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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: 20.02.2019 19.02.2019 18.02.2019 15.02.2019 14.02.2019 13.02.2019 12.02.2019
RMI CVI - Asia
[8985] Malaysia CVI value weighted  11.30 11.69 11.85 11.89 11.86 12.46 12.39
[8987] Malaysia CVI tail  178.46 185.45 189.22 187.53 188.49 194.33 192.38
[8989] Malaysia CVI equally weighted  57.43 57.31 57.49 57.08 57.37 59.94 62.42
[8991] Philippines CVI value weighted  13.54 13.86 13.49 13.72 13.47 13.48 13.11
[8993] Philippines CVI tail  97.62 97.44 94.60 93.17 91.98 93.47 92.62
[8995] Philippines CVI equally weighted  21.72 22.05 21.55 21.61 21.17 21.11 20.96
[8997] Thailand CVI value weighted  7.97 8.06 8.01 7.94 7.08 7.05 7.15
[8999] Thailand CVI tail  78.74 81.51 81.51 77.31 77.31 85.28 82.94
[9001] Thailand CVI equally weighted  21.66 22.03 22.02 22.03 20.11 20.15 20.14
[9003] Vietnam CVI value weighted  20.82 21.05 21.00 21.19 21.11 23.50 23.81
[9005] Vietnam CVI tail  217.96 212.18 219.62 216.62 216.39 218.06 219.22
[9007] Vietnam CVI equally weighted  69.98 69.79 68.33 69.41 68.44 68.69 70.07
[10173] Indonesia CVI value weighted  28.55 28.36 28.66 29.67 29.59 28.80 28.72
[10175] Indonesia CVI tail  147.02 144.07 152.18 155.24 151.45 154.30 157.65
[10177] Indonesia CVI equally weighted  44.92 45.08 45.84 46.24 45.48 45.63 46.10
[4591] China CVI value weighted  27.62 27.88 27.88 28.65 28.00 28.47 29.00
[4909] China CVI tail  203.00 205.44 207.20 211.60 212.43 214.98 219.19
[4911] China CVI equally weighted  67.56 67.77 68.63 69.79 69.86 70.73 71.62
[4913] Japan CVI value weighted  5.69 5.77 5.78 5.84 5.73 5.34 5.44
[4915] Japan CVI tail  26.04 26.52 26.27 26.31 26.45 26.45 26.70
[4917] Japan CVI equally weighted  6.63 6.68 6.69 6.77 6.66 6.66 6.74
[4919] Singapore CVI value weighted  7.98 8.15 8.03 8.16 8.04 8.07 8.31
[4921] Singapore CVI tail  149.50 159.72 157.88 149.07 143.20 151.86 156.99
[4923] Singapore CVI equally weighted  33.10 36.35 34.98 33.08 38.29 41.98 40.07
[8683] Australia CVI value weighted  3.92 3.95 3.97 4.04 4.02 4.19 4.19
[8685] Australia CVI tail  124.38 122.16 122.03 126.57 116.03 126.06 126.91
[8687] Australia CVI equally weighted  29.42 28.94 28.62 29.30 28.43 29.44 29.26
[8681] Taiwan CVI value weighted  2.49 2.55 2.56 2.60 2.57 2.64 2.64
[8679] Taiwan CVI tail  17.09 17.28 17.55 17.34 17.07 17.72 17.90
[8677] Taiwan CVI equally weighted  3.99 4.07 4.07 4.12 4.10 4.41 4.40
RMI CVI - Europe
[4941] Eurozone CVI value weighted  6.38 6.49 6.47 6.51 6.73 6.68 6.78
[4943] Eurozone CVI tail  135.05 135.66 136.14 136.55 135.67 138.58 138.19
[4945] Eurozone CVI equally weighted  35.83 36.22 36.26 36.91 36.20 37.66 38.02
[4929] Germany CVI value weighted  7.90 8.13 8.14 8.15 8.45 8.24 8.33
[4931] Germany CVI tail  135.30 134.55 136.73 138.01 136.46 134.13 136.02
[4933] Germany CVI equally weighted  40.26 41.59 41.19 41.20 38.00 38.85 39.21
[4589] France CVI value weighted  5.55 5.64 5.64 5.68 5.90 5.75 5.85
