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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: 22.01.2020 21.01.2020 17.01.2020 16.01.2020 15.01.2020 14.01.2020 13.01.2020
RMI CVI - North America
[4587] US CVI value weighted  5.39 5.27 5.22 5.22 5.28 5.31 5.33
[4899] US CVI tail  311.20 300.96 295.83 294.42 308.43 312.11 322.18
[4901] US CVI equally weighted  76.54 74.54 74.77 74.26 76.76 77.85 78.67
[4903] Canada CVI value weighted  6.74 6.70 6.66 6.64 6.47 6.58 6.74
[4905] Canada CVI tail  619.20 636.19 610.22 612.47 615.54 656.07 698.46
[4907] Canada CVI equally weighted  142.23 145.46 152.33 148.34 146.34 155.17 153.98
RMI CVI - Asia
[8985] Malaysia CVI value weighted  12.23 12.21 11.94 12.09 12.14 12.17 12.10
[8987] Malaysia CVI tail  187.08 189.84 185.06 185.09 192.55 183.84 189.07
[8989] Malaysia CVI equally weighted  48.51 51.36 49.08 50.13 50.35 49.72 50.11
[8991] Philippines CVI value weighted  11.83 11.84 11.17 11.26 11.24 10.66 10.71
[8993] Philippines CVI tail  102.40 102.30 96.06 96.53 93.68 89.31 89.15
[8995] Philippines CVI equally weighted  19.52 19.65 19.09 19.23 19.26 18.74 18.60
[8997] Thailand CVI value weighted  6.81 6.76 6.47 6.46 6.54 6.46 6.45
[8999] Thailand CVI tail  88.18 91.84 85.74 84.54 85.57 85.04 85.54
[9001] Thailand CVI equally weighted  22.79 22.59 22.59 22.10 22.80 22.69 22.86
[9003] Vietnam CVI value weighted  11.08 10.97 11.19 11.30 11.53 11.50 11.60
[9005] Vietnam CVI tail  221.42 228.17 227.12 235.69 229.82 229.19 231.86
[9007] Vietnam CVI equally weighted  64.62 64.87 64.15 66.47 67.16 64.52 67.43
[10173] Indonesia CVI value weighted  28.70 28.81 27.87 28.06 28.32 27.50 27.94
[10175] Indonesia CVI tail  186.61 187.13 181.19 180.24 182.34 179.13 172.08
[10177] Indonesia CVI equally weighted  46.39 45.94 44.35 44.03 45.04 43.83 43.95
[4591] China CVI value weighted  28.45 28.67 28.17 28.21 28.18 28.17 28.04
[4909] China CVI tail  260.66 255.21 260.78 258.90 256.35 255.01 254.45
[4911] China CVI equally weighted  84.08 83.51 83.82 83.15 82.52 82.51 82.58
[4913] Japan CVI value weighted  7.06 7.11 7.12 7.18 7.12 7.03 6.88
[4915] Japan CVI tail  18.62 18.55 19.10 19.59 19.23 19.02 18.68
[4917] Japan CVI equally weighted  4.92 4.94 5.01 5.04 5.00 4.99 4.83
[4919] Singapore CVI value weighted  9.36 9.48 9.33 9.30 9.48 9.40 9.42
[4921] Singapore CVI tail  138.71 136.30 137.76 141.29 137.98 138.21 147.19
[4923] Singapore CVI equally weighted  34.40 33.94 34.68 34.44 35.46 36.58 37.62
[8683] Australia CVI value weighted  6.45 6.58 6.47 6.47 6.56 6.60 6.73
[8685] Australia CVI tail  194.01 200.91 194.95 193.00 190.31 195.50 195.65
[8687] Australia CVI equally weighted  46.14 47.41 46.75 47.25 45.85 48.42 48.82
[8681] Taiwan CVI value weighted  1.20 1.20 1.21 1.22 1.22 1.20 1.22
[8679] Taiwan CVI tail  10.05 10.05 10.00 9.94 9.94 9.95 10.23
[8677] Taiwan CVI equally weighted  2.39 2.36 2.42 2.42 2.44 2.42 2.45
RMI CVI - Middle East
