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: 29.03.2017 28.03.2017 27.03.2017 24.03.2017 23.03.2017 22.03.2017 21.03.2017
RMI CVI - Middle East
Israel CVI value weighted  8.94 8.99 9.11 9.56 9.56 9.65 9.62
Israel CVI tail  118.10 118.09 112.50 106.77 109.52 111.22 106.10
Israel CVI equally weighted  23.91 24.48 24.70 23.92 23.72 23.43 23.30
RMI CVI - North America
US CVI value weighted  4.59 4.68 4.74 5.67 5.68 5.69 5.65
US CVI tail  193.01 205.54 203.90 215.59 219.01 230.46 230.52
US CVI equally weighted  48.59 51.43 51.96 54.96 55.24 54.98 54.00
Canada CVI value weighted  6.88 6.96 6.95 7.91 7.88 7.84 7.78
Canada CVI tail  360.68 331.15 322.87 344.10 319.04 320.91 297.96
Canada CVI equally weighted  83.49 79.90 84.54 81.02 84.02 77.53 80.21
RMI CVI - Europe
Eurozone CVI value weighted  6.88 6.89 6.99 7.46 7.54 7.72 7.73
Eurozone CVI tail  87.46 89.97 90.21 88.14 91.80 91.94 90.57
Eurozone CVI equally weighted  29.43 29.82 27.62 28.28 28.88 28.97 28.54
Germany CVI value weighted  4.63 4.64 4.73 5.07 5.15 5.19 5.19
Germany CVI tail  96.34 94.93 97.88 89.57 98.11 96.65 98.20
Germany CVI equally weighted  30.56 30.58 31.11 30.83 31.99 31.53 31.95
France CVI value weighted  6.15 6.14 6.24 6.61 6.72 7.14 7.20
France CVI tail  59.10 59.22 60.44 59.10 62.50 60.74 61.72
France CVI equally weighted  13.84 13.73 13.92 13.95 14.53 14.44 14.58
UK CVI value weighted  11.88 11.94 12.05 12.66 12.79 12.88 12.67
UK CVI tail  135.09 131.97 134.80 139.86 141.96 140.63 144.30
UK CVI equally weighted  32.82 33.24 33.30 33.68 34.12 33.92 33.51
Denmark CVI value weighted  12.51 12.48 12.62 12.01 12.05 12.16 11.98
Denmark CVI tail  97.48 93.68 94.83 99.30 109.26 124.73 124.58
Denmark CVI equally weighted  27.46 27.29 27.51 29.53 30.00 31.40 30.95
Norway CVI value weighted  14.25 14.60 14.79 16.83 16.82 16.86 16.48
Norway CVI tail  138.76 137.85 138.07 155.13 149.56 154.77 166.98
Norway CVI equally weighted  37.51 37.69 38.02 40.15 39.44 40.52 39.87
Sweden CVI value weighted  5.35 5.37 5.39 6.41 6.45 6.59 6.49
Sweden CVI tail  74.68 76.10 75.27 79.56 80.89 85.08 87.06
Sweden CVI equally weighted  24.25 23.63 23.43 24.14 24.48 24.75 24.33
Turkey CVI value weighted  30.26 29.32 29.90 29.53 29.58 29.99 30.13
Turkey CVI tail  128.34 125.99 126.73 123.72 119.07 121.07 124.10
Turkey CVI equally weighted  37.65 36.70 36.75 37.22 36.77 37.46 37.88
Switzerland CVI value weighted  3.81 3.84 3.90 4.66 4.69 4.67 4.61
Switzerland CVI tail  78.69 79.57 85.54 82.25 91.69 82.87 84.70
Switzerland CVI equally weighted  34.47 34.67 34.42 31.34 33.04 31.06 33.68
Greece CVI value weighted  31.46 31.65 32.83 36.75 37.45 37.71 37.06
Greece CVI tail  241.94 263.65 261.33 287.39 288.88 290.08 313.18
Greece CVI equally weighted  89.56 90.08 91.69 96.45 95.95 98.39 90.21
Finland CVI value weighted  2.73 2.73 2.74 3.21 3.24 3.32 3.29
Finland CVI tail  39.47 44.75 44.78 43.13 44.11 44.61 44.11
Finland CVI equally weighted  12.34 13.03 12.81 12.53 13.11 13.36 12.98
RMI CVI - Asia
Malaysia CVI value weighted  10.27 10.28 10.43 11.85 11.85 11.85 11.79
Malaysia CVI tail  158.63 164.02 167.68 163.33 159.56 157.72 154.93
Malaysia CVI equally weighted  41.94 42.49 42.83 45.37 44.60 45.11 43.49
Philippines CVI value weighted  9.65 9.63 9.77 10.28 10.28 10.33 10.21
Philippines CVI tail  79.07 79.19 82.20 82.15 82.01 83.22 81.39
Philippines CVI equally weighted  19.39 19.27 19.22 19.57 19.71 19.77 19.60
Thailand CVI value weighted  8.78 8.78 8.85 9.36 9.40 9.39 9.34
Thailand CVI tail  43.17 43.64 43.67 43.29 42.18 42.82 42.75
Thailand CVI equally weighted  10.57 10.62 10.67 11.27 11.20 11.24 11.22
Vietnam CVI value weighted  22.99 23.13 22.71 24.42 24.68 25.05 25.04
Vietnam CVI tail  192.51 191.16 192.45 198.75 201.67 199.47 196.17
Vietnam CVI equally weighted  50.65 51.31 50.77 50.83 51.49 51.39 51.35
Indonesia CVI value weighted  27.09 27.63 27.63 30.91 30.93 31.21 31.32
Indonesia CVI tail  126.60 125.97 125.97 126.08 124.78 126.81 125.58
Indonesia CVI equally weighted  35.43 35.40 35.40 35.97 34.78 35.55 35.87
China CVI value weighted  29.07 29.11 29.20 31.12 31.24 31.39 31.24
China CVI tail  182.80 180.92 182.65 196.90 196.57 196.16 195.51
China CVI equally weighted  59.87 59.70 59.89 63.94 64.04 63.81 63.59
Japan CVI value weighted  5.93 5.72 5.69 6.07 6.11 6.07 5.73
Japan CVI tail  19.55 18.97 18.86 19.63 19.46 19.25 18.25
Japan CVI equally weighted  5.36 5.23 5.36 5.42 5.41 5.33 5.13
Singapore CVI value weighted  5.58 5.63 5.78 6.22 6.28 6.30 6.17
Singapore CVI tail  160.16 156.95 174.57 171.84 169.89 174.98 171.21
Singapore CVI equally weighted  39.86 38.29 40.43 46.83 41.24 42.81 41.61
Australia CVI value weighted  3.39 3.49 3.61 3.19 3.25 3.27 3.14
Australia CVI tail  56.20 57.58 56.88 61.42 58.99 61.35 60.40
Australia CVI equally weighted  13.77 13.99 14.19 15.27 15.40 15.23 15.15
Taiwan CVI value weighted  1.66 1.67 1.67 1.72 1.71 1.73 1.72
Taiwan CVI tail  10.75 10.85 10.78 11.24 11.70 11.74 12.28
Taiwan CVI equally weighted  3.17 3.22 3.17 3.19 3.20 3.23 3.24
RMI CVI - Special Portfolios
S&P 500 CVI value weighted  2.67 2.72 2.78 3.48 3.48 3.47 3.46
S&P 500 CVI tail  30.29 31.16 32.31 37.04 37.50 37.33 37.24
S&P 500 CVI equally weighted  7.76 8.16 8.42 9.55 9.54 9.62 9.46
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