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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: 14.08.2020 13.08.2020 12.08.2020 11.08.2020 10.08.2020 07.08.2020 06.08.2020
RMI CVI - North America
[4587] US CVI value weighted  10.84 10.76 10.71 10.69 10.64 10.93 11.01
[4899] US CVI tail  210.26 211.08 207.25 211.12 211.74 228.92 240.04
[4901] US CVI equally weighted  53.04 53.29 53.19 52.30 52.25 55.26 56.16
[4903] Canada CVI value weighted  9.78 9.43 9.39 9.50 9.55 9.90 9.94
[4905] Canada CVI tail  361.04 387.09 364.95 380.51 386.87 376.51 381.44
[4907] Canada CVI equally weighted  94.55 102.89 101.12 101.14 101.13 103.30 106.48
RMI CVI - Asia
[8985] Malaysia CVI value weighted  24.82 24.48 25.04 24.64 24.60 24.55 24.16
[8987] Malaysia CVI tail  269.60 262.18 274.07 265.76 263.84 277.23 281.22
[8989] Malaysia CVI equally weighted  80.62 78.68 79.31 76.50 75.81 80.09 82.05
[8991] Philippines CVI value weighted  16.27 16.31 16.63 16.79 17.17 17.43 17.36
[8993] Philippines CVI tail  84.68 84.63 85.46 86.96 88.54 88.83 88.63
[8995] Philippines CVI equally weighted  23.06 23.06 23.35 23.30 23.54 23.86 23.91
[8997] Thailand CVI value weighted  16.97 16.69 17.32 17.32 17.66 17.59 17.36
[8999] Thailand CVI tail  98.71 96.10 100.86 100.86 102.14 103.47 100.05
[9001] Thailand CVI equally weighted  25.99 25.71 25.93 25.93 25.73 26.16 25.99
[9003] Vietnam CVI value weighted  23.06 22.54 23.31 22.37 22.52 22.62 22.14
[9005] Vietnam CVI tail  196.94 185.23 195.60 198.45 197.93 212.62 208.35
[9007] Vietnam CVI equally weighted  67.08 62.86 64.88 64.31 64.71 68.10 68.11
[10173] Indonesia CVI value weighted  45.26 44.76 45.21 45.65 46.83 45.86 44.90
[10175] Indonesia CVI tail  158.15 158.99 160.09 162.22 159.82 160.52 158.86
[10177] Indonesia CVI equally weighted  49.41 49.03 49.35 48.92 49.50 49.48 48.79
[4591] China CVI value weighted  23.47 23.67 23.62 23.63 23.47 23.42 22.98
[4909] China CVI tail  245.46 248.15 252.78 250.72 246.63 248.20 245.60
[4911] China CVI equally weighted  82.04 82.38 82.90 82.05 81.67 81.78 80.94
[4913] Japan CVI value weighted  10.13 10.40 10.72 11.22 11.60 11.60 11.26
[4915] Japan CVI tail  31.17 31.97 32.85 33.58 35.15 35.15 34.50
[4917] Japan CVI equally weighted  8.46 8.71 8.93 9.05 9.41 9.41 9.20
[4919] Singapore CVI value weighted  20.68 20.45 20.76 21.24 21.12 20.98 19.00
[4921] Singapore CVI tail  207.23 210.21 204.69 206.09 210.23 210.23 211.17
[4923] Singapore CVI equally weighted  51.10 52.85 50.58 50.27 52.17 52.22 50.50
[8683] Australia CVI value weighted  25.60 25.70 25.38 25.27 25.77 26.25 26.02
[8685] Australia CVI tail  244.36 253.86 255.11 246.43 255.75 245.96 252.43
[8687] Australia CVI equally weighted  63.06 65.24 66.37 64.30 66.45 64.44 65.28
[8681] Taiwan CVI value weighted  1.66 1.66 1.62 1.63 1.59 1.61 1.58
[8679] Taiwan CVI tail  10.05 10.10 10.17 10.41 10.17 10.65 10.73
[8677] Taiwan CVI equally weighted  2.81 2.83 2.86 2.91 2.86 2.89 2.89
RMI CVI - Middle East
