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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: 22.03.2019 21.03.2019 20.03.2019 19.03.2019 18.03.2019 15.03.2019 14.03.2019
RMI CVI - Asia
[8985] Malaysia CVI value weighted  12.57 12.53 12.44 12.39 12.20 12.31 12.35
[8987] Malaysia CVI tail  204.90 202.49 204.48 199.54 206.11 194.81 206.52
[8989] Malaysia CVI equally weighted  66.34 64.73 64.98 64.44 63.15 63.56 62.53
[8991] Philippines CVI value weighted  13.17 13.10 13.64 13.67 13.44 13.67 13.75
[8993] Philippines CVI tail  89.11 88.54 91.96 90.87 90.84 92.36 92.85
[8995] Philippines CVI equally weighted  21.02 20.91 21.47 21.51 21.20 21.37 21.38
[8997] Thailand CVI value weighted  6.65 6.76 6.82 6.78 6.88 6.81 6.71
[8999] Thailand CVI tail  71.77 73.29 73.31 72.50 73.80 72.65 72.38
[9001] Thailand CVI equally weighted  18.98 18.99 18.75 19.14 19.03 18.86 18.70
[9003] Vietnam CVI value weighted  19.36 19.42 18.63 18.63 18.31 18.43 18.12
[9005] Vietnam CVI tail  215.72 206.44 200.86 206.16 208.94 208.19 199.81
[9007] Vietnam CVI equally weighted  71.47 68.59 67.22 68.13 66.84 70.34 66.11
[10173] Indonesia CVI value weighted  29.35 29.33 29.56 29.67 29.60 30.49 30.99
[10175] Indonesia CVI tail  172.96 167.84 172.98 174.20 173.16 174.58 179.39
[10177] Indonesia CVI equally weighted  46.32 46.12 46.09 46.32 46.39 47.62 47.41
[4591] China CVI value weighted  24.84 24.71 24.78 24.63 24.66 25.16 25.45
[4909] China CVI tail  177.14 176.96 178.41 177.01 177.92 180.11 182.94
[4911] China CVI equally weighted  58.33 58.30 59.24 58.79 59.20 59.91 60.34
[4913] Japan CVI value weighted  5.68 5.61 5.61 5.82 5.88 6.09 6.22
[4915] Japan CVI tail  24.81 24.85 24.85 25.61 25.67 27.02 27.22
[4917] Japan CVI equally weighted  6.26 6.22 6.22 6.48 6.55 6.83 6.92
[4919] Singapore CVI value weighted  6.05 5.96 6.02 5.93 5.99 6.10 6.15
[4921] Singapore CVI tail  148.62 143.28 144.34 144.02 158.02 149.18 156.54
[4923] Singapore CVI equally weighted  37.38 32.97 31.78 32.93 35.00 33.91 33.64
[8683] Australia CVI value weighted  3.36 3.36 3.38 3.32 3.32 3.36 3.37
[8685] Australia CVI tail  160.11 152.07 156.52 157.75 148.58 151.29 156.20
[8687] Australia CVI equally weighted  37.03 35.69 37.54 37.92 36.13 36.31 36.93
[8681] Taiwan CVI value weighted  2.17 2.17 2.19 2.21 2.22 2.27 2.29
[8679] Taiwan CVI tail  15.09 14.90 15.07 15.02 15.35 16.26 15.77
[8677] Taiwan CVI equally weighted  3.81 3.70 3.67 3.68 3.73 3.83 3.78
RMI CVI - Europe
[4941] Eurozone CVI value weighted  6.33 6.11 6.08 5.88 6.01 6.04 6.12
[4943] Eurozone CVI tail  117.49 115.11 115.51 110.69 114.11 117.28 115.62
[4945] Eurozone CVI equally weighted  33.50 33.17 32.96 32.24 32.50 33.28 33.42
[4929] Germany CVI value weighted  8.20 7.91 7.85 7.47 7.67 7.70 7.74
[4931] Germany CVI tail  114.69 112.86 112.90 110.46 112.26 120.12 119.97
[4933] Germany CVI equally weighted  30.00 29.79 29.54 29.22 29.76 32.76 33.02
[4589] France CVI value weighted  5.10 4.90 4.88 4.74 4.82 4.80 4.89
