This indice belongs to a new suite of indices produced by RMI’s Credit Research Initiative. RMI Probabilities of Default (RMI PDs) of individual firms are used in the CVI to produce bottom-up measures of credit risk in economics of Greece. Tail CVI (CVI tail) - In taking the 5th percentile of the highest RMI PD, the most vulnerable firms in a group are measured.
| Індекс | Останнє значення | Дата |
|---|---|---|
| Denmark CVI equally weighted | 29,1 bps | 27.03.2023 |
| Denmark CVI tail | 104,45 bps | 27.03.2023 |
| Denmark CVI value weighted | 7,64 bps | 27.03.2023 |
| Eurozone CVI equally weighted | 55,43 bps | 27.03.2023 |
| Eurozone CVI tail | 159,57 bps | 27.03.2023 |
| Eurozone CVI value weighted | 14,91 bps | 27.03.2023 |
| Finland CVI equally weighted | 29,89 bps | 27.03.2023 |
| Finland CVI tail | 99,47 bps | 27.03.2023 |
| Finland CVI value weighted | 15,76 bps | 27.03.2023 |
| France CVI equally weighted | 70,7 bps | 27.03.2023 |
| France CVI tail | 226,59 bps | 27.03.2023 |
| France CVI value weighted | 12,15 bps | 27.03.2023 |
| Germany CVI equally weighted | 63,93 bps | 27.03.2023 |
| Germany CVI tail | 156,31 bps | 27.03.2023 |
| Germany CVI value weighted | 19,01 bps | 27.03.2023 |
| Greece CVI equally weighted | 56,23 bps | 27.03.2023 |
| Greece CVI tail | 289,01 bps | 27.03.2023 |
| Greece CVI value weighted | 18,09 bps | 27.03.2023 |
| Norway CVI equally weighted | 52,56 bps | 27.03.2023 |
| Norway CVI tail | 177,62 bps | 27.03.2023 |
| Norway CVI value weighted | 29,14 bps | 27.03.2023 |
| Sweden CVI equally weighted | 48,13 bps | 27.03.2023 |
| Sweden CVI tail | 171,92 bps | 27.03.2023 |
| Sweden CVI value weighted | 10,97 bps | 27.03.2023 |
| Switzerland CVI equally weighted | 40,09 bps | 27.03.2023 |
| Switzerland CVI tail | 201,84 bps | 27.03.2023 |
| Switzerland CVI value weighted | 5,8 bps | 27.03.2023 |
| Turkey CVI equally weighted | 20,9 bps | 27.03.2023 |
| Turkey CVI tail | 60,26 bps | 27.03.2023 |
| Turkey CVI value weighted | 26,9 bps | 27.03.2023 |
| UK CVI equally weighted | 41,22 bps | 27.03.2023 |
| UK CVI tail | 132,92 bps | 27.03.2023 |
| UK CVI value weighted | 14,1 bps | 27.03.2023 |
