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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: 14.01.2019 11.01.2019 10.01.2019 09.01.2019 08.01.2019 07.01.2019 04.01.2019
RMI CVI - Middle East
[10155] Israel CVI value weighted  9.94 10.13 10.14 10.08 10.05 10.25 10.85
[10157] Israel CVI tail  103.92 107.15 103.51 104.24 108.25 105.61 112.64
[10159] Israel CVI equally weighted  32.50 31.37 32.32 30.52 30.12 30.09 30.95
RMI CVI - North America
[4587] US CVI value weighted  7.13 7.92 7.99 8.03 8.10 8.15 8.55
[4899] US CVI tail  289.17 295.85 298.89 298.99 307.81 312.02 331.83
[4901] US CVI equally weighted  64.76 66.15 67.73 67.33 69.39 71.30 76.19
[4903] Canada CVI value weighted  5.00 5.14 5.13 5.11 5.33 5.35 5.39
[4905] Canada CVI tail  351.60 414.77 422.49 392.16 411.53 396.06 422.72
[4907] Canada CVI equally weighted  76.98 85.37 87.65 83.62 86.41 83.27 88.00
RMI CVI - Europe
[4941] Eurozone CVI value weighted  7.70 7.48 7.43 7.46 7.57 7.77 7.78
[4943] Eurozone CVI tail  151.51 155.30 156.28 159.45 158.75 162.30 171.44
[4945] Eurozone CVI equally weighted  41.26 41.50 40.56 41.35 41.89 42.42 43.23
[4929] Germany CVI value weighted  9.05 9.01 8.86 8.92 9.07 9.35 9.30
[4931] Germany CVI tail  153.00 158.04 154.75 157.76 151.88 159.20 170.24
[4933] Germany CVI equally weighted  46.48 47.99 47.37 49.03 49.37 50.33 49.38
[4589] France CVI value weighted  7.01 6.81 6.75 6.73 6.86 7.07 7.01
[4925] France CVI tail  128.40 128.50 121.96 130.37 130.64 132.77 132.22
[4927] France CVI equally weighted  31.14 31.75 31.70 32.30 32.86 33.02 33.07
[4935] UK CVI value weighted  21.56 21.85 22.21 22.34 22.53 22.75 22.43
[4937] UK CVI tail  209.81 213.15 211.32 215.75 222.10 225.16 230.91
[4939] UK CVI equally weighted  63.22 63.45 61.38 62.87 63.45 63.39 64.21
[8659] Denmark CVI value weighted    6.83 6.84 6.71 6.87 7.01 7.15
[8663] Denmark CVI tail  169.62 150.59 155.49 153.84 158.90 176.59 191.69
[8661] Denmark CVI equally weighted  35.51 36.68 36.94 36.84 38.17 39.54 40.40
[8665] Norway CVI value weighted  11.71 11.23 11.10 11.05 11.28 11.64 11.72
[8667] Norway CVI tail  238.78 224.54 250.81 285.00 293.33 299.51 319.39
[8669] Norway CVI equally weighted  92.12 89.39 88.16 89.35 89.99 81.66 85.55
[8671] Sweden CVI value weighted  7.27 7.11 7.04 7.02 7.16 7.41 7.50
[8673] Sweden CVI tail  175.46 177.36 181.51 181.15 176.42 184.93 184.32
[8675] Sweden CVI equally weighted  51.75 51.56 51.02 50.82 51.45 52.76 53.60
[10143] Turkey CVI value weighted  65.98 69.43 69.50 70.89 70.42 69.88 69.23
[10145] Turkey CVI tail  233.18 239.98 238.32 240.68 239.55 235.77 234.98
[10147] Turkey CVI equally weighted  66.18 69.06 69.47 70.33 69.13 69.29 68.50
[10149] Switzerland CVI value weighted  7.60 7.53 7.63 7.79 7.97 8.14 8.14
[10151] Switzerland CVI tail  140.61 165.03 157.21 162.76 166.38 157.52 162.94
[10153] Switzerland CVI equally weighted  42.37 42.89 43.74 44.25 46.62 46.14 49.25
[10161] Greece CVI value weighted  30.95 29.54 28.34 27.04 30.16 31.12 33.13
