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 UK. Equally-weighted CVI (CVIew) - RMI PDs are aggregated with each firm equally weighted. This captures the prevalence of credit risk by focusing on the number of firms at risk.
| Індекс | Останнє значення | Дата |
|---|---|---|
| Denmark CVI equally weighted | 29,87 bps | 17.03.2023 |
| Denmark CVI tail | 101,15 bps | 17.03.2023 |
| Denmark CVI value weighted | 8,57 bps | 17.03.2023 |
| Eurozone CVI equally weighted | 55,14 bps | 17.03.2023 |
| Eurozone CVI tail | 160,73 bps | 17.03.2023 |
| Eurozone CVI value weighted | 15,5 bps | 17.03.2023 |
| Finland CVI equally weighted | 30,55 bps | 17.03.2023 |
| Finland CVI tail | 106,66 bps | 17.03.2023 |
| Finland CVI value weighted | 16,19 bps | 17.03.2023 |
| France CVI equally weighted | 69,72 bps | 17.03.2023 |
| France CVI tail | 217,56 bps | 17.03.2023 |
| France CVI value weighted | 12,56 bps | 17.03.2023 |
| Germany CVI equally weighted | 63,14 bps | 17.03.2023 |
| Germany CVI tail | 158,89 bps | 17.03.2023 |
| Germany CVI value weighted | 19,93 bps | 17.03.2023 |
| Greece CVI equally weighted | 61,41 bps | 17.03.2023 |
| Greece CVI tail | 316,29 bps | 17.03.2023 |
| Greece CVI value weighted | 19,3 bps | 17.03.2023 |
| Norway CVI equally weighted | 55,71 bps | 17.03.2023 |
| Norway CVI tail | 171,25 bps | 17.03.2023 |
| Norway CVI value weighted | 29,07 bps | 17.03.2023 |
| Sweden CVI equally weighted | 47,81 bps | 17.03.2023 |
| Sweden CVI tail | 155,38 bps | 17.03.2023 |
| Sweden CVI value weighted | 11,3 bps | 17.03.2023 |
| Switzerland CVI equally weighted | 37,83 bps | 17.03.2023 |
| Switzerland CVI tail | 198,55 bps | 17.03.2023 |
| Switzerland CVI value weighted | 5,9 bps | 17.03.2023 |
| Turkey CVI equally weighted | 19,86 bps | 17.03.2023 |
| Turkey CVI tail | 55,26 bps | 17.03.2023 |
| Turkey CVI value weighted | 24,83 bps | 17.03.2023 |
| UK CVI equally weighted | 38,88 bps | 17.03.2023 |
| UK CVI tail | 124,9 bps | 17.03.2023 |
| UK CVI value weighted | 14,24 bps | 17.03.2023 |