[4925] France CVI tail  106.50 104.83 109.86 111.81 116.83 118.39 115.90
[4927] France CVI equally weighted  26.11 26.42 27.14 27.38 27.82 28.83 29.43
[4935] UK CVI value weighted  19.77 20.03 20.09 20.04 20.49 19.73 20.06
[4937] UK CVI tail  211.91 210.37 212.68 211.74 211.69 201.67 202.97
[4939] UK CVI equally weighted  60.84 61.39 61.98 61.57 62.53 59.46 60.05
[8659] Denmark CVI value weighted  7.71 7.87 7.75 7.79 7.77 7.41 7.48
[8663] Denmark CVI tail  148.23 151.19 140.33 144.31 147.71 138.63 168.16
[8661] Denmark CVI equally weighted  31.77 32.66 31.59 30.96 32.06 30.77 30.24
[8665] Norway CVI value weighted  10.81 10.85 10.74 10.66 11.06 10.37 10.75
[8667] Norway CVI tail  255.61 295.34 284.06 288.53 293.84 265.56 261.27
[8669] Norway CVI equally weighted  79.49 79.59 79.18 79.64 82.13 79.20 78.76
[8671] Sweden CVI value weighted  6.42 6.45 6.41 6.36 6.54 6.40 6.47
[8673] Sweden CVI tail  188.92 187.77 189.14 174.44 182.70 178.68 178.31
[8675] Sweden CVI equally weighted  51.69 51.21 51.03 50.37 50.36 48.04 48.55
[10143] Turkey CVI value weighted  45.55 45.84 46.44 45.36 45.66 47.08 44.59
[10145] Turkey CVI tail  171.14 172.13 167.76 167.76 172.33 180.36 184.19
[10147] Turkey CVI equally weighted  47.66 48.41 48.64 48.21 48.47 51.31 50.83
[10149] Switzerland CVI value weighted  6.60 6.61 6.47 6.49 6.62 6.63 6.75
[10151] Switzerland CVI tail  142.30 143.30 137.74 140.66 158.69 159.70 165.78
[10153] Switzerland CVI equally weighted  44.85 45.23 43.55 46.78 47.09 45.27 45.89
[10161] Greece CVI value weighted  26.75 26.79 26.67 27.88 27.75 29.22 29.09
[10163] Greece CVI tail  451.50 452.68 458.36 464.82 457.96 503.62 495.80
[10165] Greece CVI equally weighted  111.03 107.54 108.41 111.09 111.17 126.23 126.64
[10167] Finland CVI value weighted  3.64 3.67 3.59 3.60 3.59 3.68 3.73
[10169] Finland CVI tail  70.58 68.47 69.46 69.06 67.71 68.70 68.66
[10171] Finland CVI equally weighted  22.61 21.97 22.00 21.67 21.53 21.64 22.12
RMI CVI - Middle East
[10155] Israel CVI value weighted  8.22 8.25 8.32 8.47 8.47 8.43 8.29
[10157] Israel CVI tail  83.83 82.28 82.32 86.31 87.16 87.09 89.65
[10159] Israel CVI equally weighted  30.06 30.72 30.68 30.36 30.36 31.76 31.63
RMI CVI - North America
[4587] US CVI value weighted  6.21 6.04 6.05 6.05 6.24 6.94 7.00
[4899] US CVI tail  234.81 229.03 233.90 233.90 238.34 262.34 261.97
[4901] US CVI equally weighted  58.41 56.06 56.07 56.08 56.95 60.16 61.10
[4903] Canada CVI value weighted  5.29 5.35 5.43 5.44 5.53 5.54 5.60
[4905] Canada CVI tail  380.57 382.32 398.51 398.51 376.62 376.55 400.69
[4907] Canada CVI equally weighted  77.19 76.47 76.27 76.47 77.39 80.47 82.30
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  4.00 3.77 3.77 3.77 3.91 4.52 4.56
[4949] S&P 500 CVI tail  33.35 33.08 33.48 33.48 33.73 34.72 37.03
[4951] S&P 500 CVI equally weighted  6.26 6.12 6.20 6.20 6.29 7.34 7.42
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