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Cbonds Page: Risk Management Institute

название организации Risk Management Institute
полное название организации NUS RMI Credit Research Initiative
страна риска Сингапур
адрес 21 Heng Mui Keng Terrace I3 Building, Level 4 Singapore 119613
телефон (65) 6516 3380
факс (65) 6874 5430
e-mail rmicri@nus.edu.sg
сайт http://rmicri.org

Профиль

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.

Контакты

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Ежедневные индексы

Тип: 17.12.2018 14.12.2018 13.12.2018 12.12.2018 11.12.2018 10.12.2018 07.12.2018
RMI CVI - Middle East
[10155] Israel CVI value weighted  9.32 8.69 8.68 8.71 8.75 8.90 8.50
[10157] Israel CVI tail  111.46 102.35 97.95 101.64 95.63 98.78 94.95
[10159] Israel CVI equally weighted  31.12 30.70 30.46 29.16 28.83 28.86 28.07
RMI CVI - North America
[4587] US CVI value weighted  8.55 8.36 8.17 8.14 8.09 8.04 7.91
[4899] US CVI tail  335.90 328.84 316.61 304.47 312.90 307.88 302.22
[4901] US CVI equally weighted  80.83 77.67 75.62 75.74 76.80 75.53 73.02
[4903] Canada CVI value weighted  5.94 5.73 5.55 5.46 5.37 5.40 5.24
[4905] Canada CVI tail  530.73 516.22 526.15 484.60 497.04 479.24 465.31
[4907] Canada CVI equally weighted  114.77 117.36 117.02 116.14 122.73 117.98 114.91
RMI CVI - Europe
[4941] Eurozone CVI value weighted  7.65 7.46 7.32 7.31 7.87 8.05 7.72
[4943] Eurozone CVI tail  166.74 169.99 168.56 162.64 174.37 171.25 171.68
[4945] Eurozone CVI equally weighted  44.55 43.68 42.70 42.43 44.02 43.99 42.01
[4929] Germany CVI value weighted  9.39 9.07 8.93 8.88 9.28 9.45 9.25
[4931] Germany CVI tail  161.48 163.21 159.23 156.66 152.20 153.49 152.11
[4933] Germany CVI equally weighted  49.55 47.99 46.62 45.82 47.33 48.26 45.40
[4589] France CVI value weighted  6.73 6.60 6.43 6.42 6.61 6.82 6.49
[4925] France CVI tail  139.52 132.05 124.18 129.97 131.34 132.21 127.74
[4927] France CVI equally weighted  33.07 32.88 31.70 32.15 33.33 33.34 31.83
[4935] UK CVI value weighted  23.11 22.85 22.60 22.37 22.24 22.71 21.65
[4937] UK CVI tail  253.21 254.85 250.64 248.62 252.04 249.45 239.08
[4939] UK CVI equally weighted  70.98 69.99 68.79 68.50 70.03 70.23 68.84
[8659] Denmark CVI value weighted  6.86 6.71 6.66 6.88 7.24 7.44 7.12
[8663] Denmark CVI tail  186.20 180.72 180.91 180.80 150.61 149.01 155.90
[8661] Denmark CVI equally weighted  43.61 40.97 38.85 38.52 38.04 37.42 37.10
[8665] Norway CVI value weighted  12.20 11.55 11.17 11.08 10.71 11.09 10.32
[8667] Norway CVI tail  297.00 278.03 286.65 290.05 283.02 280.25 285.13
[8669] Norway CVI equally weighted  84.50 78.91 78.80 79.74 81.91 84.15 81.64
[8671] Sweden CVI value weighted  7.32 7.03 7.00 6.82 6.85 7.25 6.89
[8673] Sweden CVI tail  195.69 195.72 201.43 191.28 215.51 209.13 202.95
[8675] Sweden CVI equally weighted  60.15 58.71 59.28 59.22 60.32 60.34 61.07
[10143] Turkey CVI value weighted  78.64 78.23 77.60 79.90 86.19 83.91 81.03
[10145] Turkey CVI tail  232.64 239.78 228.79 234.27 244.41 241.26 253.17
[10147] Turkey CVI equally weighted  70.46 70.12 68.27 69.55 72.11 71.19 69.77
[10149] Switzerland CVI value weighted  8.30 8.09 7.88 7.82 7.80 8.09 7.56
