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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.

Контакты

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Ежедневные индексы

Тип: 07.12.2018 06.12.2018 05.12.2018 04.12.2018 03.12.2018 30.11.2018 29.11.2018
RMI CVI - Middle East
[10155] Israel CVI value weighted  8.50 8.34 7.87 7.96 7.62 7.78 7.80
[10157] Israel CVI tail  94.95 95.37 92.74 93.29 92.37 93.26 93.26
[10159] Israel CVI equally weighted  28.07 27.95 26.67 28.17 28.90 28.39 28.17
RMI CVI - North America
[4587] US CVI value weighted  7.91 7.69 7.29 7.29 6.93 6.96 6.95
[4899] US CVI tail  302.22 296.63 285.50 285.50 268.72 269.89 266.50
[4901] US CVI equally weighted  73.02 73.04 69.86 69.81 67.40 69.30 67.30
[4903] Canada CVI value weighted  5.24 5.21 5.05 5.08 4.87 5.16 5.18
[4905] Canada CVI tail  465.31 464.12 459.58 438.98 466.40 421.07 455.59
[4907] Canada CVI equally weighted  114.91 116.64 113.84 110.39 109.48 109.00 110.01
RMI CVI - Europe
[4941] Eurozone CVI value weighted  7.72 7.73 7.21 7.12 6.82 7.08 7.00
[4943] Eurozone CVI tail  171.68 169.86 167.21 157.63 152.02 150.23 152.53
[4945] Eurozone CVI equally weighted  42.01 42.56 41.11 41.00 39.94 40.95 40.33
[4929] Germany CVI value weighted  9.25 8.92 8.41 8.48 7.92 8.37 8.27
[4931] Germany CVI tail  152.11 148.18 153.05 144.64 143.25 142.04 141.64
[4933] Germany CVI equally weighted  45.40 44.98 43.64 43.19 41.67 42.71 41.91
[4589] France CVI value weighted  6.49 6.63 6.10 5.94 5.72 5.88 5.80
[4925] France CVI tail  127.74 133.22 122.46 116.16 112.87 115.45 114.42
[4927] France CVI equally weighted  31.83 32.28 30.36 30.35 28.85 29.66 29.93
[4935] UK CVI value weighted  21.65 21.84 20.56 20.29 19.94 20.20 19.87
[4937] UK CVI tail  239.08 236.44 233.24 231.71 238.05 236.08 239.27
[4939] UK CVI equally weighted  68.84 71.71 65.88 66.24 65.46 65.67 65.26
[8659] Denmark CVI value weighted  7.12 7.37 6.91 6.98 7.01 6.84 6.75
[8663] Denmark CVI tail  155.90 143.00 136.02 156.26 159.58   180.86
[8661] Denmark CVI equally weighted  37.10 37.58 36.10 37.16 38.40 38.44 39.26
[8665] Norway CVI value weighted  10.32 11.00 9.92 9.71 9.56 10.05 9.98
[8667] Norway CVI tail  285.13 298.36 277.82 257.21 241.14 245.61 239.91
[8669] Norway CVI equally weighted  81.64 85.81 81.19 82.73 79.24 98.47 98.58
[8671] Sweden CVI value weighted  6.89 6.99 6.44 6.25 5.96 6.31 6.37
[8673] Sweden CVI tail  202.95 221.99 199.82 198.11 197.28 192.77 199.10
[8675] Sweden CVI equally weighted  61.07 60.27 57.60 58.23 54.08 52.76 55.04
[10143] Turkey CVI value weighted  81.03 85.23 83.99 84.93 76.93 76.44 76.08
[10145] Turkey CVI tail  253.17 251.20 245.00 240.06 223.06 225.18 211.68
[10147] Turkey CVI equally weighted  69.77 72.16 70.57 71.91 65.88 66.03 64.80
[10149] Switzerland CVI value weighted  7.56 7.75 7.21 6.96 6.80 6.99 7.00
[10151] Switzerland CVI tail  140.82 144.63 134.08 136.77 121.30 116.68 119.66
[10153] Switzerland CVI equally weighted  44.89 44.40 41.85 41.77 39.01 40.16 40.18