[10163] Greece CVI tail  466.50 448.57 441.73 457.94 487.60 495.08 510.45
[10165] Greece CVI equally weighted  118.37 116.79 116.02 118.70 119.03 120.20 126.41
[10167] Finland CVI value weighted  4.10 3.86 3.84 3.81 3.92 4.07 4.08
[10169] Finland CVI tail  73.95 68.75 71.92 89.10 89.64 88.05 89.42
[10171] Finland CVI equally weighted  22.24 22.09 22.04 22.54 23.26 24.69 25.74
RMI CVI - Asia
[8985] Malaysia CVI value weighted  12.72 12.14 12.22 12.41 12.53 12.45 12.69
[8987] Malaysia CVI tail  219.74 201.36 200.96 198.56 206.87 205.96 210.23
[8989] Malaysia CVI equally weighted  64.93 55.42 56.28 56.88 59.46 58.76 59.85
[8991] Philippines CVI value weighted  13.69 13.46 13.52 13.78 14.26 14.03 14.07
[8993] Philippines CVI tail  99.88 93.10 94.15 94.38 99.20 95.49 100.35
[8995] Philippines CVI equally weighted  22.65 22.34 22.54 22.64 22.99 22.91 23.21
[8997] Thailand CVI value weighted  7.26 6.81 6.85 6.86 6.85 6.84 6.99
[8999] Thailand CVI tail  89.50 81.84 88.17 87.67 89.05 89.06 91.42
[9001] Thailand CVI equally weighted  22.48 21.20 22.07 21.46 22.09 22.07 22.60
[9003] Vietnam CVI value weighted  25.82 25.19 25.66 25.53 26.22 25.82 26.53
[9005] Vietnam CVI tail  230.46 217.85 219.02 223.78 224.49 215.42 222.48
[9007] Vietnam CVI equally weighted  72.01 70.41 68.50 68.56 68.68 68.41 71.59
[10173] Indonesia CVI value weighted  29.07 28.40 29.06 30.01 29.98 29.75 29.69
[10175] Indonesia CVI tail  179.40 175.75 173.68 171.80 181.16 180.20 192.08
[10177] Indonesia CVI equally weighted  49.08 47.19 48.08 48.52 48.81 49.04 50.73
[4591] China CVI value weighted  31.09 31.65 31.93 31.94 32.62 32.52 32.96
[4909] China CVI tail  201.60 207.19 210.60 210.10 211.63 211.38 217.71
[4911] China CVI equally weighted  67.97 69.68 70.15 70.19 70.69 70.73 71.96
[4913] Japan CVI value weighted    4.46 4.64 4.58 4.63 4.50 4.82
[4915] Japan CVI tail  32.06 30.76 31.43 30.86 30.52 30.46 32.96
[4917] Japan CVI equally weighted  7.91 7.38 7.60 7.53 7.44 7.29 7.86
[4919] Singapore CVI value weighted  8.69 8.53 8.73 8.82 9.05 9.11 9.49
[4921] Singapore CVI tail  170.10 168.30 178.59 174.83 175.53 193.15 173.54
[4923] Singapore CVI equally weighted  46.39 44.96 46.80 47.22 47.59 48.71 47.86
[8683] Australia CVI value weighted  4.68 4.72 4.72 4.73 4.85 4.95 5.16
[8685] Australia CVI tail  134.59 135.03 128.49 128.69 133.96 136.94 139.05
[8687] Australia CVI equally weighted  31.50 31.89 30.89 31.81 32.58 33.70 34.11
[8681] Taiwan CVI value weighted  2.94 2.82 2.84 2.83 2.96 2.92 3.07
[8679] Taiwan CVI tail  19.96 19.60 19.45 19.47 20.09 19.80 20.43
[8677] Taiwan CVI equally weighted  5.24 5.07 5.03 4.96 5.05 5.03 5.22
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  4.89 5.52 5.57 5.62 5.63 5.61 5.98
[4949] S&P 500 CVI tail  38.58 43.25 44.08 41.47 43.33 43.91 49.49
[4951] S&P 500 CVI equally weighted  11.20 10.69 10.83 10.83 10.95 10.86 11.37
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