[10151] Switzerland CVI tail  173.31 167.99 181.31 153.51 144.81 140.32 140.82
[10153] Switzerland CVI equally weighted  57.13 52.08 50.06 49.67 50.31 51.34 44.89
[10161] Greece CVI value weighted  32.40 31.61 31.80 31.76 34.38 34.22 32.85
[10163] Greece CVI tail  483.34 464.85 496.21 484.28 474.07 470.45 466.28
[10165] Greece CVI equally weighted  131.57 127.26 128.81 125.16 130.79 128.85 123.42
[10167] Finland CVI value weighted  3.99 3.94 3.92 3.82 4.80 5.04 4.72
[10169] Finland CVI tail  129.63 120.76 122.25 109.33 118.43 128.54 116.17
[10171] Finland CVI equally weighted  33.42 35.85 34.32 35.80 35.33 36.34 34.69
RMI CVI - Asia
[8985] Malaysia CVI value weighted  12.82 12.54 12.33 12.51 13.78 13.52 13.18
[8987] Malaysia CVI tail  220.31 215.20 214.24 208.26 238.17 234.49 221.35
[8989] Malaysia CVI equally weighted  68.61 66.47 66.32 65.76 72.01 72.08 69.50
[8991] Philippines CVI value weighted  14.58 14.53 14.40 14.63 15.88 16.01 15.46
[8993] Philippines CVI tail  104.29 103.93 99.68 101.50 115.57 116.07 116.44
[8995] Philippines CVI equally weighted  23.68 23.69 23.62 24.15 26.15 26.52 25.90
[8997] Thailand CVI value weighted  6.56 6.44 6.33 6.22 6.94 6.77 6.75
[8999] Thailand CVI tail  98.48 94.84 95.48 94.05 107.50 108.06 108.06
[9001] Thailand CVI equally weighted  21.84 21.73 20.64 21.04 23.94 23.89 23.88
[9003] Vietnam CVI value weighted  22.78 21.52 20.99 21.66 21.92 21.79 21.54
[9005] Vietnam CVI tail  216.10 215.23 214.19 216.24 223.61 228.02 231.76
[9007] Vietnam CVI equally weighted  66.16 66.40 65.02 64.67 67.98 67.33 68.93
[10173] Indonesia CVI value weighted  31.60 30.86 30.60 31.01 32.42 31.84 31.75
[10175] Indonesia CVI tail  216.56 220.23 217.01 218.48 236.21 236.03 232.51
[10177] Indonesia CVI equally weighted  53.22 52.27 51.61 52.05 57.33 57.14 57.06
[4591] China CVI value weighted  31.37 31.22 30.34 30.88 31.62 31.78 31.17
[4909] China CVI tail  210.19 210.86 210.53 209.25 212.67 214.25 210.97
[4911] China CVI equally weighted  70.65 70.25 68.69 68.71 70.18 70.61 69.34
[4913] Japan CVI value weighted  3.63 3.66 3.55 3.61 3.71 3.54 3.53
[4915] Japan CVI tail  24.47 23.86 22.89 23.65 25.76 24.33 23.68
[4917] Japan CVI equally weighted  5.96 5.83 5.73 5.85 6.32 5.92 5.85
[4919] Singapore CVI value weighted  8.83 9.01 8.80 8.90 9.59 9.38 9.07
[4921] Singapore CVI tail  203.19 205.46 202.93 184.42 204.26 207.95 188.67
[4923] Singapore CVI equally weighted  49.51 48.11 48.62 48.00 49.75 50.25 47.71
[8683] Australia CVI value weighted  4.86 4.91 4.75 4.80 4.86 4.86 4.59
[8685] Australia CVI tail  138.57 138.00 134.58 138.71 139.47 144.29 134.49
[8687] Australia CVI equally weighted  33.04 32.36 31.28 33.79 33.06 33.77 31.12
[8681] Taiwan CVI value weighted  2.63 2.64 2.56 2.59 2.89 2.92 2.81
[8679] Taiwan CVI tail  17.56 17.29 17.62 17.41 19.11 18.49 18.16
[8677] Taiwan CVI equally weighted  4.29 4.26 4.14 4.14 4.49 4.53 4.33
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  5.96 5.84 5.71 5.74 5.67 5.62 5.50
[4949] S&P 500 CVI tail  47.62 48.61 46.07 43.85 41.01 40.92 40.11
[4951] S&P 500 CVI equally weighted  11.34 11.11 10.79 10.62 9.93 9.91 9.65
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