[10161] Greece CVI value weighted  32.85 33.19 32.90 33.35 33.29 36.08 36.78
[10163] Greece CVI tail  466.28 469.85 454.66 461.48 429.58 467.68 454.33
[10165] Greece CVI equally weighted  123.42 132.05 129.65 131.37 130.95 131.37 125.62
[10167] Finland CVI value weighted  4.72 4.64 4.64 4.58 4.33 4.57 4.43
[10169] Finland CVI tail  116.17 114.42 114.42 107.88 107.27 105.85  
[10171] Finland CVI equally weighted  34.69 32.11 31.21 28.41 27.54    
RMI CVI - Asia
[8985] Malaysia CVI value weighted  13.18 13.18 13.01 12.82 12.78 13.31 13.04
[8987] Malaysia CVI tail  221.35 225.81 222.79 220.11 214.42 228.17 228.93
[8989] Malaysia CVI equally weighted  69.50 69.55 67.56 66.97 67.13 68.68 67.74
[8991] Philippines CVI value weighted  15.46 15.15 14.79 14.56 15.11 15.71 15.71
[8993] Philippines CVI tail  116.44 113.11 111.59 108.89 111.32 118.15 118.15
[8995] Philippines CVI equally weighted  25.90 25.74 25.40 25.25 25.71 26.26 26.25
[8997] Thailand CVI value weighted  6.75 6.69 6.48 6.45 6.44 7.33 7.39
[8999] Thailand CVI tail  108.06 107.92 100.75 100.75 101.65 114.17 114.19
[9001] Thailand CVI equally weighted  23.88 23.65 22.95 22.94 23.08 25.71 25.91
[9003] Vietnam CVI value weighted  21.54 22.02 21.72 21.72 21.99 27.27 27.78
[9005] Vietnam CVI tail  231.76 224.37 232.30 231.97 237.94 238.51 231.04
[9007] Vietnam CVI equally weighted  68.93 68.17 69.26 69.70 69.62 74.07 74.03
[10173] Indonesia CVI value weighted  31.75 31.72 31.03 30.77 30.87 32.38 31.79
[10175] Indonesia CVI tail  232.51 235.06 223.72 224.27 222.88 232.46 228.75
[10177] Indonesia CVI equally weighted  57.06 57.23 55.45 54.83 55.01 58.19 57.77
[4591] China CVI value weighted  31.17 31.09 30.19 29.82 29.90 31.03 31.49
[4909] China CVI tail  210.97 213.88 206.54 207.37 210.72 220.35 223.09
[4911] China CVI equally weighted  69.34 69.87 68.63 68.21 68.47 71.15 71.41
[4913] Japan CVI value weighted  3.53 3.36 3.20 3.32 3.28 3.34 2.85
[4915] Japan CVI tail  23.68 22.35 21.71 22.54 22.67 22.82 19.34
[4917] Japan CVI equally weighted  5.85 5.51 5.29 5.48 5.55 5.57 4.75
[4919] Singapore CVI value weighted  9.07 9.08 8.77 8.66 8.59 9.02 9.05
[4921] Singapore CVI tail  188.67 201.19 185.71 185.17 186.18 190.96 186.60
[4923] Singapore CVI equally weighted  47.71 46.36 45.49 46.44 46.35 48.63 47.98
[8683] Australia CVI value weighted  4.59 4.63 4.53 4.38 4.29 4.53 4.41
[8685] Australia CVI tail  134.49 127.99 126.98 123.33 133.11 125.35 135.03
[8687] Australia CVI equally weighted  31.12 30.52 32.00 29.62 30.86 31.86 31.56
[8681] Taiwan CVI value weighted  2.81 2.88 2.69 2.58 2.54 2.73 2.74
[8679] Taiwan CVI tail  18.16 19.15 18.00 16.76 17.03 18.19 18.85
[8677] Taiwan CVI equally weighted  4.33 4.49 4.17 4.06 4.06 4.36 4.43
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  5.50 5.29 4.83 4.83 4.56 4.61 4.60
[4949] S&P 500 CVI tail  40.11 38.70 38.27 38.27 34.55 34.82 35.03
[4951] S&P 500 CVI equally weighted  9.65 9.39 8.90 8.90 8.41 8.37 8.24
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