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Cbonds Page: Risk Management Institute

nazwa firmy Risk Management Institute
pełna nazwa firmy NUS RMI Credit Research Initiative
kraj Singapore
adres 21 Heng Mui Keng Terrace I3 Building, Level 4 Singapore 119613
telefon (65) 6516 3380
faks (65) 6874 5430
e-mail rmicri@nus.edu.sg
strona internetowa http://www.rmi.nus.edu.sg/

Profil

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.

Кontakty

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Indeksy dzienne

Typ: 19.08.2019 16.08.2019 15.08.2019 14.08.2019 12.08.2019 09.08.2019 08.08.2019
RMI CVI - North America
[4587] US CVI value weighted  7.52 7.66 7.93 7.80 7.98 7.71 7.54
[4899] US CVI tail  378.84 372.46 385.51 383.62 374.42 371.69 377.91
[4901] US CVI equally weighted  85.59 89.73 93.47 91.68 88.00 87.85 86.58
[4903] Canada CVI value weighted  8.07 8.26 8.36 7.89 8.08 7.91 7.77
[4905] Canada CVI tail  441.73 460.73 468.23 436.55 433.60 424.02 405.76
[4907] Canada CVI equally weighted  97.33 96.97 97.05 94.34 96.74 94.44 94.72
RMI CVI - Asia
[8985] Malaysia CVI value weighted  12.76 12.76 12.79 12.65 12.85 12.85 12.91
[8987] Malaysia CVI tail  219.96 226.55 231.75 220.89 224.85 224.85 228.97
[8989] Malaysia CVI equally weighted  57.92 59.07 60.18 58.65 58.12 58.11 58.94
[8991] Philippines CVI value weighted  11.21 11.35 11.28 11.12 10.76 10.76 10.64
[8993] Philippines CVI tail  73.43 73.74 78.29 74.95 72.28 72.28 65.78
[8995] Philippines CVI equally weighted  15.90 16.05 16.22 15.77 15.67 15.67 15.49
[8997] Thailand CVI value weighted  6.12 6.15 6.33 6.30 6.30 6.30 6.20
[8999] Thailand CVI tail  80.02 77.81 81.81 80.64 81.25 81.25 79.21
[9001] Thailand CVI equally weighted  21.05 21.08 21.08 20.65 21.11 21.11 20.61
[9003] Vietnam CVI value weighted  13.30 13.23 13.40 13.67 15.56 15.59 15.75
[9005] Vietnam CVI tail  205.86 208.95 208.66 207.32 210.41 215.47 216.90
[9007] Vietnam CVI equally weighted  60.51 63.14 62.32 61.91 62.58 64.79 63.39
[10173] Indonesia CVI value weighted  28.54 29.23 29.57 29.14 30.73 30.16 30.34
[10175] Indonesia CVI tail  159.20 159.25 160.95 156.68 167.37 170.02 169.18
[10177] Indonesia CVI equally weighted  38.42 38.76 39.21 38.57 41.49 41.05 41.63
[4591] China CVI value weighted  32.46 33.29 33.47 33.41 33.03 33.34 33.07
[4909] China CVI tail  249.63 253.85 253.55 253.04 255.52 252.95 252.65
[4911] China CVI equally weighted  86.94 88.27 88.32 87.75 87.14 87.59 87.16
[4913] Japan CVI value weighted  8.01 8.26 8.41 8.29 8.26 8.26 8.45
[4915] Japan CVI tail  26.58 27.55 28.01 27.20 27.50 27.50 27.30
[4917] Japan CVI equally weighted  6.76 6.96 7.04 6.90 7.02 7.02 7.15
[4919] Singapore CVI value weighted  8.83 8.94 8.86 8.62 8.77 8.72 8.70
[4921] Singapore CVI tail  173.31 176.99 171.72 194.48 150.37 148.48 148.48
[4923] Singapore CVI equally weighted  40.86 40.36 40.50 41.76 37.88 37.46 37.14
[8683] Australia CVI value weighted  5.51 5.62 5.61 5.26 5.12 5.07 5.15
[8685] Australia CVI tail  179.01 178.33 177.33 182.98 173.19 166.40 173.08
[8687] Australia CVI equally weighted  44.89 46.28 43.63 46.11 41.88 40.86 41.61
[8681] Taiwan CVI value weighted  2.51 2.54 2.58 2.47 2.25 2.23 2.22
