Contact us (+ 7 (921) 446-25-10)
×
Texting is available for authorized users.
Please register or log in at the website.
×
Your request for online training has been sent. Cbonds managers will be in touch with you shortly. Thank you!

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: 18.03.2019 15.03.2019 14.03.2019 13.03.2019 12.03.2019 11.03.2019 08.03.2019
RMI CVI - Asia
[8985] Malaysia CVI value weighted  12.20 12.31 12.35 12.33 12.38 12.38 12.49
[8987] Malaysia CVI tail  206.11 194.81 206.52 213.58 214.45 215.14 202.73
[8989] Malaysia CVI equally weighted  63.15 63.56 62.53 65.17 65.42 63.14 60.43
[8991] Philippines CVI value weighted  13.44 13.67 13.75 13.72 13.76 13.56 13.95
[8993] Philippines CVI tail  90.84 92.36 92.85 94.89 95.76 93.85 95.77
[8995] Philippines CVI equally weighted  21.20 21.37 21.38 21.41 21.54 21.15 22.11
[8997] Thailand CVI value weighted  6.88 6.81 6.71 6.66 6.69 6.72 8.59
[8999] Thailand CVI tail  73.80 72.65 72.38 70.49 70.03 70.64 79.07
[9001] Thailand CVI equally weighted  19.03 18.86 18.70 18.43 18.40 18.41 19.90
[9003] Vietnam CVI value weighted  18.31 18.43 18.12 18.45 18.49 19.13 19.98
[9005] Vietnam CVI tail  208.94 208.19 199.81 205.41 209.33 204.21 208.21
[9007] Vietnam CVI equally weighted  66.84 70.34 66.11 67.30 66.62 67.30 69.42
[10173] Indonesia CVI value weighted  29.60 30.49 30.99 31.49 31.84 31.38 31.96
[10175] Indonesia CVI tail  173.16 174.58 179.39 176.61 186.60 180.97 170.44
[10177] Indonesia CVI equally weighted  46.39 47.62 47.41 47.79 48.31 47.64 47.21
[4591] China CVI value weighted  24.66 25.16 25.45 25.12 24.71 25.04 26.24
[4909] China CVI tail  177.92 180.11 182.94 175.78 172.69 174.65 183.84
[4911] China CVI equally weighted  59.20 59.91 60.34 58.67 57.77 58.55 61.50
[4913] Japan CVI value weighted  5.88 6.09 6.22 6.28 6.14 6.30 7.12
[4915] Japan CVI tail  25.67 27.02 27.22 27.86 27.80 28.22 32.10
[4917] Japan CVI equally weighted  6.55 6.83 6.92 7.00 6.87 7.07 8.08
[4919] Singapore CVI value weighted  5.99 6.10 6.15 6.13 6.15 6.20 8.24
[4921] Singapore CVI tail  158.02 149.18 156.54 140.59 162.10 166.39 167.81
[4923] Singapore CVI equally weighted  35.00 33.91 33.64 31.70 36.27 35.29 33.38
[8683] Australia CVI value weighted  3.32 3.36 3.37 3.34 3.32 3.31 3.84
[8685] Australia CVI tail  148.58 151.29 156.20 147.44 145.12 144.73 120.42
[8687] Australia CVI equally weighted  36.13 36.31 36.93 36.66 36.51 37.02 30.77
[8681] Taiwan CVI value weighted  2.22 2.27 2.29 2.29 2.29 2.32 2.58
[8679] Taiwan CVI tail  15.35 16.26 15.77 15.71 16.23 14.90 17.89
[8677] Taiwan CVI equally weighted  3.73 3.83 3.78 3.77 3.78 3.71 4.09
RMI CVI - Europe
[4941] Eurozone CVI value weighted  6.01 6.04 6.12 6.20 6.30 6.29 6.53
[4943] Eurozone CVI tail  114.11 117.28 115.62 117.57 118.84 122.58 124.27
[4945] Eurozone CVI equally weighted  32.50 33.28 33.42 33.77 34.19 34.31 35.42
[4929] Germany CVI value weighted  7.67 7.70 7.74 7.76 7.91 7.83 7.94
[4931] Germany CVI tail  112.26 120.12 119.97 118.57 119.19 120.75 118.70
[4933] Germany CVI equally weighted  29.76 32.76 33.02 33.44 34.64 34.84 36.11
[4589] France CVI value weighted  4.82 4.80 4.89 4.98 5.06 5.10 5.66
[4925] France CVI tail  88.04 91.96 89.92 96.59 96.23 94.55 104.47
