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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: 16.11.2018 15.11.2018 14.11.2018 13.11.2018 12.11.2018 09.11.2018 08.11.2018
RMI CVI - Middle East
Israel CVI value weighted  7.47 7.47 7.31 7.19 7.18 7.48 7.46
Israel CVI tail  87.73 91.49 80.56 76.95 79.85 82.73 82.49
Israel CVI equally weighted  25.96 24.46 23.98 23.70 23.56 24.63 24.50
RMI CVI - North America
US CVI value weighted  6.89 6.92 6.93 6.80 6.79 6.30 6.06
US CVI tail  257.89 247.43 250.67 242.46 243.64 245.77 228.53
US CVI equally weighted  67.58 66.59 66.16 64.71 64.11 61.85 58.39
Canada CVI value weighted  5.12 5.00 4.89 4.85 4.70 4.72 4.66
Canada CVI tail  393.52 399.40 418.15 419.63 408.36 441.05 460.40
Canada CVI equally weighted  97.55 98.35 98.12 98.95 93.60 99.23 98.33
RMI CVI - Europe
Eurozone CVI value weighted  6.95 6.89 6.81 6.76 6.96 6.75 6.69
Eurozone CVI tail  150.99 152.53 145.80 142.06 146.15 144.52 143.81
Eurozone CVI equally weighted  37.18 37.12 36.15 35.52 35.88 35.36 35.58
Germany CVI value weighted  8.17 8.02 7.97 8.01 8.35 7.79 7.80
Germany CVI tail  136.53 141.42 134.59 130.90 125.16 133.52 129.69
Germany CVI equally weighted  38.47 38.76 36.96 36.65 36.37 35.85 36.66
France CVI value weighted  5.81 5.74 5.62 5.57 5.76 5.89 5.80
France CVI tail  112.56 107.77 112.46 106.69 113.93 116.39 104.86
France CVI equally weighted  28.90 28.23 28.81 27.94 28.45 28.91 28.83
UK CVI value weighted  19.95 19.65 19.01 18.94 19.24 17.82 17.43
UK CVI tail  212.06 204.56 201.33 196.40 202.91 192.88 191.87
UK CVI equally weighted  63.11 62.04 60.43 59.37 59.35 56.33 55.47
Denmark CVI value weighted  7.24 7.32 6.98 6.89 6.68 6.42 6.49
Denmark CVI tail  138.92 135.89 128.14 128.86 123.75 126.90 131.53
Denmark CVI equally weighted  36.32 35.59 34.49 34.14 32.51 33.16 32.20
Norway CVI value weighted  9.57 9.80 9.69 9.62 9.14 8.72 8.39
Norway CVI tail  206.16 195.65 182.33 183.47 169.54 184.64 175.40
Norway CVI equally weighted  93.22 91.99 90.31 88.78 84.90 86.03 86.43
Sweden CVI value weighted  6.28 6.36 6.20 6.07 6.09 5.80 5.66
Sweden CVI tail  180.66 180.49 163.19 166.89 170.22 174.31 190.23
Sweden CVI equally weighted  46.63 47.02 45.96 45.37 45.07 46.99 46.77
Turkey CVI value weighted  90.12 90.74 94.17 96.14 96.03 103.12 101.10
Turkey CVI tail  243.88 243.47 272.38 258.54 256.40 278.43 272.11
Turkey CVI equally weighted  76.12 75.76 79.34 80.27 78.83 85.09 84.67
Switzerland CVI value weighted  7.11 7.13 7.01 6.84 6.79 6.46 6.22
Switzerland CVI tail  125.71 116.91 124.33 118.54 116.26 114.36 116.03
Switzerland CVI equally weighted  36.99 37.07 37.10 35.16 34.51 35.61 33.58
Greece CVI value weighted  33.89 33.89 33.15 31.89 33.50 32.63 32.75
Greece CVI tail  386.36 377.58 375.27 361.61 380.45 385.56 398.21
Greece CVI equally weighted  112.85 111.65 109.92 106.85 111.06 112.53 114.19
Finland CVI value weighted  4.13 4.19 4.11 4.05 4.04 4.35 4.25
Finland CVI tail  91.02 94.90 85.95 98.16 95.53 103.26 84.49
Finland CVI equally weighted  21.00 21.14 20.84 20.20 20.06 20.85 20.83
RMI CVI - Asia
Malaysia CVI value weighted  12.73 12.90 13.05 13.08 12.96 12.31 12.08
Malaysia CVI tail  211.28 204.80 205.30 205.38 205.13 208.87 201.22
Malaysia CVI equally weighted  61.88 62.41 62.46 61.90 62.14 60.93 60.93
Philippines CVI value weighted  16.32 16.75 17.05 17.15 16.72 16.29 16.01
Philippines CVI tail  122.17 120.64 123.48 123.46 123.97 124.69 123.81
Philippines CVI equally weighted  27.35 27.93 28.25 28.39 27.63 27.56 27.77
Thailand CVI value weighted  6.49 6.48 6.27 6.21 6.20 5.98 5.86
Thailand CVI tail  94.31 94.31 85.07 86.14 90.54 82.86 82.70
Thailand CVI equally weighted  22.31 22.30 21.71 22.14 21.18 21.13 20.81
Vietnam CVI value weighted  25.33 25.33 24.43 24.80 23.56 22.31 21.59
Vietnam CVI tail  221.64 221.64 215.67 223.76 221.52 215.63 213.24
Vietnam CVI equally weighted  70.26 70.26 68.78 69.29 67.66 67.69 67.90
Indonesia CVI value weighted  32.84 33.29 34.63 34.90 35.57 33.33 32.18
Indonesia CVI tail  225.53 221.84 232.05 228.47 229.73 226.21 215.02
Indonesia CVI equally weighted  56.15 56.10 57.37 56.75 56.92 57.02 56.14
China CVI value weighted  29.99 30.08 30.74 30.57 31.00 31.83 31.05
China CVI tail  203.00 205.77 207.73 206.72 211.18 225.46 222.25
China CVI equally weighted  65.24 65.67 66.52 66.32 67.74 70.64 70.18
Japan CVI value weighted  3.14 3.07 3.04 3.07 2.92 2.46 2.43
Japan CVI tail  21.92 20.97 20.80 20.23 19.58 17.93 17.71
Japan CVI equally weighted  5.37 5.18 5.12 5.02 4.82 4.23 4.18
Singapore CVI value weighted  9.02 9.11 9.15 8.98 8.89 8.59 8.37
Singapore CVI tail  193.10 209.74 172.54 164.21 179.54 154.54 177.54
Singapore CVI equally weighted  46.75 48.02 46.68 45.08 46.65 45.26 46.47
Australia CVI value weighted  4.32 4.34 4.40 4.23 4.08 4.65 4.62
Australia CVI tail  135.79 133.15 137.33 140.91 136.05 130.55 128.47
Australia CVI equally weighted  31.06 31.41 31.82 31.73 31.15 31.35 30.03
Taiwan CVI value weighted  2.80 2.80 2.68 2.68 2.64 2.31 2.26
Taiwan CVI tail  19.53 19.09 19.17 19.03 19.18 18.41 18.19
Taiwan CVI equally weighted  4.65 4.69 4.69 4.70 4.65 4.36 4.31
RMI CVI - Special Portfolios
S&P 500 CVI value weighted  4.53 4.57 4.54 4.42 4.43 4.11 3.95
S&P 500 CVI tail  34.80 35.25 35.89 36.59 36.41 37.16 35.58
S&P 500 CVI equally weighted  8.19 8.39 8.05 7.81 7.47 7.51 7.27
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