[10155] Israel CVI value weighted  5.68 5.76 5.76 5.76 5.82 6.04 6.14
[10157] Israel CVI tail  91.22 91.90 87.18 91.82 90.73 94.53 94.78
[10159] Israel CVI equally weighted  24.14 23.65 23.10 23.69 23.29 23.47 23.63
RMI CVI - Europe
[4941] Eurozone CVI value weighted  5.05 5.02 4.91 4.95 4.98 4.93 4.93
[4943] Eurozone CVI tail  77.94 75.71 76.69 75.41 75.15 76.15 76.66
[4945] Eurozone CVI equally weighted  25.09 24.72 24.81 24.55 24.53 24.78 25.10
[4929] Germany CVI value weighted  5.15 5.12 5.05 5.05 5.07 4.98 4.95
[4931] Germany CVI tail  91.44 94.68 94.28 95.05 92.51 94.83 95.14
[4933] Germany CVI equally weighted  28.64 28.48 27.09 27.64 27.09 27.76 27.16
[4589] France CVI value weighted  4.89 4.85 4.68 4.78 4.79 4.76 4.78
[4925] France CVI tail  68.54 63.67 60.19 59.94 61.09 59.55 62.11
[4927] France CVI equally weighted  19.26 19.10 18.40 18.55 18.51 18.54 21.58
[4935] UK CVI value weighted  8.67 8.61 8.38 8.45 8.43 8.40 8.46
[4937] UK CVI tail  148.40 148.69 151.07 151.08 154.11 148.73 148.52
[4939] UK CVI equally weighted  41.97 42.07 41.71 41.75 41.07 40.18 40.69
[8659] Denmark CVI value weighted  7.22 7.25 7.21 7.38 7.27 7.45 7.60
[8663] Denmark CVI tail  116.71 112.00 113.26 115.10 120.79 127.09 114.19
[8661] Denmark CVI equally weighted  31.39 31.80 31.58 32.27 32.30 32.70 32.48
[8665] Norway CVI value weighted  14.02 14.10 13.50 13.99 14.03 13.83 13.81
[8667] Norway CVI tail  311.31 327.56 300.83 301.40 309.56 307.78 283.34
[8669] Norway CVI equally weighted  71.42 71.60 68.14 69.53 69.20 67.30 65.02
[8671] Sweden CVI value weighted  3.81 3.76 3.72 3.80 3.89 3.85 3.88
[8673] Sweden CVI tail  105.29 111.35 105.07 113.52 110.16 116.82 117.40
[8675] Sweden CVI equally weighted  28.32 27.69 27.60 28.80 29.37 29.65 29.48
[10143] Turkey CVI value weighted  21.78 20.53 22.25 22.78 22.86 23.24 23.74
[10145] Turkey CVI tail  80.90 78.08 76.53 75.41 76.61 78.91 80.10
[10147] Turkey CVI equally weighted  23.14 22.81 23.53 23.29 22.92 23.01 23.27
[10149] Switzerland CVI value weighted  3.86 3.85 3.82 3.91 3.91 3.93 4.01
[10151] Switzerland CVI tail  98.62 97.91 98.73 100.27 97.97 100.88 107.47
[10153] Switzerland CVI equally weighted  28.97 28.02 29.39 28.35 30.06 30.16 30.96
[10161] Greece CVI value weighted  9.30 9.12 9.03 9.03 8.97 9.04 9.12
[10163] Greece CVI tail  196.11 191.67 187.21 195.64 181.63 176.66 179.13
[10165] Greece CVI equally weighted  53.56 52.22 50.07 49.97 49.52 50.72 52.20
[10167] Finland CVI value weighted  4.82 4.82 4.73 4.77 4.90 4.89 4.92
[10169] Finland CVI tail  55.98 56.48 52.43 51.20 51.01 54.29 51.85
[10171] Finland CVI equally weighted  13.35 13.56 13.36 13.40 13.54 13.42 13.57
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  2.46 2.40 2.36 2.38 2.40 2.39 2.39
[4949] S&P 500 CVI tail  30.02 30.07 28.95 29.36 29.68 29.08 28.83
[4951] S&P 500 CVI equally weighted  7.25 7.05 6.91 6.91 7.08 7.20 7.45
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