Присоединяйтесь к нам

Свяжитесь с нами (наш номер в мессенджерах: + 7 (921) 446-25-10)
×
Для отправки сообщения требуется регистрация.
Пожалуйста, перейдите в форму регистрации или авторизуйтесь на сайте.
×
Ваш запрос отправлен. В ближайшее время с вами свяжутся менеджеры Cbonds. Спасибо!

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: 06.07.2020 03.07.2020 02.07.2020 01.07.2020 30.06.2020 29.06.2020 26.06.2020
RMI CVI - North America
[4587] US CVI value weighted  10.65 10.84 10.86 10.94 10.86 11.06 11.51
[4899] US CVI tail  265.51 275.83 278.78 277.77 274.36 274.38 292.73
[4901] US CVI equally weighted  66.55 65.56 70.30 69.48 67.03 66.93 72.50
[4903] Canada CVI value weighted  10.92 11.00 11.04 11.21 11.20 11.32 11.65
[4905] Canada CVI tail  449.82 431.21 437.17 449.27 449.27 452.47 434.06
[4907] Canada CVI equally weighted  106.90 108.96 109.50 112.51 112.54 114.98 114.52
RMI CVI - Asia
[8985] Malaysia CVI value weighted  16.42 16.85 17.18 17.56 17.64 18.16 18.20
[8987] Malaysia CVI tail  221.36 223.13 223.42 227.38 226.64 229.22 230.86
[8989] Malaysia CVI equally weighted  64.21 66.83 66.53 66.53 67.80 68.08 68.34
[8991] Philippines CVI value weighted  16.56 16.44 16.51 17.07 17.14 18.15 17.76
[8993] Philippines CVI tail  88.89 90.84 92.09 92.33 91.74 94.73 93.46
[8995] Philippines CVI equally weighted  24.70 24.66 24.72 25.19 25.13 26.01 25.59
[8997] Thailand CVI value weighted  16.15 16.18 16.06 16.51 16.62 16.69 16.61
[8999] Thailand CVI tail  97.35 97.35 97.90 96.59 97.74 105.43 103.64
[9001] Thailand CVI equally weighted  28.15 28.15 28.11 28.93 28.45 28.53 28.30
[9003] Vietnam CVI value weighted  19.89 20.66 20.86 20.69 22.01 21.64 20.19
[9005] Vietnam CVI tail  198.65 207.81 203.74 203.91 204.36 203.69 195.98
[9007] Vietnam CVI equally weighted  64.36 65.77 65.23 65.31 65.64 65.36 63.52
[10173] Indonesia CVI value weighted  56.17 56.59 56.23 57.42 57.17 56.78 56.21
[10175] Indonesia CVI tail  184.44 185.50 183.87 184.85 184.53 183.44 180.92
[10177] Indonesia CVI equally weighted  55.57 56.03 55.90 56.03 55.60 55.18 53.61
[4591] China CVI value weighted  22.48 23.74 24.20 25.02 25.23 25.36 25.09
[4909] China CVI tail  251.86 255.75 258.07 259.43 261.60 261.26 259.15
[4911] China CVI equally weighted  82.66 84.44 84.84 85.37 85.67 84.75 83.45
[4913] Japan CVI value weighted  9.67 10.39 10.78 10.62 10.29 10.34 9.79
[4915] Japan CVI tail  30.29 32.40 33.71 32.23 30.76 31.24 29.69
[4917] Japan CVI equally weighted  7.78 8.47 8.73 8.33 8.03 8.05 7.65
[4919] Singapore CVI value weighted  17.29 17.62 17.81 18.26 18.66 18.74 18.27
[4921] Singapore CVI tail  211.93 194.08 190.96 212.03 199.22 201.50 221.33
[4923] Singapore CVI equally weighted  49.36 47.04 48.47 49.13 49.97 49.95 52.76
[8683] Australia CVI value weighted  23.18 22.88 22.91 23.77 24.45 25.06 23.94
[8685] Australia CVI tail  278.35 294.00 296.61 303.14 335.48 329.75 325.03
[8687] Australia CVI equally weighted  71.10 73.67 73.17 75.80 81.39 79.30 79.73
[8681] Taiwan CVI value weighted  1.61 1.67 1.70 1.74 1.74 1.77 1.73
[8679] Taiwan CVI tail  13.11 12.72 12.99 12.90 12.94 12.99 12.86
