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.

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Контакты

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Ежедневные индексы

Тип: 27.06.2017 26.06.2017 23.06.2017 22.06.2017 21.06.2017 20.06.2017 19.06.2017
RMI CVI - Middle East
Israel CVI value weighted  8.22 8.33 8.44 8.46 8.46 8.49 8.38
Israel CVI tail  92.58 95.84 96.89 98.53 98.79 98.80 97.84
Israel CVI equally weighted  22.17 22.26 22.63 22.76 22.64 22.25 22.02
RMI CVI - North America
US CVI value weighted  5.21 5.14 5.05 5.16 5.19 5.10 5.05
US CVI tail  205.98 198.65 205.46 212.15 216.39 212.82 211.00
US CVI equally weighted  53.53 54.11 54.37 54.79 56.30 56.78 56.36
Canada CVI value weighted  7.66 7.57 7.46 7.65 7.74 7.72 7.69
Canada CVI tail  356.70 367.59 356.26 386.99 365.99 368.78 380.70
Canada CVI equally weighted  84.02 85.59 85.78 89.58 88.55 87.17 84.73
RMI CVI - Europe
Eurozone CVI value weighted  5.43 5.53 5.91 5.82 5.79 5.74 5.55
Eurozone CVI tail  75.36 80.05 84.01 82.41 82.21 81.27 79.64
Eurozone CVI equally weighted  25.35 25.91 27.43 25.80 25.24 25.20 24.76
Germany CVI value weighted  4.13 4.15 4.40 4.31 4.29 4.25 4.09
Germany CVI tail  79.08 82.38 86.64 87.37 86.14 83.01 81.19
Germany CVI equally weighted  19.97 20.04 21.78 21.53 21.24 21.18 21.42
France CVI value weighted  4.74 4.80 5.18 5.09 5.06 5.00 4.83
France CVI tail  54.69 55.41 59.06 57.69 55.53 58.64 56.39
France CVI equally weighted  11.97 12.15 12.98 12.79 12.45 12.87 12.43
UK CVI value weighted  12.21 12.32 12.52 12.54 12.48 12.37 12.02
UK CVI tail  102.38 103.70 108.82 109.15 110.00 107.40 103.15
UK CVI equally weighted  30.62 31.81 32.18 31.93 31.83 31.58 30.55
Denmark CVI value weighted  9.04 9.07 9.31 9.19 9.08 8.95 8.78
Denmark CVI tail  84.34 81.68 80.35 82.91 77.82 76.55 79.77
Denmark CVI equally weighted  26.18 26.16 26.35 26.46 25.87 25.69 25.24
Norway CVI value weighted  15.02 15.48 15.86 15.94 15.74 15.57 14.92
Norway CVI tail  139.43 151.87 145.76 154.40 156.92 160.42 158.09
Norway CVI equally weighted  44.58 46.39 47.53 49.21 49.79 50.16 49.83
Sweden CVI value weighted  5.05 5.35 5.32 5.32 5.29 5.25 5.07
Sweden CVI tail  92.54 102.03 102.99 102.99 101.44 104.07 102.23
Sweden CVI equally weighted  29.27 31.40 31.76 31.76 32.63 32.32 32.55
Turkey CVI value weighted  24.09 24.09 24.09 23.63 24.02 24.01 23.43
Turkey CVI tail  87.82 87.82 87.82 88.97 87.67 87.97 86.89
Turkey CVI equally weighted  29.78 29.78 29.78 29.61 29.90 29.85 29.20
Switzerland CVI value weighted  3.41 3.49 3.55 3.53 3.54 3.48 3.39
Switzerland CVI tail  61.67 70.11 75.41 65.59 73.87 68.55 71.66
Switzerland CVI equally weighted  17.25 18.21 18.44 18.15 18.84 18.54 18.39