[4927] France CVI equally weighted  23.94 24.16 24.26 25.14 25.42 25.30 26.40
[4935] UK CVI value weighted  16.19 16.40 16.62 17.02 17.18 17.08 19.94
[4937] UK CVI tail  179.39 184.28 185.43 183.96 188.19 191.83 206.99
[4939] UK CVI equally weighted  49.21 52.34 50.92 51.60 54.12 57.17 59.66
[8659] Denmark CVI value weighted  6.66 6.76 6.80 6.95 7.07 7.21 7.55
[8663] Denmark CVI tail  212.67 220.57 215.14 216.00 209.37 217.88 160.81
[8661] Denmark CVI equally weighted  31.60 31.42 31.65 32.81 32.56 32.46 33.10
[8665] Norway CVI value weighted  10.04 10.07 10.25 10.45 10.80 10.96 11.03
[8667] Norway CVI tail  249.31 254.43 254.41 246.82 241.66 255.28 257.25
[8669] Norway CVI equally weighted  96.60 96.16 94.57 96.67 97.10 97.54 86.75
[8671] Sweden CVI value weighted  6.18 6.21 6.34 6.43 6.51 6.49 6.97
[8673] Sweden CVI tail  189.01 184.82 189.51 191.46 189.76 194.50 204.89
[8675] Sweden CVI equally weighted  48.78 49.51 49.86 52.38 52.47 53.13 56.77
[10143] Turkey CVI value weighted  38.95 40.66 41.68 42.16 42.32 42.37 46.02
[10145] Turkey CVI tail  132.41 131.38 136.60 137.15 140.15 144.16 167.77
[10147] Turkey CVI equally weighted  42.93 43.67 44.65 45.58 45.73 45.54 48.25
[10149] Switzerland CVI value weighted  6.09 6.18 6.12 6.25 6.38 6.40 6.83
[10151] Switzerland CVI tail  121.86 119.55 116.16 129.56 126.95 126.54 144.00
[10153] Switzerland CVI equally weighted  50.71 50.95 50.19 52.02 52.47 53.68 51.66
[10161] Greece CVI value weighted  21.94 22.05 22.38 22.89 23.09 23.06 24.43
[10163] Greece CVI tail  289.96 297.55 301.41 305.36 287.39 281.02 298.67
[10165] Greece CVI equally weighted  96.84 96.43 96.93 96.04 94.18 93.72 99.89
[10167] Finland CVI value weighted  4.08 4.11 4.16 4.32 4.32 4.37 3.77
[10169] Finland CVI tail  82.82 81.70 83.07 73.96 75.33 100.34 74.11
[10171] Finland CVI equally weighted  20.29 19.43 21.89 21.96 22.55 24.92 25.51
RMI CVI - Middle East
[10155] Israel CVI value weighted  7.53 7.47 7.48 7.63 7.71 7.65 8.64
[10157] Israel CVI tail  82.74 79.09 79.25 82.16 78.65 81.05 80.60
[10159] Israel CVI equally weighted  28.08 27.95 28.47 28.30 27.74 28.38 29.51
RMI CVI - North America
[4587] US CVI value weighted  6.24 6.32 6.33 6.22 6.25 6.27 6.98
[4899] US CVI tail  222.91 227.52 225.40 224.28 226.01 228.26 237.42
[4901] US CVI equally weighted  53.96 55.00 53.92 52.24 52.38 52.53 54.64
[4903] Canada CVI value weighted  5.38 5.43 5.37 5.30 5.32 5.36 5.56
[4905] Canada CVI tail  344.13 361.30 336.37 395.60 384.09 345.24 378.32
[4907] Canada CVI equally weighted  72.68 73.51 70.99 73.43 73.26 72.88 74.89
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  4.00 4.05 4.08 4.03 4.07 4.09 4.77
[4949] S&P 500 CVI tail  39.88 40.65 40.32 38.97 38.31 37.12 40.12
[4951] S&P 500 CVI equally weighted  6.95 7.09 7.11 6.97 7.04 7.03 7.69
pokaż inne indeksy
minimizeexpand
Cbonds is a global fixed income data platform
  • Cbonds is a global data platform on bond market
  • Coverage: more than 170 countries and 250,000 domestic and international bonds
  • Various ways to get data: descriptive data and bond prices - website, xls add-in, mobile app
  • Analytical functionality: bond market screener, Watchlist, market maps and other tools
×