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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: 17.01.2019 16.01.2019 15.01.2019 14.01.2019 11.01.2019 10.01.2019 09.01.2019
RMI CVI - Middle East
[10155] Israel CVI value weighted  9.48 9.43 9.68 9.94 10.13 10.14 10.08
[10157] Israel CVI tail  99.61 101.22 102.65 103.92 107.15 103.51 104.24
[10159] Israel CVI equally weighted  33.84 36.75 34.98 32.50 31.37 32.32 30.52
RMI CVI - North America
[4587] US CVI value weighted  7.04 7.11 7.12 7.13 7.92 7.99 8.03
[4899] US CVI tail  288.58 279.26 286.47 289.17 295.85 298.89 298.99
[4901] US CVI equally weighted  64.20 64.06 63.80 64.76 66.15 67.73 67.33
[4903] Canada CVI value weighted  5.11 4.95 4.97 5.00 5.14 5.13 5.11
[4905] Canada CVI tail  367.64 393.35 383.40 351.60 414.77 422.49 392.16
[4907] Canada CVI equally weighted  80.70 81.93 79.48 76.98 85.37 87.65 83.62
RMI CVI - Europe
[4941] Eurozone CVI value weighted  7.54 7.52 7.61 7.70 7.48 7.43 7.46
[4943] Eurozone CVI tail  148.48 150.70 150.85 151.51 155.30 156.28 159.45
[4945] Eurozone CVI equally weighted  43.46 42.21 41.18 41.26 41.50 40.56 41.35
[4929] Germany CVI value weighted  8.89 8.89 8.96 9.05 9.01 8.86 8.92
[4931] Germany CVI tail  154.22 151.36 152.61 153.00 158.04 154.75 157.76
[4933] Germany CVI equally weighted  54.58 50.54 45.98 46.48 47.99 47.37 49.03
[4589] France CVI value weighted  6.84 6.77 6.92 7.01 6.81 6.75 6.73
[4925] France CVI tail  124.41 133.68 128.82 128.40 128.50 121.96 130.37
[4927] France CVI equally weighted  31.18 31.03 31.04 31.14 31.75 31.70 32.30
[4935] UK CVI value weighted  21.22 21.28 21.55 21.56 21.85 22.21 22.34
[4937] UK CVI tail  213.53 215.01 215.96 209.81 213.15 211.32 215.75
[4939] UK CVI equally weighted  60.48 60.72 60.92 63.22 63.45 61.38 62.87
[8659] Denmark CVI value weighted  8.33 8.28 8.43 8.46 6.83 6.84 6.71
[8663] Denmark CVI tail  160.18 143.04 141.44 169.62 150.59 155.49 153.84
[8661] Denmark CVI equally weighted  35.31 35.60 35.16 35.51 36.68 36.94 36.84
[8665] Norway CVI value weighted  11.48 11.38 11.52 11.71 11.23 11.10 11.05
[8667] Norway CVI tail  277.57 256.71 262.24 238.78 224.54 250.81 285.00
[8669] Norway CVI equally weighted  88.35 81.81 93.95 92.12 89.39 88.16 89.35
[8671] Sweden CVI value weighted  7.04 7.08 7.25 7.27 7.11 7.04 7.02
[8673] Sweden CVI tail  175.87 185.98 185.11 175.46 177.36 181.51 181.15
[8675] Sweden CVI equally weighted  50.19 51.52 52.15 51.75 51.56 51.02 50.82
[10143] Turkey CVI value weighted  59.26 60.82 64.89 65.98 69.43 69.50 70.89
[10145] Turkey CVI tail  228.79 224.02 232.34 233.18 239.98 238.32 240.68
[10147] Turkey CVI equally weighted  61.97 62.22 65.64 66.18 69.06 69.47 70.33
[10149] Switzerland CVI value weighted  7.46 7.45 7.59 7.60 7.53 7.63 7.79
[10151] Switzerland CVI tail  152.87 146.02 137.69 140.61 165.03 157.21 162.76
[10153] Switzerland CVI equally weighted  51.47 51.22 44.11 42.37 42.89 43.74 44.25
[10161] Greece CVI value weighted  32.53 32.21 31.73 30.95 29.54 28.34 27.04