Greece CVI value weighted  21.83 22.59 24.33 25.21 24.78 24.43 24.56
Greece CVI tail  360.84 374.47 397.90 399.02 426.22 397.27 391.20
Greece CVI equally weighted  129.18 134.71 140.88 118.14 112.49 111.24 110.36
Finland CVI value weighted  3.61 3.77 3.74 3.74 3.70 3.67 3.56
Finland CVI tail  40.59 28.31 25.17 25.17 25.21 25.38 25.39
Finland CVI equally weighted  9.80 10.87 10.93 10.93 10.82 10.70 10.28
RMI CVI - Asia
Malaysia CVI value weighted  9.01 9.01 9.01 9.04 9.03 8.94 8.81
Malaysia CVI tail  175.99 175.99 175.99 181.36 174.13 174.55 178.18
Malaysia CVI equally weighted  42.65 42.78 42.87 43.51 43.09 42.27 41.77
Philippines CVI value weighted  8.04 8.14 8.14 8.11 8.13 8.05 8.02
Philippines CVI tail  56.68 62.32 62.32 65.28 67.26 66.52 67.22
Philippines CVI equally weighted  14.06 14.18 14.18 14.41 14.76 14.67 14.71
Thailand CVI value weighted  8.73 8.71 8.81 8.80 8.83 8.79 8.77
Thailand CVI tail  47.39 46.93 46.69 46.47 47.30 46.23 47.09
Thailand CVI equally weighted  14.24 14.10 14.09 14.10 14.15 14.09 14.15
Vietnam CVI value weighted  24.65 24.38 24.84 24.83 24.58 24.37 24.38
Vietnam CVI tail  165.47 166.18 173.84 171.24 169.88 167.21 170.38
Vietnam CVI equally weighted  46.65 45.79 47.07 47.72 46.76 45.59 45.72
Indonesia CVI value weighted  25.23 25.23 25.23 25.23 25.21 25.30 25.57
Indonesia CVI tail  146.12 146.12 146.12 146.12 146.78 145.66 141.77
Indonesia CVI equally weighted  38.62 38.62 38.62 38.62 38.53 38.05 37.71
China CVI value weighted  24.91 24.89 25.17 25.25 25.03 25.08 25.10
China CVI tail  180.68 181.49 181.37 183.19 177.89 178.96 179.63
China CVI equally weighted  56.45 56.61 57.10 57.03 56.03 55.89 56.13
Japan CVI value weighted  5.92 5.92 6.06 6.08 6.04 5.91 5.92
Japan CVI tail  19.13 19.08 19.79 19.75 19.82 19.44 19.40
Japan CVI equally weighted  5.84 5.72 5.93 5.98 5.81 5.67 5.64
Singapore CVI value weighted  4.66 4.73 4.73 4.72 4.77 4.73 4.71
Singapore CVI tail  161.19 162.21 162.21 169.00 165.51 157.35 157.24
Singapore CVI equally weighted  37.53 38.02 38.10 42.44 40.17 42.86 39.77
Australia CVI value weighted  3.34 3.37 3.34 3.33 3.40 3.26 3.18
Australia CVI tail  65.86 74.81 66.51 69.19 67.47 68.48 68.17
Australia CVI equally weighted  16.50 17.14 16.52 16.40 16.08 16.34 16.06
Taiwan CVI value weighted  1.41 1.42 1.48 1.48 1.49 1.49 1.50
Taiwan CVI tail  10.53 10.65 10.65 10.39 10.24 10.61 10.29
Taiwan CVI equally weighted  2.93 2.90 2.95 2.93 2.89 2.90 2.89
RMI CVI - Special Portfolios
S&P 500 CVI value weighted  3.32 3.28 3.20 3.24 3.23 3.18 3.15
S&P 500 CVI tail  38.81 38.02 37.92 40.03 41.78 40.68 38.93
S&P 500 CVI equally weighted  8.70 8.53 8.40 8.60 8.78 8.49 8.37
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