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Cbonds Page: Risk Management Institute

название организации Risk Management Institute
полное название организации NUS RMI Credit Research Initiative
страна риска Сингапур
адрес 21 Heng Mui Keng Terrace I3 Building, Level 4 Singapore 119613
телефон (65) 6516 3380
факс (65) 6874 5430
e-mail rmicri@nus.edu.sg
сайт http://rmicri.org

Профиль

The Credit Research Initiative (CRI) is a non-profit undertaking by the Risk Management Institute at NUS, and seeks to promote research and development in the critical area of credit risk. The foundation of the CRI is the probability of default (PD) model which has been developed using a database of over 60,000 listed firms in Asia-Pacific, North America, Europe, Latin America, the Middle East and Africa. The outputs of RMI's PD model are avilable on http://www.rmicri.org/, including daily updated PDs for individual firms in the aforementioned regions and aggregate PDs for different economies and sectors. The RMI family of Corporate Vulnerability Indices (RMI CVI) are derived from firm-specific RMI PDs.

This non-profit initiative was conceptualized by Professor Jin-Chuan Duan in March 2009. It takes a "public good" approach to credit rating with the goal of keeping the PD model current, evolutionary and organic, and functions like a "selective Wikipedia." RMI announced the CRI in July 2009 and started releasing results from its PD model in July 2010 at its fourth Annual Risk Management Conference.

