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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: 16.10.2018 15.10.2018 12.10.2018 11.10.2018 10.10.2018 09.10.2018 08.10.2018
RMI CVI - Middle East
Israel CVI value weighted  8.12 8.39 8.55 8.59 8.30 8.03 7.89
Israel CVI tail  90.05 90.25 85.24 85.24 83.21 82.07 82.28
Israel CVI equally weighted  25.53 26.12 26.38 26.40 25.83 25.16 24.80
RMI CVI - North America
US CVI value weighted  5.25 5.36 5.35 5.39 5.22 5.04 4.99
US CVI tail  215.23 217.04 217.54 215.59 205.83 208.25 202.05
US CVI equally weighted  54.41 54.85 56.91 57.01 55.49 54.35 54.76
Canada CVI value weighted  3.85 3.91 3.91 3.92 3.85 3.71 3.78
Canada CVI tail  406.40 394.49 389.95 390.71 366.31 383.65 406.26
Canada CVI equally weighted  88.70 87.04 81.83 82.21 81.07 81.75 82.15
RMI CVI - Europe
Eurozone CVI value weighted  6.59 6.89 6.89 6.95 6.67 6.41 6.44
Eurozone CVI tail  138.23 139.85 136.80 136.79 133.75 132.47 130.76
Eurozone CVI equally weighted  34.15 34.49 34.74 35.04 34.17 33.40 33.23
Germany CVI value weighted  7.55 7.93 7.99 8.15 7.92 7.52 7.53
Germany CVI tail  113.91 111.59 112.49 117.91 112.61 103.77 102.31
Germany CVI equally weighted  34.98 35.34 35.78 36.41 34.34 33.79 34.25
France CVI value weighted  5.73 6.00 5.95 5.99 5.76 5.46 5.49
France CVI tail  96.96 95.66 100.94 97.01 88.43 88.71 84.49
France CVI equally weighted  25.43 26.17 26.02 25.97 26.16 24.54 24.37
UK CVI value weighted  15.58 15.75 15.85 15.71 15.05 14.77 14.77
UK CVI tail  202.65 194.55 193.61 192.03 183.20 186.06 173.11
UK CVI equally weighted  53.43 53.81 53.45 53.39 52.30 51.18 50.68
Denmark CVI value weighted  6.60 6.92 6.97 7.19 7.01 6.73 6.70
Denmark CVI tail  141.47 144.62 144.75 145.71 146.68 133.77 136.98
Denmark CVI equally weighted  28.17 28.45 28.67 29.08 28.59 26.87 27.82
Norway CVI value weighted  7.90 8.13 8.13 8.17 7.62 7.42 7.54
Norway CVI tail  148.50 141.03 130.18 128.02 125.16 125.26 128.67
Norway CVI equally weighted  69.02 69.40 69.22 69.08 66.05 65.85 66.86
Sweden CVI value weighted  5.55 5.74 5.66 5.62 5.36 5.10 5.08
Sweden CVI tail  168.51 172.36 170.73 184.54 175.56 170.68 177.48
Sweden CVI equally weighted  42.56 41.51 41.48 44.84 42.41 41.72 41.35
Turkey CVI value weighted  120.74 123.41 131.35 137.97 138.79 136.25 139.35
Turkey CVI tail  297.07 298.41 318.37 308.43 339.55 348.22 356.68
Turkey CVI equally weighted  88.35 90.20 96.29 99.47 102.45 101.74 104.34
Switzerland CVI value weighted  6.04 6.25 6.25 6.32 5.96 5.66 5.68
Switzerland CVI tail  115.39 121.26 126.73 137.44 123.85 131.81 129.56
Switzerland CVI equally weighted  27.35 28.03 28.70 29.18 28.41 27.16 27.42
Greece CVI value weighted  35.65 36.47 37.15 37.15 37.69 37.79 36.11
Greece CVI tail  501.24 476.87 513.10 529.00 521.19 507.43 500.60
Greece CVI equally weighted  122.93 121.10 126.93 126.26 126.90 126.49 124.85
Finland CVI value weighted  4.20 4.47 4.45 4.55 4.32 4.13 4.08
Finland CVI tail  90.11 91.82 88.86 95.37 84.67 80.45 80.40
Finland CVI equally weighted  17.58 18.08 18.25 19.47 18.43 18.10 18.06
RMI CVI - Asia
Malaysia CVI value weighted  11.83 11.86 11.84 11.93 11.59 11.17 11.07
Malaysia CVI tail  204.31 202.41 205.14 205.01 203.79 201.50 200.88
Malaysia CVI equally weighted  59.08 58.70 58.29 58.38 57.21 55.18 54.92
Philippines CVI value weighted  15.93 16.13 15.76 16.18 15.78 15.38 15.07
Philippines CVI tail  114.53 109.58 114.99 119.56 112.75 110.92 106.89
Philippines CVI equally weighted  25.45 25.69 25.61 26.37 25.35 24.64 24.19
Thailand CVI value weighted  5.53 5.52 5.50 5.60 5.32 5.48 5.45
Thailand CVI tail  76.45 76.90 76.90 76.38 73.35 73.53 72.55
Thailand CVI equally weighted  19.08 19.06 19.06 19.19 18.70 18.62 18.89
Vietnam CVI value weighted  18.75 19.47 18.90 19.45 17.35 17.26 17.10
Vietnam CVI tail  207.24 207.36 213.27 212.04 205.46 199.16 194.73
Vietnam CVI equally weighted  64.51 65.33 65.90 66.94 64.24 62.25 62.31
Indonesia CVI value weighted  35.52 36.27 35.36 36.17 34.26 34.66 35.03
Indonesia CVI tail  233.21 231.20 228.61 229.03 219.49 231.55 228.00
Indonesia CVI equally weighted  59.06 59.01 57.65 58.04 56.73 57.82 57.15
China CVI value weighted  32.49 32.31 31.65 32.32 30.30 30.17 30.11
China CVI tail  242.97 238.83 236.23 231.60 214.99 214.31 221.34
China CVI equally weighted  75.33 74.05 73.07 72.55 67.50 67.83 68.32
Japan CVI value weighted  2.27 2.31 2.14 2.12 1.93 1.90 1.92
Japan CVI tail  16.47 16.53 15.57 15.86 14.74 14.61 15.65
Japan CVI equally weighted  3.89 3.90 3.68 3.72 3.44 3.40 3.57
Singapore CVI value weighted  8.40 8.40 8.32 8.57 7.98 7.70 7.66
Singapore CVI tail  187.29 183.21 181.07 187.74 174.16 169.46 166.81
Singapore CVI equally weighted  45.02 46.01 47.00 45.81 43.12 40.75 42.88
Australia CVI value weighted  4.55 4.57 4.46 4.49 4.22 4.26 4.20
Australia CVI tail  124.90 125.96 118.33 115.05 117.16 119.53 117.42
Australia CVI equally weighted  29.39 30.75 28.95 29.01 29.01 28.89 28.58
Taiwan CVI value weighted  2.16 2.19 2.13 2.26 1.90 1.90 1.88
Taiwan CVI tail  16.54 16.84 17.01 17.89 14.97 14.97 14.78
Taiwan CVI equally weighted  4.24 4.29 4.29 4.39 3.69 3.70 3.62
RMI CVI - Special Portfolios
S&P 500 CVI value weighted  3.14 3.21 3.17 3.21 3.06 2.95 2.89
S&P 500 CVI tail  31.44 31.79 31.87 32.63 31.61 31.11 30.46
S&P 500 CVI equally weighted  6.44 6.60 6.73 6.63 6.43 6.32 6.11
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