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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: 12.12.2019 11.12.2019 10.12.2019 09.12.2019 06.12.2019 05.12.2019 04.12.2019
RMI CVI - North America
[4587] US CVI value weighted  6.71 6.88 6.85 6.88 6.74 6.85 6.83
[4899] US CVI tail  367.05 373.40 369.75 379.45 371.29 382.56 372.82
[4901] US CVI equally weighted  86.92 88.20 87.68 88.94 87.88 89.77 87.64
[4903] Canada CVI value weighted  7.87 8.00 7.97 7.89 7.86 7.90 7.91
[4905] Canada CVI tail  851.89 844.47 842.12 774.53 809.11 729.72 742.92
[4907] Canada CVI equally weighted  190.47 187.72 184.85 178.98 174.41 166.38 165.61
RMI CVI - Asia
[8985] Malaysia CVI value weighted  13.39 13.55 13.66 13.70 13.69 13.90 13.99
[8987] Malaysia CVI tail  212.48 203.90 198.62 200.96 202.08 199.53 208.75
[8989] Malaysia CVI equally weighted  56.59 56.06 56.96 56.99 56.81 58.41 59.77
[8991] Philippines CVI value weighted  10.61 10.53 10.48 10.38 10.35 10.42 10.38
[8993] Philippines CVI tail  92.68 92.28 92.49 92.42 92.75 93.14 92.66
[8995] Philippines CVI equally weighted  19.19 19.06 18.81 18.55 18.54 18.66 18.67
[8997] Thailand CVI value weighted  6.52 6.68 6.70 6.70 6.60 6.59 6.59
[8999] Thailand CVI tail  87.72 88.29 88.83 88.83 87.80 90.50 90.50
[9001] Thailand CVI equally weighted  21.95 22.24 22.23 22.22 22.16 22.44 22.45
[9003] Vietnam CVI value weighted  11.92 12.18 11.95 11.95 12.09 12.06 12.00
[9005] Vietnam CVI tail  223.31 219.34 225.38 225.38 229.62 225.33 222.04
[9007] Vietnam CVI equally weighted  65.62 66.72 66.08 66.08 67.18 65.87 65.93
[10173] Indonesia CVI value weighted  32.28 32.10 31.36 31.69 31.27 32.39 32.73
[10175] Indonesia CVI tail  196.84 194.98 192.82 193.91 192.75 194.62 196.85
[10177] Indonesia CVI equally weighted  46.98 46.19 45.69 45.95 45.72 46.56 46.83
[4591] China CVI value weighted  30.69 30.73 30.90 30.95 30.90 31.12 31.47
[4909] China CVI tail  265.84 265.42 267.03 263.61 261.82 265.21 264.07
[4911] China CVI equally weighted  87.95 87.85 87.91 87.99 87.96 87.89 88.22
[4913] Japan CVI value weighted  6.80 6.75 7.08 7.09 6.77 6.73 6.72
[4915] Japan CVI tail  19.11 19.11 19.94 20.13 19.28 19.43 19.34
[4917] Japan CVI equally weighted  4.89 4.85 5.08 5.10 4.89 4.91 4.89
[4919] Singapore CVI value weighted  8.63 8.76 9.06 8.90 8.76 8.93 9.06
[4921] Singapore CVI tail  146.68 159.08 165.45 133.69 132.48 143.50 157.85
[4923] Singapore CVI equally weighted  41.28 41.88 44.81 42.12 41.10 41.46 41.46
[8683] Australia CVI value weighted  7.27 7.19 7.29 7.24 7.24 7.29 7.51
[8685] Australia CVI tail  201.09 204.19 198.02 204.31 207.56 209.78 209.59
[8687] Australia CVI equally weighted  49.14 49.39 48.74 50.30 49.94 50.70 50.35
[8681] Taiwan CVI value weighted  1.51 1.53 1.55 1.55 1.56 1.58 1.61
[8679] Taiwan CVI tail  11.33 11.18 11.01 11.37 11.04 11.16 11.58
[8677] Taiwan CVI equally weighted  2.80 2.80 2.80 2.82 2.84 2.85 2.91
RMI CVI - Middle East
