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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: 19.06.2019 18.06.2019 17.06.2019 11.06.2019 10.06.2019 07.06.2019 06.06.2019
RMI CVI - Asia
[8985] Malaysia CVI value weighted  11.89 12.06 12.35 13.14 13.18 13.32 13.48
[8987] Malaysia CVI tail  208.72 210.31 218.41 231.00 215.48 218.09 219.11
[8989] Malaysia CVI equally weighted  60.15 67.65 67.22 69.97 68.89 70.53 69.99
[8991] Philippines CVI value weighted  10.97 11.23 11.44 11.70 12.24 12.25 12.07
[8993] Philippines CVI tail  74.75 72.16 74.16 79.12 82.51 83.70 83.43
[8995] Philippines CVI equally weighted  16.07 16.16 16.56 17.33 18.09 18.16 17.91
[8997] Thailand CVI value weighted  5.91 6.14 6.28 6.57 6.60 6.72 6.74
[8999] Thailand CVI tail  79.86 81.20 81.59 87.45 87.70 87.33 83.34
[9001] Thailand CVI equally weighted  17.16 18.93 19.43 20.44 20.27 20.60 20.67
[9003] Vietnam CVI value weighted  15.72 15.81 16.47 17.89 17.87 17.96 18.60
[9005] Vietnam CVI tail  205.21 210.97 218.48 225.94 219.03 220.90 219.87
[9007] Vietnam CVI equally weighted  61.14 62.50 63.26 65.33 64.84 65.71 65.12
[10173] Indonesia CVI value weighted  29.18 30.29 31.41 30.45 30.63 32.19 32.19
[10175] Indonesia CVI tail  153.65 156.89 159.05 158.88 161.40 168.82 168.82
[10177] Indonesia CVI equally weighted  41.60 42.73 42.91 43.12 43.61 44.57 44.57
[4591] China CVI value weighted  30.96 31.52 31.72 29.93 30.68 31.11 31.16
[4909] China CVI tail  231.13 236.26 233.59 230.30 233.09 236.16 235.43
[4911] China CVI equally weighted  79.67 82.21 82.20 78.43 80.28 80.29 79.99
[4913] Japan CVI value weighted  6.52 6.82 6.68 6.67 6.72 6.93 6.78
[4915] Japan CVI tail  25.94 27.51 26.86 26.32 26.83 27.93 27.07
[4917] Japan CVI equally weighted  6.88 7.16 6.97 6.79 6.85 7.11 7.02
[4919] Singapore CVI value weighted  7.73 8.09 8.31 8.33 8.57 8.71 8.88
[4921] Singapore CVI tail  153.82 152.88 176.60 165.47 170.24 176.03 176.46
[4923] Singapore CVI equally weighted  33.41 35.50 38.80 37.32 39.08 39.48 39.91
[8683] Australia CVI value weighted  3.93 4.08 4.10 3.47 3.59 3.59 3.64
[8685] Australia CVI tail  179.81 189.98 185.23 170.56 156.04 155.91 154.80
[8687] Australia CVI equally weighted  45.10 46.60 47.31 41.91 39.43 39.43 39.77
[8681] Taiwan CVI value weighted  2.05 2.17 2.18 2.00 2.03 2.09 2.09
[8679] Taiwan CVI tail  15.33 15.61 15.63 15.79 15.97 16.44 16.58
[8677] Taiwan CVI equally weighted  4.37 4.59 4.78 4.97 5.08 5.08 5.13
RMI CVI - Europe
[4941] Eurozone CVI value weighted  6.16 6.23 6.58 6.47 6.61 6.67 6.76
[4943] Eurozone CVI tail  106.02 113.96 114.61 115.72 114.80 114.46 117.24
[4945] Eurozone CVI equally weighted  31.08 32.27 32.47 32.38 32.61 33.02 32.50
[4929] Germany CVI value weighted  8.02 8.16 8.64 8.53 8.83 8.84 8.84
[4931] Germany CVI tail  113.73 117.96 123.67 128.97 119.39 119.39 124.85
[4933] Germany CVI equally weighted  28.04 27.95 27.77 32.87 33.61 33.68 32.47
[4589] France CVI value weighted  5.15 5.18 5.52 5.48 5.56 5.60 5.79
