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 Sweden. 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 | 29,81 bps | 30.03.2023 |
| Denmark CVI tail | 97,97 bps | 30.03.2023 |
| Denmark CVI value weighted | 7,92 bps | 30.03.2023 |
| Eurozone CVI equally weighted | 58,83 bps | 30.03.2023 |
| Eurozone CVI tail | 165,06 bps | 30.03.2023 |
| Eurozone CVI value weighted | 14,34 bps | 30.03.2023 |
| Finland CVI equally weighted | 30,52 bps | 30.03.2023 |
| Finland CVI tail | 98,79 bps | 30.03.2023 |
| Finland CVI value weighted | 15,37 bps | 30.03.2023 |
| France CVI equally weighted | 74,85 bps | 30.03.2023 |
| France CVI tail | 228,97 bps | 30.03.2023 |
| France CVI value weighted | 11,74 bps | 30.03.2023 |
| Germany CVI equally weighted | 71,69 bps | 30.03.2023 |
| Germany CVI tail | 160,75 bps | 30.03.2023 |
| Germany CVI value weighted | 18,32 bps | 30.03.2023 |
| Greece CVI equally weighted | 59,71 bps | 30.03.2023 |
| Greece CVI tail | 287,84 bps | 30.03.2023 |
| Greece CVI value weighted | 18,79 bps | 30.03.2023 |
| Norway CVI equally weighted | 49,26 bps | 30.03.2023 |
| Norway CVI tail | 172,05 bps | 30.03.2023 |
| Norway CVI value weighted | 27,61 bps | 30.03.2023 |
| Sweden CVI equally weighted | 48,16 bps | 30.03.2023 |
| Sweden CVI tail | 165,61 bps | 30.03.2023 |
| Sweden CVI value weighted | 10,34 bps | 30.03.2023 |
| Switzerland CVI equally weighted | 37,88 bps | 30.03.2023 |
| Switzerland CVI tail | 205,02 bps | 30.03.2023 |
| Switzerland CVI value weighted | 5,47 bps | 30.03.2023 |
| Turkey CVI equally weighted | 22,58 bps | 30.03.2023 |
| Turkey CVI tail | 65,15 bps | 30.03.2023 |
| Turkey CVI value weighted | 28,54 bps | 30.03.2023 |
| UK CVI equally weighted | 39,58 bps | 30.03.2023 |
| UK CVI tail | 136,63 bps | 30.03.2023 |
| UK CVI value weighted | 13,14 bps | 30.03.2023 |
