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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: 22.05.2020 21.05.2020 20.05.2020 19.05.2020 18.05.2020 14.05.2020 13.05.2020
RMI CVI - North America
[4587] US CVI value weighted  11.88 11.80 11.80 12.12 11.81 13.01 12.58
[4899] US CVI tail  367.15 372.20 394.07 415.26 403.74 468.45 475.30
[4901] US CVI equally weighted  95.86 95.74 97.16 101.14 98.87 114.95 115.87
[4903] Canada CVI value weighted  12.28 12.14 12.07 12.41 13.20 13.53 13.51
[4905] Canada CVI tail  470.34 527.74 524.18 550.88 595.04 577.44 610.07
[4907] Canada CVI equally weighted  123.20 126.75 129.33 130.69 142.55 144.74 152.94
RMI CVI - Asia
[8985] Malaysia CVI value weighted  16.09 15.48 15.97 16.09 16.52 16.84 24.29
[8987] Malaysia CVI tail  262.91 252.07 251.04 249.28 248.63 262.33 353.86
[8989] Malaysia CVI equally weighted  66.11 64.11 63.13 64.39 64.84 69.46 94.39
[8991] Philippines CVI value weighted  14.57 14.46 14.45 14.54 15.08 14.23 20.81
[8993] Philippines CVI tail  86.07 86.37 86.07 88.07 89.55 88.76 104.41
[8995] Philippines CVI equally weighted  21.83 21.48 21.49 21.63 22.14 21.21 28.80
[8997] Thailand CVI value weighted  9.87 9.54 9.64 9.77 10.12 9.70 15.02
[8999] Thailand CVI tail  86.45 89.68 90.98 91.76 92.16 90.59 116.58
[9001] Thailand CVI equally weighted  22.10 21.28 21.66 22.21 23.22 22.74 33.20
[9003] Vietnam CVI value weighted  10.90 10.68 10.84 11.06 11.28 11.60 21.25
[9005] Vietnam CVI tail  164.36 164.68 160.06 166.15 161.78 170.39 245.99
[9007] Vietnam CVI equally weighted  53.57 52.96 51.99 53.50 50.76 50.83 75.74
[10173] Indonesia CVI value weighted  47.98 47.97 47.97 48.01 49.41 49.05 68.67
[10175] Indonesia CVI tail  182.78 182.78 182.78 179.49 189.40 191.42 251.14
[10177] Indonesia CVI equally weighted  48.08 48.07 48.07 47.54 48.49 49.25 68.83
[4591] China CVI value weighted  28.75 27.55 27.39 27.18 27.54 27.78 28.93
[4909] China CVI tail  283.30 278.68 276.81 275.47 277.79 277.64 280.84
[4911] China CVI equally weighted  89.93 88.17 88.60 88.24 88.43 87.85 89.20
[4913] Japan CVI value weighted  9.80 9.66 9.65 9.79 10.11 9.88 9.16
[4915] Japan CVI tail  29.74 29.73 29.88 30.42 31.54 31.24 30.10
[4917] Japan CVI equally weighted  8.00 7.94 8.03 8.21 8.49 8.36 7.90
[4919] Singapore CVI value weighted  14.15 13.49 13.79 13.63 14.19 14.60 13.39
[4921] Singapore CVI tail  272.00 243.41 275.87 281.50 278.87 282.34 284.01
[4923] Singapore CVI equally weighted  64.41 62.40 65.66 65.18 66.49 70.63 68.06
[8683] Australia CVI value weighted  26.89 26.12 25.91 26.01 27.44 28.85 25.01
[8685] Australia CVI tail  337.89 317.99 316.26 334.40 368.11 375.17 347.07
[8687] Australia CVI equally weighted  86.12 85.68 86.29 88.41 92.10 96.05 89.90
[8681] Taiwan CVI value weighted  2.13 2.03 2.07 2.07 2.13 2.17 2.01
[8679] Taiwan CVI tail  16.42 16.03 15.80 15.67 16.01 16.78 14.80
[8677] Taiwan CVI equally weighted  3.85 3.73 3.78 3.79 3.88 3.90 3.57
RMI CVI - Middle East
[10155] Israel CVI value weighted  12.66 12.70 12.47 12.80 12.80 14.61 11.83