[4925] France CVI tail  81.72 91.09 91.73 92.30 93.35 95.37 95.84
[4927] France CVI equally weighted  24.11 27.22 27.97 28.20 28.37 28.90 29.60
[4935] UK CVI value weighted  16.39 16.30 16.67 17.26 17.36 17.51 17.76
[4937] UK CVI tail  196.54 204.10 202.49 209.98 205.27 201.33 200.38
[4939] UK CVI equally weighted  55.18 56.24 56.88 55.47 54.65 54.67 55.33
[8659] Denmark CVI value weighted  9.26 9.36 9.65 7.75 8.16 8.16 8.14
[8663] Denmark CVI tail  131.59 132.67 137.96 142.75 143.59 143.59 148.64
[8661] Denmark CVI equally weighted  37.00 36.97 37.11 34.28 34.47 34.32 33.50
[8665] Norway CVI value weighted  14.33 14.20 14.66 13.62 13.78 13.76 14.12
[8667] Norway CVI tail  410.30 517.18 536.91 518.85 522.01 458.32 435.39
[8669] Norway CVI equally weighted  95.33 93.73 93.00 92.52 90.24 89.60 94.88
[8671] Sweden CVI value weighted  7.12 7.05 7.31 7.06 7.16 7.26 7.45
[8673] Sweden CVI tail  195.54 203.66 206.95 198.43 195.17 196.63 201.26
[8675] Sweden CVI equally weighted  54.78 55.08 56.45 57.36 57.32 56.79 59.17
[10143] Turkey CVI value weighted  47.79 47.87 51.98 50.24 48.34 49.79 53.52
[10145] Turkey CVI tail  158.31 158.51 167.71 167.04 166.36 176.59 186.35
[10147] Turkey CVI equally weighted  45.57 44.72 47.33 47.86 46.89 48.91 51.08
[10149] Switzerland CVI value weighted  5.17 5.16 5.40 5.76 5.80 5.83 5.87
[10151] Switzerland CVI tail  120.54 127.74 121.71 134.16 135.53 133.30 132.51
[10153] Switzerland CVI equally weighted  52.48 52.66 52.92 53.50 54.52 54.78 53.22
[10161] Greece CVI value weighted  14.51 14.34 15.42 14.30 14.61 15.29 14.50
[10163] Greece CVI tail  369.63 351.83 361.82 368.68 371.73 384.57 351.47
[10165] Greece CVI equally weighted  102.79 105.30 103.46 77.92 77.55 78.97 74.36
[10167] Finland CVI value weighted  5.62 5.63 5.89 5.81 6.11 6.17 6.28
[10169] Finland CVI tail  73.83 74.27 79.12 77.25 81.19 81.50 80.93
[10171] Finland CVI equally weighted  18.69 18.21 18.46 20.60 20.84 21.35 21.40
RMI CVI - Middle East
[10155] Israel CVI value weighted  10.01 10.07 10.41 9.96 9.76 9.93 9.94
[10157] Israel CVI tail  89.32 91.99 92.41 102.13 95.96 97.25 96.00
[10159] Israel CVI equally weighted  43.38 43.73 43.60 44.62 43.95 44.71 44.84
RMI CVI - North America
[4587] US CVI value weighted  7.00 7.00 7.12 7.73 7.88 7.97 8.01
[4899] US CVI tail  315.29 303.97 315.33 325.04 323.42 324.34 327.00
[4901] US CVI equally weighted  73.20 75.32 76.75 79.47 77.72 78.49 78.86
[4903] Canada CVI value weighted  6.54 6.46 6.55 6.54 6.59 6.65 6.66
[4905] Canada CVI tail  394.05 385.05 385.95 395.77 376.61 385.45 378.73
[4907] Canada CVI equally weighted  86.39 84.61 86.74 92.79 90.37 90.21 88.72
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  4.32 4.31 4.40 4.83 4.84 4.90 4.91
[4949] S&P 500 CVI tail  53.08 51.65 56.30 57.97 59.19 59.78 59.06
[4951] S&P 500 CVI equally weighted  10.60 10.62 10.82 10.94 10.91 10.93 10.81
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