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: 24.05.2017 23.05.2017 22.05.2017 19.05.2017 18.05.2017 17.05.2017 16.05.2017
RMI CVI - Middle East
Israel CVI value weighted  8.44 8.30 8.02 8.30 8.28 8.02 7.75
Israel CVI tail  103.36 104.06 104.56 99.98 105.03 101.69 99.79
Israel CVI equally weighted  24.34 24.40 24.30 25.82 25.67 25.65 24.58
RMI CVI - North America
US CVI value weighted  5.17 5.21 5.21 5.22 5.31 5.30 5.11
US CVI tail  216.53 218.27 214.34 212.10 213.72 206.39 206.78
US CVI equally weighted  55.12 55.06 54.95 54.79 56.05 55.14 53.63
Canada CVI value weighted  7.21 7.17 7.18 7.18 7.26 7.18 7.10
Canada CVI tail  337.02 323.83 324.38 324.38 316.00 303.45 332.10
Canada CVI equally weighted  79.67 80.04 80.79 80.75 81.35 79.23 82.18
RMI CVI - Europe
Eurozone CVI value weighted  5.75 5.66 5.77 5.76 5.92 5.81 5.64
Eurozone CVI tail  80.62 82.44 79.75 77.81 77.83 77.15 77.29
Eurozone CVI equally weighted  29.38 28.86 29.47 29.45 29.21 27.91 27.94
Germany CVI value weighted  4.20 4.13 4.18 4.15 4.24 4.23 4.10
Germany CVI tail  92.23 90.79 88.04 88.58 88.41 85.75 87.35
Germany CVI equally weighted  23.23 23.06 21.64 22.57 23.08 22.51 22.69
France CVI value weighted  5.05 4.98 5.07 4.99 5.14 5.03 4.88
France CVI tail  58.77 56.87 59.06 61.24 61.83 59.37 60.35
France CVI equally weighted  12.62 12.06 12.81 12.81 12.91 12.53 12.57
UK CVI value weighted  14.38 14.38 14.33 14.33 14.53 14.45 14.42
UK CVI tail  103.30 102.95 104.41 102.60 102.63 105.29 105.10
UK CVI equally weighted  31.33 30.13 30.38 29.92 30.37 30.09 29.75
Denmark CVI value weighted  9.76 9.65 9.75 9.69 9.84 9.82 9.44
Denmark CVI tail  74.48 71.78 74.77 72.79 71.69 71.15 71.91
Denmark CVI equally weighted  24.90 24.55 24.66 24.30 24.56 24.21 23.52
Norway CVI value weighted  14.08 13.95 13.94 13.76 14.23 13.62 13.62
Norway CVI tail  199.86 214.78 187.67 180.19 176.98 171.58 171.58
Norway CVI equally weighted  51.01 50.61 50.64 51.17 51.20 48.66 48.59
Sweden CVI value weighted  4.65 4.61 4.67 4.62 4.76 4.66 4.54
Sweden CVI tail  103.57 98.92 97.82 91.16 92.25 92.61 89.76
Sweden CVI equally weighted  31.61 31.18 31.12 29.47 31.51 30.35 31.48
Turkey CVI value weighted  25.04 24.19 25.08 25.84 25.84 25.46 25.19
Turkey CVI tail  97.58 94.54 93.01 96.61 96.61 98.03 97.68
Turkey CVI equally weighted  32.06 30.98 30.69 31.46 31.46 31.28 31.13
Switzerland CVI value weighted  4.55 4.52 4.53 4.55 4.65 4.60 4.51
Switzerland CVI tail  66.11 60.70 58.82 58.42 68.14 61.97 64.00
Switzerland CVI equally weighted  15.23 14.02 16.72 16.60 17.35 16.85 14.66
Greece CVI value weighted  27.14 26.21 25.67 25.95 26.43 25.78 26.10
Greece CVI tail  357.36 368.45 351.85 371.65 346.88 337.50 356.32
Greece CVI equally weighted  168.63 174.24 170.51 166.75 167.70 161.91 163.90
Finland CVI value weighted  5.53 5.44 5.63 5.58 5.73 5.65 5.50
Finland CVI tail  23.10 22.44 23.87 23.52 23.65 23.45 22.77
Finland CVI equally weighted  11.07 11.00 11.06 11.27 11.41 11.09 10.79
RMI CVI - Asia
Malaysia CVI value weighted  9.09 9.30 9.18 9.23 9.30 9.19 9.18
Malaysia CVI tail  152.54 162.14 158.30 160.60 157.33 155.81 154.57
Malaysia CVI equally weighted  47.99 50.02 49.33 49.17 49.96 50.03 49.49
Philippines CVI value weighted  8.67 8.52 8.63 8.78 8.88 8.77 8.79
Philippines CVI tail  60.46 59.46 58.64 61.57 63.77 65.69 65.15
Philippines CVI equally weighted  15.54 15.47 15.41 15.56 15.86 15.90 15.89
Thailand CVI value weighted  10.60 10.00 10.14 10.23 10.30 10.28 10.26
Thailand CVI tail  46.17 46.69 47.43 47.86 48.07 47.94 48.59
Thailand CVI equally weighted    12.91 12.63 12.68 12.73 12.82 13.04
Vietnam CVI value weighted  23.30 23.23 23.24 23.83 24.23 24.24 24.11
Vietnam CVI tail  195.23 204.16 197.77 197.83 207.42 203.88 210.97
Vietnam CVI equally weighted  51.34 53.14 50.35 50.66 51.16 50.91 52.06
Indonesia CVI value weighted  25.85 25.89 25.55 25.43 26.78 26.94 26.67
Indonesia CVI tail  148.26 150.44 148.97 144.60 150.98 146.63 148.46
Indonesia CVI equally weighted  37.60 37.27 37.37 37.53 38.02 37.85 37.89
China CVI value weighted  27.16 27.20 26.90 26.88 27.01 26.94 26.96
China CVI tail  201.22 204.90 194.88 190.96 190.01 190.41 193.36
China CVI equally weighted  63.24 63.28 60.89 59.99 59.88 59.71 60.05
Japan CVI value weighted  6.30 6.46 6.36 6.40 6.55 6.34 6.17
Japan CVI tail  20.85 21.60 21.75 21.90 22.21 21.84 21.56
Japan CVI equally weighted  5.95 6.05 6.05 6.10 6.21 6.11 5.97
Singapore CVI value weighted  3.77 3.73 3.75 3.77 3.77 3.80 3.80
Singapore CVI tail  168.13 170.49 165.50 163.65 168.80 164.92 178.72
Singapore CVI equally weighted  41.48 40.44 40.32 42.64 38.92 39.48 39.40
Australia CVI value weighted  3.67 3.90 3.89 3.94 3.88 3.74 3.52
Australia CVI tail  66.82 67.99 68.83 66.29 63.97 62.06 66.52
Australia CVI equally weighted  16.05 16.12 15.72 15.74 15.68 15.21 15.73
Taiwan CVI value weighted  1.55 1.60 1.57 1.58 1.58 1.57 1.57
Taiwan CVI tail  10.91 11.07 10.97 10.89 11.00 10.91 10.82
Taiwan CVI equally weighted  3.16 3.24 3.22 3.20 3.23 3.21 3.18
RMI CVI - Special Portfolios
S&P 500 CVI value weighted  3.30 3.33 3.37 3.37 3.41 3.41 3.26
S&P 500 CVI tail  40.14 41.69 40.37 41.58 42.66 43.67 42.36
S&P 500 CVI equally weighted  8.69 8.68 8.87 8.85 8.97 8.75 8.45
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