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 Denmark. 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 | 29,68 bps | 22.03.2023 |
| Denmark CVI tail | 96,92 bps | 22.03.2023 |
| Denmark CVI value weighted | 7,9 bps | 22.03.2023 |
| Eurozone CVI equally weighted | 54,16 bps | 22.03.2023 |
| Eurozone CVI tail | 157,58 bps | 22.03.2023 |
| Eurozone CVI value weighted | 14,73 bps | 22.03.2023 |
| Finland CVI equally weighted | 30,57 bps | 22.03.2023 |
| Finland CVI tail | 101,93 bps | 22.03.2023 |
| Finland CVI value weighted | 15,24 bps | 22.03.2023 |
| France CVI equally weighted | 70,67 bps | 22.03.2023 |
| France CVI tail | 195,81 bps | 22.03.2023 |
| France CVI value weighted | 11,9 bps | 22.03.2023 |
| Germany CVI equally weighted | 62,85 bps | 22.03.2023 |
| Germany CVI tail | 155,88 bps | 22.03.2023 |
| Germany CVI value weighted | 19,21 bps | 22.03.2023 |
| Greece CVI equally weighted | 56,56 bps | 22.03.2023 |
| Greece CVI tail | 304,56 bps | 22.03.2023 |
| Greece CVI value weighted | 17,76 bps | 22.03.2023 |
| Norway CVI equally weighted | 54,89 bps | 22.03.2023 |
| Norway CVI tail | 173,1 bps | 22.03.2023 |
| Norway CVI value weighted | 28,21 bps | 22.03.2023 |
| Sweden CVI equally weighted | 48,57 bps | 22.03.2023 |
| Sweden CVI tail | 170,21 bps | 22.03.2023 |
| Sweden CVI value weighted | 10,84 bps | 22.03.2023 |
| Switzerland CVI equally weighted | 39,1 bps | 22.03.2023 |
| Switzerland CVI tail | 197,69 bps | 22.03.2023 |
| Switzerland CVI value weighted | 5,91 bps | 22.03.2023 |
| Turkey CVI equally weighted | 20,92 bps | 22.03.2023 |
| Turkey CVI tail | 58,97 bps | 22.03.2023 |
| Turkey CVI value weighted | 26,43 bps | 22.03.2023 |
| UK CVI equally weighted | 39,49 bps | 22.03.2023 |
| UK CVI tail | 128,35 bps | 22.03.2023 |
| UK CVI value weighted | 13,87 bps | 22.03.2023 |
