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: 20.07.2017 19.07.2017 18.07.2017 17.07.2017 14.07.2017 13.07.2017 12.07.2017
RMI CVI - Middle East
Israel CVI value weighted  8.38 8.36 8.37 8.30 8.08 8.08 8.37
Israel CVI tail  94.13 93.46 93.12 92.83 92.49 92.49 91.94
Israel CVI equally weighted  23.46 23.15 22.92 22.48 22.18 22.29 22.00
RMI CVI - North America
US CVI value weighted  4.62 4.62 4.67 4.65 4.65 4.67 4.70
US CVI tail  190.67 195.11 201.68 196.00 194.41 199.97 205.81
US CVI equally weighted  48.31 49.32 51.07 49.14 49.56 50.40 52.25
Canada CVI value weighted  7.17 7.14 7.22 7.23 7.25 7.29 7.32
Canada CVI tail  387.40 375.60 375.47 372.97 356.11 356.71 363.30
Canada CVI equally weighted  81.94 81.63 82.65 82.22 82.47 81.01 84.48
RMI CVI - Europe
Eurozone CVI value weighted  5.42 5.39 5.43 5.37 5.37 5.33 5.30
Eurozone CVI tail  75.76 77.67 78.95 77.94 78.90 78.23 77.88
Eurozone CVI equally weighted  25.58 25.34 25.41 25.52 25.63 25.20 25.32
Germany CVI value weighted  4.39 4.31 4.35 4.29 4.28 4.24 4.01
Germany CVI tail  85.29 83.54 81.40 87.29 93.87 90.02 85.46
Germany CVI equally weighted  21.30 20.85 21.24 21.09 21.56 19.73 20.33
France CVI value weighted  4.75 4.69 4.75 4.70 4.70 4.64 4.67
France CVI tail  53.33 51.39 53.90 50.67 51.01 54.11 54.08
France CVI equally weighted  11.81 11.55 11.82 11.71 11.53 11.82 11.69
UK CVI value weighted  10.61 10.68 10.77 10.74 10.80 10.77 10.94
UK CVI tail  119.05 113.24 116.25 116.99 116.71 118.23 118.77
UK CVI equally weighted  33.29 32.85 33.59 33.51 33.39 34.04 34.14
Denmark CVI value weighted  8.48 8.41 8.45 8.41 8.47 8.51 8.52
Denmark CVI tail  97.95 90.69 93.51 96.28 93.19 95.14 92.67
Denmark CVI equally weighted  28.07 27.76 27.89 28.26 27.96 28.10 28.28
Norway CVI value weighted  14.83 15.05 15.14 15.08 15.16 15.09 15.05
Norway CVI tail  155.89 156.68 140.22 141.12 149.25 145.51 135.02
Norway CVI equally weighted  44.05 44.36 44.28 44.13 43.83 44.08 43.52
Sweden CVI value weighted  6.19 6.02 6.02 5.82 5.83 5.85 5.81
Sweden CVI tail  97.31 101.91 101.00 102.73 100.46 100.55 104.58
Sweden CVI equally weighted  31.49 31.21 30.78 30.57 30.35 30.43 30.76
Turkey CVI value weighted  20.11 20.14 21.01 22.27 22.84 22.83 22.80
Turkey CVI tail  78.05 81.93 83.08 90.15 91.97 89.53 91.60
Turkey CVI equally weighted  26.49 27.03 27.79 30.08 30.32 29.87 30.04
Switzerland CVI value weighted  3.61 3.56 3.61 3.55 3.62 3.61 3.66
Switzerland CVI tail  56.21 55.83 59.03 53.21 60.60 54.56 61.06
Switzerland CVI equally weighted  15.83 15.77 16.33 15.93 16.53 14.24 16.49
Greece CVI value weighted  19.35 19.24 18.61 17.92 18.48 18.82 19.60
Greece CVI tail  249.96 258.52 242.58 226.96 219.45 214.28 247.71
Greece CVI equally weighted  123.04 121.79 122.27 125.23 124.99 124.15 123.76
Finland CVI value weighted  3.24 3.21 3.23 3.16 3.18 3.17 3.12
Finland CVI tail  21.26 20.86 21.72 21.73 21.90 21.63 22.14
Finland CVI equally weighted  9.06 9.12 8.86 8.84 8.97 9.22 8.54
RMI CVI - Asia
Malaysia CVI value weighted  9.60 9.57 9.61 9.64 9.61 9.61 9.56
Malaysia CVI tail  180.09 192.12 188.46 192.04 190.23 198.80 201.59
Malaysia CVI equally weighted  45.22 45.39 45.28 44.84 44.84 45.03 44.95
Philippines CVI value weighted  8.31 8.22 8.24 8.24 8.24 8.22 8.20
Philippines CVI tail  59.99 67.74 67.44 70.31 69.80 69.34 68.31
Philippines CVI equally weighted  14.18 14.25 14.30 14.39 14.31 14.36 14.31
Thailand CVI value weighted  8.70 8.68 8.69 8.61 8.60 8.56 8.61
Thailand CVI tail  46.88 48.06 48.92 46.44 47.21 46.92 47.01
Thailand CVI equally weighted  14.79 14.38 14.67 15.31 14.48 14.31 14.44
Vietnam CVI value weighted  25.35 25.54 25.65 25.45 25.01 25.00 24.80
Vietnam CVI tail  172.60 175.72 171.23 161.01 170.97 169.43 162.24
Vietnam CVI equally weighted  48.68 47.58 48.17 45.87 47.15 46.64 45.69
Indonesia CVI value weighted  23.96 25.15 24.87 24.63 24.56 24.92 24.82
Indonesia CVI tail  139.09 136.38 140.34 136.03 139.09 142.27 143.17
Indonesia CVI equally weighted  37.63 37.65 37.62 37.34 37.13 37.87 37.71
China CVI value weighted  23.61 23.68 23.92 24.05 23.56 23.53 23.57
China CVI tail  182.75 183.08 185.29 187.38 174.68 174.53 173.40
China CVI equally weighted  55.61 55.49 55.86 56.51 53.15 52.83 52.40
Japan CVI value weighted  5.32 5.39 5.35 5.32 5.32 5.44 5.39
Japan CVI tail  18.71 18.78 18.71 18.32 18.32 18.46 17.87
Japan CVI equally weighted  5.21 5.26 5.24 5.22 5.22 5.30 5.26
Singapore CVI value weighted  4.71 4.64 4.67 4.75 4.77 4.95 5.01
Singapore CVI tail  157.81 167.08 169.83 163.59 175.37 185.48 168.99
Singapore CVI equally weighted  38.34 39.59 39.11 39.13 39.35 41.10 39.69
Australia CVI value weighted  3.12 3.15 3.25 3.17 3.16 3.20 3.26
Australia CVI tail  65.33 63.30 67.38 64.51 65.49 67.84 66.86
Australia CVI equally weighted  15.88 15.42 15.83 15.52 15.61 15.84 15.82
Taiwan CVI value weighted  1.39 1.39 1.40 1.39 1.39 1.38 1.39
Taiwan CVI tail  10.38 10.33 10.25 10.52 10.32 10.32 10.55
Taiwan CVI equally weighted  3.01 3.02 3.03 3.14 3.08 3.04 2.98
RMI CVI - Special Portfolios
S&P 500 CVI value weighted  2.82 2.81 2.83 2.81 2.81 2.81 2.84
S&P 500 CVI tail  32.66 31.67 33.27 33.22 33.19 33.68 36.07
S&P 500 CVI equally weighted  7.57 7.57 7.72 7.58 7.60 7.72 7.87
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