[10157] Israel CVI tail  111.60 114.27 109.01 114.94 113.48 126.29 119.84
[10159] Israel CVI equally weighted  29.04 29.09 29.14 29.43 29.88 33.01 28.27
RMI CVI - Europe
[4941] Eurozone CVI value weighted  13.83 13.90 13.56 13.99 13.58 15.14 14.14
[4943] Eurozone CVI tail  124.69 128.75 125.35 130.17 124.97 134.96 133.30
[4945] Eurozone CVI equally weighted  38.42 38.01 37.52 38.28 37.96 39.08 41.34
[4929] Germany CVI value weighted  12.12 12.20 11.85 12.39 12.25 13.85 12.99
[4931] Germany CVI tail  114.42 120.87 116.57 116.66 121.70 130.83 133.66
[4933] Germany CVI equally weighted  38.98 37.38 36.34 37.99 38.70 42.34 40.41
[4589] France CVI value weighted  14.90 14.93 14.50 14.87 14.32 16.33 15.12
[4925] France CVI tail  110.43 107.80 102.95 107.08 103.87 125.04 122.20
[4927] France CVI equally weighted  31.76 31.97 31.43 31.69 30.89 34.05 32.69
[4935] UK CVI value weighted  26.37 26.07 25.85 25.99 25.78 28.56 25.61
[4937] UK CVI tail  309.12 310.16 306.40 312.37 317.85 334.21 321.36
[4939] UK CVI equally weighted  88.78 88.25 89.74 89.75 90.18 94.05 90.69
[8659] Denmark CVI value weighted  10.39 10.39 10.39 10.68 10.86 11.85 11.36
[8663] Denmark CVI tail  127.92 127.92 127.92 134.84 133.21 149.11 149.40
[8661] Denmark CVI equally weighted  34.38 34.20 34.22 35.27 36.24 38.04 37.42
[8665] Norway CVI value weighted  41.96 39.96 39.97 42.09 43.59 48.69 46.83
[8667] Norway CVI tail  941.87 895.56 890.37 924.78 993.82 1 104.63 1 060.17
[8669] Norway CVI equally weighted  176.10 173.40 172.80 192.77 202.94 212.62 211.21
[8671] Sweden CVI value weighted  11.85 11.69 11.70 11.84 12.13 13.86 11.30
[8673] Sweden CVI tail  158.79 159.12 159.12 160.35 159.55 173.19 147.33
[8675] Sweden CVI equally weighted  44.52 44.67 44.64 44.91 46.66 51.01 43.77
[10143] Turkey CVI value weighted  44.08 45.27 47.76 48.84 48.84 52.15 47.35
[10145] Turkey CVI tail  97.92 102.69 109.69 111.91 111.91 121.79 107.82
[10147] Turkey CVI equally weighted  36.29 36.77 37.82 38.92 39.02 42.12 37.94
[10149] Switzerland CVI value weighted  8.57 8.25 8.24 8.32 8.44 9.09 8.70
[10151] Switzerland CVI tail  155.86 158.99 157.60 146.94 149.36 160.12 155.97
[10153] Switzerland CVI equally weighted  49.05 40.72 40.68 39.26 40.05 46.08 45.01
[10161] Greece CVI value weighted  33.78 33.74 33.17 34.21 33.28 36.66 36.98
[10163] Greece CVI tail  321.80 325.44 329.32 336.79 326.67 335.94 343.83
[10165] Greece CVI equally weighted  80.21 79.14 79.07 79.97 78.22 83.86 91.73
[10167] Finland CVI value weighted  11.93 11.79 11.79 12.19 12.31 12.15 9.72
[10169] Finland CVI tail  88.90 90.23 90.23 87.49 88.60 103.14 92.88
[10171] Finland CVI equally weighted  22.85 22.43 22.43 23.57 24.53 25.89 24.96
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  9.14 9.04 9.01 9.23 8.95 9.83 9.50
[4949] S&P 500 CVI tail  130.56 130.44 136.48 142.69 135.34 160.71 149.82
[4951] S&P 500 CVI equally weighted  29.21 28.90 29.71 30.51 28.94 34.29 33.39
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