[8679] Taiwan CVI tail  14.15 14.77 15.04 14.67 15.16 14.81 14.81
[8677] Taiwan CVI equally weighted  3.32 3.38 3.42 3.36 3.40 3.38 3.36
RMI CVI - Middle East
[10155] Israel CVI value weighted  9.48 10.09 10.11 9.82 9.35 9.27 9.27
[10157] Israel CVI tail  131.86 140.24 140.43 123.39 111.92 111.60 111.60
[10159] Israel CVI equally weighted  51.69 52.27 53.71 51.44 53.68 49.85 51.16
RMI CVI - Europe
[4941] Eurozone CVI value weighted  6.52 6.73 6.94 6.95 6.87 6.87 6.67
[4943] Eurozone CVI tail  101.79 101.46 106.79 106.66 103.10 102.52 98.00
[4945] Eurozone CVI equally weighted  29.20 29.91 30.19 30.23 29.74 30.10 29.32
[4929] Germany CVI value weighted  8.08 8.35 8.63 8.64 8.58 8.53 8.32
[4931] Germany CVI tail  127.95 126.44 127.38 128.03 115.97 114.80 110.91
[4933] Germany CVI equally weighted  31.99 31.98 31.68 32.07 30.98 31.10 30.23
[4589] France CVI value weighted  5.50 5.68 5.84 5.88 5.76 5.80 5.67
[4925] France CVI tail  89.30 89.62 92.82 94.82 88.50 90.42 89.88
[4927] France CVI equally weighted  24.22 24.59 24.81 25.18 24.97 25.26 24.82
[4935] UK CVI value weighted  17.66 18.06 18.43 18.10 19.75 19.55 19.26
[4937] UK CVI tail  191.70 196.88 200.47 195.75 198.55 196.99 193.21
[4939] UK CVI equally weighted  53.51 55.42 57.60 56.02 57.38 57.06 55.98
[8659] Denmark CVI value weighted  9.68 9.85 10.47 10.40 10.03 9.89 9.71
[8663] Denmark CVI tail  157.19 152.47 157.44 161.43 147.17 151.34 145.92
[8661] Denmark CVI equally weighted  38.48 38.71 39.99 39.97 37.91 37.24 37.42
[8665] Norway CVI value weighted  15.80 16.52 16.88 16.81 16.56 16.30 16.19
[8667] Norway CVI tail  312.78 313.02 341.21 326.58 327.68 304.65 290.89
[8669] Norway CVI equally weighted  74.50 77.01 79.34 81.23 76.28 74.78 75.05
[8671] Sweden CVI value weighted  7.13 7.34 7.56 7.55 7.74 7.65 7.44
[8673] Sweden CVI tail  170.71 176.20 175.48 175.88 166.01 164.80 167.47
[8675] Sweden CVI equally weighted  44.09 45.04 45.60 44.47 42.62 42.31 43.66
[10143] Turkey CVI value weighted  37.16 35.84 35.11 36.76 36.75 36.75 36.18
[10145] Turkey CVI tail  110.66 107.64 108.39 115.35 115.35 115.35 111.92
[10147] Turkey CVI equally weighted  36.38 35.36 35.04 37.00 37.00 36.99 35.95
[10149] Switzerland CVI value weighted  5.07 5.23 5.37 5.33 5.27 5.31 5.21
[10151] Switzerland CVI tail  143.30 146.73 153.97 145.45 135.26 137.78 133.16
[10153] Switzerland CVI equally weighted  57.10 57.84 58.86 56.55 56.44 56.86 56.54
[10161] Greece CVI value weighted  14.96 15.93 15.99 15.98 15.28 15.13 14.76
[10163] Greece CVI tail  301.73 298.37 289.73 289.73 330.13 367.91 364.40
[10165] Greece CVI equally weighted  61.54 66.01 66.35 66.23 65.78 67.02 65.11
[10167] Finland CVI value weighted  6.02 6.19 6.36 6.40 6.04 6.02 5.96
[10169] Finland CVI tail  73.41 71.04 63.17 65.10 65.57 66.06 65.57
[10171] Finland CVI equally weighted  18.63 19.18 19.18 19.33 18.64 18.90 18.75
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  4.12 4.21 4.39 4.31 4.59 4.42 4.35
[4949] S&P 500 CVI tail  77.34 80.03 84.98 76.23 76.32 70.64 69.56
[4951] S&P 500 CVI equally weighted  14.71 15.80 16.44 15.86 14.45 13.95 12.99
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