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 Eurozone. 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 | 29,45 bps | 24.03.2023 |
| Denmark CVI tail | 96,85 bps | 24.03.2023 |
| Denmark CVI value weighted | 7,77 bps | 24.03.2023 |
| Eurozone CVI equally weighted | 54,2 bps | 24.03.2023 |
| Eurozone CVI tail | 156,51 bps | 24.03.2023 |
| Eurozone CVI value weighted | 14,92 bps | 24.03.2023 |
| Finland CVI equally weighted | 30,41 bps | 24.03.2023 |
| Finland CVI tail | 100,95 bps | 24.03.2023 |
| Finland CVI value weighted | 16,04 bps | 24.03.2023 |
| France CVI equally weighted | 67,77 bps | 24.03.2023 |
| France CVI tail | 204,47 bps | 24.03.2023 |
| France CVI value weighted | 12,13 bps | 24.03.2023 |
| Germany CVI equally weighted | 62,31 bps | 24.03.2023 |
| Germany CVI tail | 150,05 bps | 24.03.2023 |
| Germany CVI value weighted | 19,08 bps | 24.03.2023 |
| Greece CVI equally weighted | 55,82 bps | 24.03.2023 |
| Greece CVI tail | 293,29 bps | 24.03.2023 |
| Greece CVI value weighted | 18,24 bps | 24.03.2023 |
| Norway CVI equally weighted | 56,96 bps | 24.03.2023 |
| Norway CVI tail | 184,22 bps | 24.03.2023 |
| Norway CVI value weighted | 30,27 bps | 24.03.2023 |
| Sweden CVI equally weighted | 48,95 bps | 24.03.2023 |
| Sweden CVI tail | 171,08 bps | 24.03.2023 |
| Sweden CVI value weighted | 11,31 bps | 24.03.2023 |
| Switzerland CVI equally weighted | 40,2 bps | 24.03.2023 |
| Switzerland CVI tail | 200,55 bps | 24.03.2023 |
| Switzerland CVI value weighted | 5,83 bps | 24.03.2023 |
| Turkey CVI equally weighted | 20,69 bps | 24.03.2023 |
| Turkey CVI tail | 58,73 bps | 24.03.2023 |
| Turkey CVI value weighted | 26,27 bps | 24.03.2023 |
| UK CVI equally weighted | 41,6 bps | 24.03.2023 |
| UK CVI tail | 133,54 bps | 24.03.2023 |
| UK CVI value weighted | 14,26 bps | 24.03.2023 |
