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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.

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Кontakty

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Indeksy dzienne

Typ: 12.06.2018 11.06.2018 08.06.2018 07.06.2018 06.06.2018 05.06.2018 04.06.2018
RMI CVI - Middle East
Israel CVI value weighted  10.83 11.02 12.10 12.14 12.27 12.06 12.11
Israel CVI tail  103.61 104.79 107.44 107.44 107.25 106.75 106.67
Israel CVI equally weighted  32.69 32.58 36.22 36.96 37.56 35.96 35.80
RMI CVI - North America
US CVI value weighted  3.96 3.96 4.38 4.38 4.39 4.44 4.44
US CVI tail  172.99 174.93 178.09 179.18 180.14 182.21 186.81
US CVI equally weighted  44.08 44.55 45.34 45.92 46.38 45.87 46.67
Canada CVI value weighted  4.80 4.82 6.49 6.50 6.50 6.51 6.56
Canada CVI tail  317.76 275.14 329.00 306.05 328.26 305.38 311.02
Canada CVI equally weighted  72.23 73.00 80.03 80.14 81.24 81.21 78.53
RMI CVI - Europe
Eurozone CVI value weighted  5.87 5.93 6.24 6.17 6.15 6.22 6.15
Eurozone CVI tail  123.83 127.09 122.74 123.81 126.06 124.97 124.19
Eurozone CVI equally weighted  30.00 30.49 30.82 30.84 31.61 30.71 30.20
Germany CVI value weighted  5.23 5.31 5.42 5.38 5.33 5.43 5.45
Germany CVI tail  121.04 121.57 120.07 130.28 128.09 121.31 124.19
Germany CVI equally weighted  32.50 33.06 35.74 36.67 39.94 33.78 35.99
France CVI value weighted  5.75 5.75 6.08 6.07 6.03 6.03 5.94
France CVI tail  86.29 87.93 90.77 91.06 98.88 94.58 94.39
France CVI equally weighted  22.36 22.91 23.65 23.45 23.03 23.36 22.51
UK CVI value weighted  10.37 10.37 10.20 10.19 10.09 10.16 9.98
UK CVI tail  140.04 141.21 139.17 137.19 136.95 137.72 139.06
UK CVI equally weighted  43.08 42.96 42.29 42.45 42.31 42.01 41.13
Denmark CVI value weighted  4.25 4.30 4.27 4.20 4.15 4.14 4.14
Denmark CVI tail  71.44 71.76 72.86 72.96 73.11 71.64 71.64
Denmark CVI equally weighted  21.13 21.54 22.06 22.17 22.58 22.62 22.52
Norway CVI value weighted  6.32 6.35 6.31 6.41 6.58 6.67 6.60
Norway CVI tail  119.11 120.23 116.23 136.12 136.09 139.15 139.33
Norway CVI equally weighted  33.22 33.42 33.70 34.64 35.03 35.73 35.58
Sweden CVI value weighted  5.06 5.18 5.36 5.38 5.31 5.31 5.31
Sweden CVI tail  200.12 203.51 217.20 212.55 215.01 215.01 211.58
Sweden CVI equally weighted  50.29 50.70 51.92 53.46 54.64 54.63 55.22
Turkey CVI value weighted  123.24 117.72 137.90 117.72 126.21 127.32 121.53
Turkey CVI tail  307.99 295.76 288.22 287.20 298.15 301.21 299.73
Turkey CVI equally weighted  91.65 89.11 93.38 87.06 91.39 90.39 87.71
Switzerland CVI value weighted  4.62 4.72 4.51 4.45 4.45 4.47 4.45
Switzerland CVI tail  86.92 87.06 113.76 137.71 115.88 113.83 111.75