[4925] France CVI tail  92.88 89.96 88.43 90.18 88.04 91.96 89.92
[4927] France CVI equally weighted  24.27 23.71 23.46 23.51 23.94 24.16 24.26
[4935] UK CVI value weighted  16.73 16.44 16.42 16.00 16.19 16.40 16.62
[4937] UK CVI tail  191.63 197.47 196.99 188.35 179.39 184.28 185.43
[4939] UK CVI equally weighted  51.63 50.85 50.40 48.99 49.21 52.34 50.92
[8659] Denmark CVI value weighted  7.06 6.86 6.87 6.65 6.66 6.76 6.80
[8663] Denmark CVI tail  155.23 143.04 127.88 206.98 212.67 220.57 215.14
[8661] Denmark CVI equally weighted  30.09 30.38 30.67 31.73 31.60 31.42 31.65
[8665] Norway CVI value weighted  10.28 9.87 10.11 9.81 10.04 10.07 10.25
[8667] Norway CVI tail  279.29 271.82 276.62 254.65 249.31 254.43 254.41
[8669] Norway CVI equally weighted  100.53 94.30 97.82 94.41 96.60 96.16 94.57
[8671] Sweden CVI value weighted  6.44 6.14 6.18 6.06 6.18 6.21 6.34
[8673] Sweden CVI tail  184.36 184.55 191.56 192.92 189.01 184.82 189.51
[8675] Sweden CVI equally weighted  47.63 47.02 48.46 48.50 48.78 49.51 49.86
[10143] Turkey CVI value weighted  47.33 40.34 40.56 38.83 38.95 40.66 41.68
[10145] Turkey CVI tail  163.70 144.50 144.98 137.93 132.41 131.38 136.60
[10147] Turkey CVI equally weighted  52.58 45.57 45.66 44.24 42.93 43.67 44.65
[10149] Switzerland CVI value weighted  6.24 6.08 6.15 5.99 6.09 6.18 6.12
[10151] Switzerland CVI tail  134.56 124.60 118.38 110.26 121.86 119.55 116.16
[10153] Switzerland CVI equally weighted  52.64 50.84 50.11 49.34 50.71 50.95 50.19
[10161] Greece CVI value weighted  22.44 22.00 22.21 22.33 21.94 22.05 22.38
[10163] Greece CVI tail  397.56 348.64 411.18 320.58 289.96 297.55 301.41
[10165] Greece CVI equally weighted  104.28 104.97 104.51 98.47 96.84 96.43 96.93
[10167] Finland CVI value weighted  4.34 4.15 4.14 3.99 4.08 4.11 4.16
[10169] Finland CVI tail  86.65 81.21 79.55 80.29 82.82 81.70 83.07
[10171] Finland CVI equally weighted  20.75 20.76 20.73 20.42 20.29 19.43 21.89
RMI CVI - Middle East
[10155] Israel CVI value weighted  7.75 7.70 7.73 7.57 7.53 7.47 7.48
[10157] Israel CVI tail  82.86 84.27 84.27 82.12 82.74 79.09 79.25
[10159] Israel CVI equally weighted  33.63 32.69 33.22 28.81 28.08 27.95 28.47
RMI CVI - North America
[4587] US CVI value weighted  6.73 6.32 6.40 6.33 6.24 6.32 6.33
[4899] US CVI tail  238.86 226.35 223.24 228.16 222.91 227.52 225.40
[4901] US CVI equally weighted  58.76 55.54 54.79 55.29 53.96 55.00 53.92
[4903] Canada CVI value weighted  5.57 5.32 5.37 5.43 5.38 5.43 5.37
[4905] Canada CVI tail  309.23 340.59 330.09 331.47 344.13 361.30 336.37
[4907] Canada CVI equally weighted  72.06 73.21 72.43 74.11 72.68 73.51 70.99
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  4.36 4.08 4.13 4.06 4.00 4.05 4.08
[4949] S&P 500 CVI tail  45.49 42.15 43.17 41.58 39.88 40.65 40.32
[4951] S&P 500 CVI equally weighted  7.62 7.06 7.23 7.05 6.95 7.09 7.11
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