[8677] Taiwan CVI equally weighted  2.92 2.92 2.94 3.01 3.01 3.11 3.07
RMI CVI - Middle East
[10155] Israel CVI value weighted  14.54 14.03 14.03 14.51 14.97 15.10 13.65
[10157] Israel CVI tail  121.77 125.32 125.32 130.51 136.34 127.12 120.62
[10159] Israel CVI equally weighted  35.27 33.37 33.43 34.13 34.26 34.27 31.60
RMI CVI - Europe
[4941] Eurozone CVI value weighted  11.10 11.55 11.32 11.91 11.83 11.82 12.05
[4943] Eurozone CVI tail  107.25 107.63 106.46 106.52 106.63 108.08 107.94
[4945] Eurozone CVI equally weighted  32.11 33.08 32.59 33.69 33.20 33.71 33.79
[4929] Germany CVI value weighted  9.72 10.03 9.92 10.45 10.26 10.41 10.60
[4931] Germany CVI tail  96.93 94.93 91.77 98.51 93.61 101.98 97.48
[4933] Germany CVI equally weighted  33.42 35.59 35.01 37.21 36.78 38.27 37.76
[4589] France CVI value weighted  11.61 12.15 11.85 12.58 12.46 12.41 12.68
[4925] France CVI tail  88.07 90.84 87.23 87.61 94.11 90.82 88.29
[4927] France CVI equally weighted  26.80 27.52 26.79 27.67 27.18 27.06 27.40
[4935] UK CVI value weighted  22.98 23.91 23.21 23.96 24.00 24.03 24.39
[4937] UK CVI tail  206.76 217.01 212.03 210.74 217.24 213.97 223.39
[4939] UK CVI equally weighted  61.36 63.15 62.40 65.30 64.84 65.60 65.39
[8659] Denmark CVI value weighted  10.23 10.54 10.48 10.76 10.88 10.91 10.86
[8663] Denmark CVI tail  123.22 123.07 116.33 119.64 125.58 123.66 127.87
[8661] Denmark CVI equally weighted  33.41 34.13 34.31 34.14 34.27 34.22 34.50
[8665] Norway CVI value weighted  38.07 39.40 38.66 39.05 40.62 40.42 40.95
[8667] Norway CVI tail  459.68 494.43 481.35 483.56 553.62 527.62 576.92
[8669] Norway CVI equally weighted  128.08 133.32 133.77 134.61 138.34 138.58 138.15
[8671] Sweden CVI value weighted  10.27 10.65 10.59 10.86 11.00 11.00 10.97
[8673] Sweden CVI tail  116.52 118.21 120.81 129.09 127.16 137.27 131.43
[8675] Sweden CVI equally weighted  33.54 34.71 35.07 35.65 36.09 36.32 36.06
[10143] Turkey CVI value weighted  46.78 48.43 47.00 48.64 45.84 46.66 47.37
[10145] Turkey CVI tail  95.41 97.84 96.38 98.36 92.00 93.58 100.20
[10147] Turkey CVI equally weighted  32.39 33.71 33.52 35.02 33.67 34.75 35.32
[10149] Switzerland CVI value weighted  7.37 7.64 7.46 7.66 7.64 7.69 7.69
[10151] Switzerland CVI tail  115.16 102.45 125.89 120.68 129.57 123.15 114.63
[10153] Switzerland CVI equally weighted  28.66 28.42 28.98 28.50 29.34 28.76 29.10
[10161] Greece CVI value weighted  32.27 32.62 32.13 33.64 33.84 34.31 34.60
[10163] Greece CVI tail  293.33 305.57 305.57 286.99 286.74 287.76 290.53
[10165] Greece CVI equally weighted  78.65 80.23 79.58 79.60 79.20 79.94 82.30
[10167] Finland CVI value weighted  10.71 11.23 11.07 11.32 11.14 11.12 11.24
[10169] Finland CVI tail  69.25 67.20 68.05 68.42 63.27 63.55 64.53
[10171] Finland CVI equally weighted  18.21 18.64 18.36 18.53 18.19 18.59 19.40
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  8.54 8.73 8.73 8.79 8.73 8.87 9.22
[4949] S&P 500 CVI tail  126.99 123.49 123.49 122.75 118.85 119.36 128.70
[4951] S&P 500 CVI equally weighted  24.97 25.48 25.48 25.79 25.09 25.20 26.97
показать остальные индексы
×