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 Norway. 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 | 30,51 bps | 21.03.2023 |
| Denmark CVI tail | 104,48 bps | 21.03.2023 |
| Denmark CVI value weighted | 8,05 bps | 21.03.2023 |
| Eurozone CVI equally weighted | 53,37 bps | 21.03.2023 |
| Eurozone CVI tail | 156,64 bps | 21.03.2023 |
| Eurozone CVI value weighted | 14,33 bps | 21.03.2023 |
| Finland CVI equally weighted | 30,15 bps | 21.03.2023 |
| Finland CVI tail | 100,31 bps | 21.03.2023 |
| Finland CVI value weighted | 14,98 bps | 21.03.2023 |
| France CVI equally weighted | 69,35 bps | 21.03.2023 |
| France CVI tail | 199,16 bps | 21.03.2023 |
| France CVI value weighted | 11,62 bps | 21.03.2023 |
| Germany CVI equally weighted | 61,4 bps | 21.03.2023 |
| Germany CVI tail | 149 bps | 21.03.2023 |
| Germany CVI value weighted | 18,53 bps | 21.03.2023 |
| Greece CVI equally weighted | 55,47 bps | 21.03.2023 |
| Greece CVI tail | 295,52 bps | 21.03.2023 |
| Greece CVI value weighted | 17,38 bps | 21.03.2023 |
| Norway CVI equally weighted | 54,94 bps | 21.03.2023 |
| Norway CVI tail | 174,55 bps | 21.03.2023 |
| Norway CVI value weighted | 28,34 bps | 21.03.2023 |
| Sweden CVI equally weighted | 47,02 bps | 21.03.2023 |
| Sweden CVI tail | 162,68 bps | 21.03.2023 |
| Sweden CVI value weighted | 10,59 bps | 21.03.2023 |
| Switzerland CVI equally weighted | 37,43 bps | 21.03.2023 |
| Switzerland CVI tail | 192,23 bps | 21.03.2023 |
| Switzerland CVI value weighted | 5,77 bps | 21.03.2023 |
| Turkey CVI equally weighted | 21,27 bps | 21.03.2023 |
| Turkey CVI tail | 59,09 bps | 21.03.2023 |
| Turkey CVI value weighted | 26,98 bps | 21.03.2023 |
| UK CVI equally weighted | 38,49 bps | 21.03.2023 |
| UK CVI tail | 122,82 bps | 21.03.2023 |
| UK CVI value weighted | 13,67 bps | 21.03.2023 |