[10155] Israel CVI value weighted  13.33 13.28 13.24 13.52 13.86 14.07 14.00
[10157] Israel CVI tail  109.51 112.37 107.10 111.57 113.21 117.64 118.19
[10159] Israel CVI equally weighted  30.88 30.91 31.12 31.48 32.03 33.44 33.40
RMI CVI - Europe
[4941] Eurozone CVI value weighted  11.38 11.18 10.96 11.25 11.79 11.90 11.85
[4943] Eurozone CVI tail  100.90 100.36 101.02 101.68 107.28 104.93 103.64
[4945] Eurozone CVI equally weighted  31.26 31.09 30.65 32.36 33.13 32.63 32.42
[4929] Germany CVI value weighted  10.05 10.01 9.83 10.06 10.34 10.49 10.47
[4931] Germany CVI tail  95.41 95.66 96.58 92.15 93.22 100.38 101.91
[4933] Germany CVI equally weighted  36.45 36.06 34.18 35.46 35.30 35.74 35.64
[4589] France CVI value weighted  12.01 11.73 11.54 11.77 12.49 12.63 12.57
[4925] France CVI tail  96.70 87.69 93.31 91.57 93.53 97.52 91.27
[4927] France CVI equally weighted  25.14 25.31 25.30 25.32 26.29 26.64 26.19
[4935] UK CVI value weighted  23.16 22.52 21.75 22.24 23.23 24.20 24.14
[4937] UK CVI tail  199.88 203.60 201.03 201.12 209.04 225.79 221.94
[4939] UK CVI equally weighted  54.25 53.94 54.27 53.89 54.64 59.48 59.20
[8659] Denmark CVI value weighted  11.33 10.91 10.73 10.91 11.48 11.38 11.57
[8663] Denmark CVI tail  130.15 119.94 115.71 108.45 117.28 117.59 114.50
[8661] Denmark CVI equally weighted  32.26 31.95 31.36 31.52 32.37 32.45 32.57
[8665] Norway CVI value weighted  29.33 28.99 28.78 29.55 31.26 31.78 31.69
[8667] Norway CVI tail  402.95 392.57 395.47 400.34 416.97 417.40 457.04
[8669] Norway CVI equally weighted  97.26 95.89 97.80 98.61 103.14 104.24 110.44
[8671] Sweden CVI value weighted  9.13 8.87 8.86 8.92 9.29 9.40 9.40
[8673] Sweden CVI tail  83.82 82.56 78.11 78.95 81.07 82.02 87.24
[8675] Sweden CVI equally weighted  26.34 26.19 26.01 26.13 26.69 27.09 27.75
[10143] Turkey CVI value weighted  70.32 66.83 65.89 67.10 72.73 76.47 77.62
[10145] Turkey CVI tail  181.81 176.37 175.87 170.41 179.99 183.68 197.61
[10147] Turkey CVI equally weighted  55.78 54.32 52.23 51.74 54.87 57.13 59.91
[10149] Switzerland CVI value weighted  7.41 7.22 7.13 7.36 7.59 7.61 7.59
[10151] Switzerland CVI tail  114.85 124.95 125.65 123.49 116.56 136.71 135.24
[10153] Switzerland CVI equally weighted  24.66 25.11 24.96 25.48 25.31 28.36 28.38
[10161] Greece CVI value weighted  33.29 33.43 33.85 35.04 36.35 35.26 34.61
[10163] Greece CVI tail  249.82 245.60 241.81 224.85 229.78 278.67 310.37
[10165] Greece CVI equally weighted  71.43 71.60 72.23 73.01 74.26 75.23 75.45
[10167] Finland CVI value weighted  9.25 9.15 9.09 9.26 9.50 9.54 9.58
[10169] Finland CVI tail  61.77 61.72 58.66 58.55 60.04 62.65 61.76
[10171] Finland CVI equally weighted  16.00 16.06 15.93 16.09 16.33 16.46 16.61
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  9.18 9.12 9.04 9.02 8.98 9.23 9.27
[4949] S&P 500 CVI tail  113.25 116.56 111.94 107.30 110.02 118.97 125.79
[4951] S&P 500 CVI equally weighted  24.85 24.98 24.45 23.92 23.83 25.64 26.15
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