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Контакты

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Ежедневные индексы

Тип: 16.08.2018 15.08.2018 14.08.2018 13.08.2018 10.08.2018 09.08.2018 08.08.2018
RMI CVI - Middle East
Israel CVI value weighted  8.32 8.52 8.51 8.45 8.70 8.67 8.66
Israel CVI tail  94.81 96.60 91.57 93.38 92.52 89.06 95.56
Israel CVI equally weighted  27.42 27.63 27.71 27.41 28.68 27.99 28.12
RMI CVI - North America
US CVI value weighted  4.43 4.49 4.40 4.47 4.47 4.35 4.36
US CVI tail  196.98 199.60 195.71 197.57 194.44 196.51 197.09
US CVI equally weighted  54.75 54.62 51.89 52.47 52.59 49.30 50.58
Canada CVI value weighted  4.33 4.40 4.22 4.21 4.84 4.74 4.70
Canada CVI tail  362.90 389.97 352.15 362.87 357.73 363.66 355.67
Canada CVI equally weighted  87.17 87.73 86.63 83.80 83.16 83.54 82.14
RMI CVI - Europe
Eurozone CVI value weighted  6.22 6.26 6.04 5.99 6.07 5.87 5.91
Eurozone CVI tail  129.61 129.08 126.93 124.81 129.77 128.47 125.88
Eurozone CVI equally weighted  33.78 33.57 33.25 32.49 32.06 31.85 32.40
Germany CVI value weighted  5.91 5.99 5.65 5.59 5.72 5.51 5.60
Germany CVI tail  122.41 123.26 113.42 118.60 121.44 121.86 124.08
Germany CVI equally weighted  36.67 37.35 37.64 35.56 35.39 35.25 35.46
France CVI value weighted  6.12 6.21 5.98 5.90 5.58 5.42 5.49
France CVI tail  99.14 98.78 95.86 92.89 96.33 96.47 99.81
France CVI equally weighted  22.96 23.00 22.40 22.33 23.59 23.43 24.24
UK CVI value weighted  10.19 10.36 9.99 9.93 11.36 11.21 11.17
UK CVI tail  160.20 159.53 156.05 158.38 151.60 155.45 157.00
UK CVI equally weighted  44.42 44.70 43.73 43.83 43.46 43.71 44.09
Denmark CVI value weighted  5.24 5.33 5.14 5.12 4.52 4.39 4.45
Denmark CVI tail  83.93 82.87 83.69 81.82 71.11 73.00 72.02
Denmark CVI equally weighted  22.85 23.23 23.15 23.14 21.03 20.47 20.37
Norway CVI value weighted  7.99 7.94 7.61 7.54 7.52 7.40 7.37
Norway CVI tail  109.63 117.60 111.76 110.82 112.47 107.67 107.98
Norway CVI equally weighted  54.24 54.06 52.32 52.24 50.39 50.24 49.84
Sweden CVI value weighted  5.85 5.97 5.79 5.74 5.44 5.29 5.37
Sweden CVI tail  170.42 165.43 162.05 167.53 158.09 158.96 159.83
Sweden CVI equally weighted  39.22 39.16 38.78 38.76 39.13 38.79 39.32
Turkey CVI value weighted  236.52 233.78 225.41 256.45 220.32 157.74 148.84
Turkey CVI tail  420.41 435.86 439.95 520.34 434.56 309.19 300.32
Turkey CVI equally weighted  133.82 136.65 137.53 164.33 136.48 99.95 94.97
Switzerland CVI value weighted  5.45 5.50 5.27 5.29 5.21 5.04 5.09
Switzerland CVI tail  154.17 151.92 140.11 152.38 131.13 129.72 131.23
Switzerland CVI equally weighted  34.87 35.04 32.42 33.32 32.82 31.88 32.20
Greece CVI value weighted  33.15 32.15 32.03 31.79 26.49 25.90 25.42
Greece CVI tail  529.57 568.00 568.00 526.39 489.53 498.80 427.24
Greece CVI equally weighted  135.09 133.32 131.46 129.77 117.52 114.79 117.54
Finland CVI value weighted  3.89 3.98 3.82 3.75 3.95 3.90 3.88
Finland CVI tail  61.61 60.78 59.74 59.11 68.88 66.30 64.82
Finland CVI equally weighted  16.61 15.73 15.45 14.98 15.14 15.60 15.40
RMI CVI - Asia
Malaysia CVI value weighted  10.15 10.01 9.97 10.00 9.65 9.62 9.60
Malaysia CVI tail  171.31 171.32 167.95 172.10 171.23 174.63 176.14
Malaysia CVI equally weighted  56.59 56.27 56.01 56.64 56.51 56.54 56.86
Philippines CVI value weighted  13.15 12.99 13.05 12.58 12.18 12.15 12.24
Philippines CVI tail  95.14 94.45 92.83 95.81 98.70 98.55 97.20
Philippines CVI equally weighted  21.68 21.58 21.67 21.25 21.64 21.66 21.72
Thailand CVI value weighted  5.54 5.55 5.47 5.10 5.06 4.92 4.92
Thailand CVI tail  84.21 82.26 78.02 77.80 77.80 72.06 75.69
Thailand CVI equally weighted  20.23 19.75 19.36 18.88 18.88 18.66 18.58
Vietnam CVI value weighted  22.39 22.38 21.33 21.25 19.93 19.98 19.37
Vietnam CVI tail  208.66 217.20 223.91 229.25 237.13 232.37 228.72
Vietnam CVI equally weighted  69.86 69.45 70.18 69.69 72.39 69.87 70.25
Indonesia CVI value weighted  32.05 31.49 31.64 30.69 28.32 28.06 27.65
Indonesia CVI tail  197.86 198.25 196.48 189.72 177.70 177.50 173.40
Indonesia CVI equally weighted  55.66 55.43 54.86 54.41 53.27 53.17 52.88
China CVI value weighted  29.48 29.20 28.25 27.88 27.79 27.79 28.41
China CVI tail  206.13 202.17 203.44 201.70 204.33 207.97 210.15
China CVI equally weighted  64.07 63.86 62.74 62.76 63.93 64.05 64.90
Japan CVI value weighted  2.74 2.68 2.61 2.71 3.36 3.31 3.24
Japan CVI tail  21.12 20.44 20.18 20.61 21.23 21.11 20.68
Japan CVI equally weighted  4.96 4.81 4.68 4.79 4.91 4.84 4.79
Singapore CVI value weighted  7.58 7.46 7.33 7.34 6.91 6.62 6.61
Singapore CVI tail  170.15 166.20 169.98 169.58 171.91 163.80 149.51
Singapore CVI equally weighted  43.56 43.12 44.28 45.06 44.70 44.09 43.75
Australia CVI value weighted  4.67 4.66 4.64 4.68 4.75 4.67 4.70
Australia CVI tail  140.65 139.73 143.97 135.75 144.88 143.43 145.87
Australia CVI equally weighted  30.33 30.75 32.52 29.88 33.35 31.81 31.11
Taiwan CVI value weighted  1.58 1.54 1.43 1.41 1.28 1.26 1.22
Taiwan CVI tail  12.63 12.42 11.70 12.24 10.38 10.42 10.01
Taiwan CVI equally weighted  3.12 3.08 2.94 2.96 2.65 2.56 2.58
RMI CVI - Special Portfolios
S&P 500 CVI value weighted  2.46 2.50 2.47 2.52 2.56 2.48 2.46
S&P 500 CVI tail  28.53 29.95 29.30 29.87 28.63 28.29 28.46
S&P 500 CVI equally weighted  4.99 5.07 5.01 5.16 5.54 5.36 5.34
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