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 companies included to S&P500 Index.
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.
Значення індексу можна отримати через надбудову Cbonds
для Excel за допомогою формули CbondsIndexValue(4951, date)