[10163] Greece CVI tail  455.89 456.57 470.79 466.50 448.57 441.73 457.94
[10165] Greece CVI equally weighted  125.51 123.42 120.10 118.37 116.79 116.02 118.70
[10167] Finland CVI value weighted  3.92 3.96 4.07 4.10 3.86 3.84 3.81
[10169] Finland CVI tail  68.74 68.82 73.54 73.95 68.75 71.92 89.10
[10171] Finland CVI equally weighted  23.80 22.76 22.70 22.24 22.09 22.04 22.54
RMI CVI - Asia
[8985] Malaysia CVI value weighted  12.49 12.60 12.61 12.72 12.14 12.22 12.41
[8987] Malaysia CVI tail  224.50 221.32 219.15 219.74 201.36 200.96 198.56
[8989] Malaysia CVI equally weighted  64.51 64.82 65.92 64.93 55.42 56.28 56.88
[8991] Philippines CVI value weighted  13.75 13.83 13.53 13.69 13.46 13.52 13.78
[8993] Philippines CVI tail  97.84 98.44 98.71 99.88 93.10 94.15 94.38
[8995] Philippines CVI equally weighted  22.62 22.46 22.35 22.65 22.34 22.54 22.64
[8997] Thailand CVI value weighted  7.31 7.27 7.30 7.26 6.81 6.85 6.86
[8999] Thailand CVI tail  86.00 87.32 89.95 89.50 81.84 88.17 87.67
[9001] Thailand CVI equally weighted  22.04 22.09 22.34 22.48 21.20 22.07 21.46
[9003] Vietnam CVI value weighted  25.76 25.31 25.41 25.82 25.19 25.66 25.53
[9005] Vietnam CVI tail  229.06 223.21 225.58 230.46 217.85 219.02 223.78
[9007] Vietnam CVI equally weighted  71.76 71.45 71.10 72.01 70.41 68.50 68.56
[10173] Indonesia CVI value weighted  28.45 28.28 28.28 29.07 28.40 29.06 30.01
[10175] Indonesia CVI tail  173.18 170.26 174.06 179.40 175.75 173.68 171.80
[10177] Indonesia CVI equally weighted  48.05 47.94 48.28 49.08 47.19 48.08 48.52
[4591] China CVI value weighted  30.57 30.33 30.46 31.09 31.65 31.93 31.94
[4909] China CVI tail  201.02 199.99 199.34 201.60 207.19 210.60 210.10
[4911] China CVI equally weighted  68.18 67.66 67.71 67.97 69.68 70.15 70.19
[4913] Japan CVI value weighted  6.13 6.18 6.22 6.29 4.46 4.64 4.58
[4915] Japan CVI tail  30.44 31.13 31.09 32.06 30.76 31.43 30.86
[4917] Japan CVI equally weighted  7.54 7.67 7.73 7.91 7.38 7.60 7.53
[4919] Singapore CVI value weighted  8.34 8.28 8.38 8.69 8.53 8.73 8.82
[4921] Singapore CVI tail  172.73 161.62 161.04 170.10 168.30 178.59 174.83
[4923] Singapore CVI equally weighted  45.07 45.11 44.46 46.39 44.96 46.80 47.22
[8683] Australia CVI value weighted  4.56 4.58 4.62 4.68 4.72 4.72 4.73
[8685] Australia CVI tail  131.22 132.95 132.09 134.59 135.03 128.49 128.69
[8687] Australia CVI equally weighted  30.79 30.97 31.27 31.50 31.89 30.89 31.81
[8681] Taiwan CVI value weighted  2.88 2.88 2.87 2.94 2.82 2.84 2.83
[8679] Taiwan CVI tail  19.59 19.90 20.08 19.96 19.60 19.45 19.47
[8677] Taiwan CVI equally weighted  4.98 5.03 5.16 5.24 5.07 5.03 4.96
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  4.85 4.90 4.93 4.89 5.52 5.57 5.62
[4949] S&P 500 CVI tail  41.59 39.35 37.94 38.58 43.25 44.08 41.47
[4951] S&P 500 CVI equally weighted  12.91 12.33 12.41 11.20 10.69 10.83 10.83
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