Switzerland CVI equally weighted  27.61 28.51 29.21 29.18 28.57 27.81 27.86
Greece CVI value weighted  25.08 25.32 21.94 21.49 21.28 20.99 21.32
Greece CVI tail  436.72 473.30 383.11 377.03 375.86 376.88 367.19
Greece CVI equally weighted  103.40 102.10 89.34 89.54 87.99 95.20 83.36
Finland CVI value weighted  3.67 3.65 3.89 3.85 3.83 3.84 3.79
Finland CVI tail  86.57 84.50 85.50 91.54 91.19 90.43 92.57
Finland CVI equally weighted  16.81 16.93 15.79 15.07 15.30 16.10 16.20
RMI CVI - Asia
Malaysia CVI value weighted  9.48 9.39 8.80 8.69 8.75 9.08 9.10
Malaysia CVI tail  196.59 196.03 197.62 193.35 196.72 202.53 202.93
Malaysia CVI equally weighted  58.25 57.42 58.30 58.07 58.72 60.81 60.87
Philippines CVI value weighted  12.43 12.43 12.56 12.24 12.42 12.41 12.96
Philippines CVI tail  93.30 93.30 102.86 106.00 107.21 99.91 97.98
Philippines CVI equally weighted  22.66 22.65 23.67 23.30 23.60 23.66 24.23
Thailand CVI value weighted  4.44 4.47 4.52 4.47 4.45 4.48 4.51
Thailand CVI tail  69.52 68.59 74.38 74.79 75.23 77.43 79.01
Thailand CVI equally weighted  18.14 18.07 18.57 18.74 18.81 18.74 18.71
Vietnam CVI value weighted  16.47 15.81 14.29 14.43 14.37 14.77 15.37
Vietnam CVI tail  225.81 234.14 238.03 230.38 231.53 235.32 232.39
Vietnam CVI equally weighted  67.55 67.63 69.02 68.67 68.82 69.70 69.29
Indonesia CVI value weighted  25.29 25.29 25.29 24.25 24.57 24.32 24.88
Indonesia CVI tail  178.05 178.05 178.05 173.17 170.54 170.18 171.63
Indonesia CVI equally weighted  50.45 50.45 50.45 49.55 48.70 48.76 48.00
China CVI value weighted  22.65 22.82 22.65 22.24 22.25 22.31 22.48
China CVI tail  178.95 180.01 180.34 178.73 181.05 180.26 182.37
China CVI equally weighted  54.71 54.83 54.67 54.07 54.09 54.20 54.46
Japan CVI value weighted  3.13 3.15 3.34 3.30 3.34 3.33 3.26
Japan CVI tail  17.01 17.15 17.17 17.09 17.40 17.17 16.75
Japan CVI equally weighted  4.05 4.09 4.05 4.05 4.11 4.08 3.97
Singapore CVI value weighted  5.32 5.28 5.30 5.13 5.11 5.06 5.18
Singapore CVI tail  162.35 148.22 159.59 155.20 158.72 153.22 157.59
Singapore CVI equally weighted  40.84 41.04 42.87 40.56 41.20 40.88 41.33
Australia CVI value weighted  4.60 4.63 4.62 4.53 4.57 4.59 4.52
Australia CVI tail  142.56 134.59 134.59 131.51 130.14 132.27 131.24
Australia CVI equally weighted  31.04 30.86 30.79 29.59 30.11 30.20 29.85
Taiwan CVI value weighted  0.98 0.98 0.97 0.94 0.95 0.98 0.97
Taiwan CVI tail  7.65 7.27 7.02 6.83 6.98 7.09 6.99
Taiwan CVI equally weighted  2.07 2.05 2.03 2.01 2.01 2.05 2.03
RMI CVI - Special Portfolios
S&P 500 CVI value weighted  2.29 2.28 2.10 2.11 2.11 2.14 2.13
S&P 500 CVI tail  27.04 26.80 29.55 28.77 28.62 28.49 28.94
S&P 500 CVI equally weighted  5.28 5.42 5.28 5.30 5.33 5.71 5.81
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