.06 44.70 44.09 43.75 43.12
Australia CVI value weighted  4.66 4.64 4.68 4.75 4.67 4.70 4.69
Australia CVI tail  139.73 143.97 135.75 144.88 143.43 145.87 138.69
Australia CVI equally weighted  30.75 32.52 29.88 33.35 31.81 31.11 31.11
Taiwan CVI value weighted  1.54 1.43 1.41 1.28 1.26 1.22 1.24
Taiwan CVI tail  12.42 11.70 12.24 10.38 10.42 10.01 9.94
Taiwan CVI equally weighted  3.08 2.94 2.96 2.65 2.56 2.58 2.58
RMI CVI - Special Portfolios
S&P 500 CVI value weighted  2.50 2.47 2.52 2.56 2.48 2.46 2.46
S&P 500 CVI tail  29.95 29.30 29.87 28.63 28.29 28.46 28.43
S&P 500 CVI equally weighted  5.07 5.01 5.16 5.54 5.36 5.34 5.37
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