[10155] Israel CVI value weighted  6.43 6.46 6.44 6.37 6.66 6.67 6.53
[10157] Israel CVI tail  107.33 115.10 104.09 101.43 102.21 104.90 103.93
[10159] Israel CVI equally weighted  29.53 29.18 28.21 28.07 28.38 28.57 27.78
RMI CVI - Europe
[4941] Eurozone CVI value weighted  4.95 4.97 4.95 4.98 4.91 5.12 5.11
[4943] Eurozone CVI tail  84.95 85.87 84.26 87.40 84.97 88.11 85.31
[4945] Eurozone CVI equally weighted  25.91 26.10 25.15 25.38 25.24 25.77 25.85
[4929] Germany CVI value weighted  4.70 4.77 4.80 4.83 4.76 4.94 4.91
[4931] Germany CVI tail  103.82 109.14 106.81 109.56 108.66 102.13 105.17
[4933] Germany CVI equally weighted  29.72 27.97 26.11 26.72 26.61 26.95 26.45
[4589] France CVI value weighted  4.93 4.90 4.86 4.93 4.83 5.04 5.08
[4925] France CVI tail  68.65 70.73 67.48 66.84 72.00 70.90 72.15
[4927] France CVI equally weighted  23.76 25.15 24.78 25.22 25.34 26.37 27.44
[4935] UK CVI value weighted  13.55 13.60 13.42 13.48 13.22 13.70 13.79
[4937] UK CVI tail  168.29 165.16 170.75 171.01 156.23 171.95 172.33
[4939] UK CVI equally weighted  42.87 41.77 40.90 41.07 39.83 41.55 42.26
[8659] Denmark CVI value weighted  7.65 7.75 7.62 7.69 7.55 7.74 7.86
[8663] Denmark CVI tail  145.42 141.79 132.46 129.96 122.96 126.43 124.40
[8661] Denmark CVI equally weighted  37.67 37.03 36.38 37.12 35.13 36.22 37.87
[8665] Norway CVI value weighted  15.14 15.39 15.07 14.98 14.73 15.47 15.50
[8667] Norway CVI tail  299.94 316.01 323.40 335.13 341.35 340.57 382.94
[8669] Norway CVI equally weighted  74.72 74.64 75.61 74.60 72.61 74.96 78.15
[8671] Sweden CVI value weighted  4.54 4.59 4.60 4.63 4.53 4.78 4.81
[8673] Sweden CVI tail  132.81 130.45 133.45 132.30 128.51 137.63 141.22
[8675] Sweden CVI equally weighted  33.90 34.02 33.25 33.47 32.65 33.89 34.93
[10143] Turkey CVI value weighted  30.30 32.13 32.22 32.00 31.32 31.56 31.62
[10145] Turkey CVI tail  92.73 96.49 95.54 95.42 96.01 96.21 94.34
[10147] Turkey CVI equally weighted  26.56 27.80 27.96 27.90 27.77 28.07 28.15
[10149] Switzerland CVI value weighted  4.47 4.52 4.46 4.46 4.39 4.57 4.55
[10151] Switzerland CVI tail  108.48 108.92 106.24 114.08 111.55 115.73 116.33
[10153] Switzerland CVI equally weighted  41.89 43.51 41.01 41.02 41.14 40.63 44.46
[10161] Greece CVI value weighted  10.35 10.31 10.88 10.98 10.73 10.62 10.29
[10163] Greece CVI tail  200.99 200.85 232.28 236.20 210.96 213.30 212.94
[10165] Greece CVI equally weighted  51.20 52.12 53.25 52.84 51.64 51.52 51.04
[10167] Finland CVI value weighted  5.65 5.63 5.61 5.67 5.74 5.81 5.82
[10169] Finland CVI tail  65.23 64.15 64.49 63.61 60.26 60.26 60.56
[10171] Finland CVI equally weighted  15.41 15.08 15.01 15.04 14.86 14.92 14.88
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  3.05 3.15 3.14 3.15 3.04 3.10 3.10
[4949] S&P 500 CVI tail  47.34 46.80 47.20 48.31 45.22 46.49 48.13
[4951] S&P 500 CVI equally weighted  9.00 9.39 9.20 9.30 8.99 9.15 8.99
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