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: 21.09.2017 20.09.2017 19.09.2017 18.09.2017 15.09.2017 14.09.2017 13.09.2017
RMI CVI - Middle East
Israel CVI value weighted  14.50 14.50 14.46 14.24 14.22 14.23 14.09
Israel CVI tail  115.21 110.20 110.20 109.44 109.23 111.59 116.04
Israel CVI equally weighted  28.31 28.28 28.24 28.22 28.79 28.93 29.05
RMI CVI - North America
US CVI value weighted  4.97 4.98 5.01 4.99 5.00 5.04 5.01
US CVI tail  202.62 206.36 218.48 215.31 218.55 216.67 213.93
US CVI equally weighted  52.95 53.87 54.60 54.72 55.33 55.40 55.42
Canada CVI value weighted  6.25 6.35 6.45 6.51 6.51 6.50 6.51
Canada CVI tail  334.56 321.30 320.75 324.48 350.51 295.76 319.65
Canada CVI equally weighted  71.65 75.32 72.91 71.98 73.45 71.56 73.43
RMI CVI - Europe
Eurozone CVI value weighted  5.36 5.36 5.35 5.32 5.37 5.32 5.34
Eurozone CVI tail  76.28 74.37 71.85 71.50 71.88 73.12 73.58
Eurozone CVI equally weighted  25.29 25.20 24.70 24.72 24.73 24.90 25.22
Germany CVI value weighted  4.28 4.24 4.27 4.24 4.29 4.27 4.31
Germany CVI tail  88.38 85.40 81.77 81.88 81.92 81.82 85.46
Germany CVI equally weighted  24.26 24.04 23.63 22.99 24.18 24.06 23.87
France CVI value weighted  5.41 5.44 5.43 5.38 5.43 5.37 5.40
France CVI tail  53.33 51.81 50.85 52.44 51.05 50.29 47.85
France CVI equally weighted  12.22 12.03 11.85 11.80 11.83 11.85 11.76
UK CVI value weighted  9.80 9.76 9.73 9.70 9.84 9.61 9.45
UK CVI tail  113.07 112.38 111.41 110.77 111.30 110.96 111.46
UK CVI equally weighted  30.73 30.72 31.58 31.03 31.07 30.79 30.29
Denmark CVI value weighted  8.25 8.33 8.32 8.34 8.45 8.20 8.20
Denmark CVI tail  74.86 72.35 74.04 73.38 74.01 75.19 81.27
Denmark CVI equally weighted  24.62 30.01 30.01 29.43 29.36 29.31 31.24
Norway CVI value weighted  14.28 14.59 14.64 14.52 14.50 14.45 14.49
Norway CVI tail  181.22 181.79 190.45 201.91 191.91 200.01 204.95
Norway CVI equally weighted  51.35 55.59 60.35 57.67 54.04 54.58 53.31
Sweden CVI value weighted  5.25 5.32 5.34 5.30 5.35 5.29 5.30
Sweden CVI tail  112.36 108.77 112.90 110.05 108.82 103.10 105.16
Sweden CVI equally weighted  31.32 30.82 31.13 30.45 30.51 29.98 29.90
Turkey CVI value weighted  24.15 23.44 23.73 22.29 22.14 21.95 22.02
Turkey CVI tail  74.33 73.61 72.34 69.99 69.09 70.64 69.31
Turkey CVI equally weighted  27.54 27.01 26.82 25.03 25.34 25.67 25.67
Switzerland CVI value weighted  3.17 3.19 3.19 3.15 3.18 3.14 3.13
Switzerland CVI tail  54.39 50.33 54.59 56.62 53.12 54.32 53.86
Switzerland CVI equally weighted  15.84 15.44 15.35 16.70 15.71 14.94 15.04
Greece CVI value weighted  22.90 23.30 22.65 23.18 22.12 21.57 20.95
Greece CVI tail  256.86 263.19 225.21 226.28 224.37 219.30 220.86
Greece CVI equally weighted  116.84 116.90 112.19 112.57 110.10 112.73 117.31
Finland CVI value weighted  2.92 2.90 2.90 2.86 2.91 2.91 2.88
Finland CVI tail  28.17 27.94 27.53 27.21 27.43 26.79 26.79
Finland CVI equally weighted  11.05 11.09 10.92 10.71 9.38 9.20 9.17
RMI CVI - Asia
Malaysia CVI value weighted  9.02 8.97 8.98 8.94 8.91 8.97 9.10
Malaysia CVI tail  167.73 162.71 173.01 171.64 172.65 173.34 172.58
Malaysia CVI equally weighted  41.51 41.26 42.99 43.75 43.55 43.44 43.82
Philippines CVI value weighted  8.37 8.42 8.44 8.30 8.51 8.47 8.54
Philippines CVI tail  68.07 68.39 68.28 69.13 69.28 68.56 66.86
Philippines CVI equally weighted  15.78 15.84 15.66 15.70 15.85 15.60 15.56
Thailand CVI value weighted  7.45 7.37 7.44 7.41 7.47 7.42 7.53
Thailand CVI tail  45.32 44.51 44.84 49.55 47.67 47.68 48.36
Thailand CVI equally weighted  16.60 16.61 16.73 18.24 16.72 16.64 16.57
Vietnam CVI value weighted  23.08 23.06 22.96 22.73 22.95 23.01 23.15
Vietnam CVI tail  162.85 167.71 164.96 160.73 166.59 163.64 162.62
Vietnam CVI equally weighted  43.10 44.45 43.80 42.97 44.39 44.15 43.60
Indonesia CVI value weighted  24.91 24.91 25.14 25.12 24.99 24.87 25.06
Indonesia CVI tail  146.74 146.74 156.70 155.46 154.79 146.56 136.09
Indonesia CVI equally weighted  38.53 38.53 39.06 39.15 38.67 37.70 38.11
China CVI value weighted  20.38 20.29 20.40 20.33 20.53 20.56 20.66
China CVI tail  159.39 156.95 158.05 156.58 157.91 159.83 159.94
China CVI equally weighted  46.09 45.60 46.33 46.03 46.41 46.83 47.08
Japan CVI value weighted  4.61 4.52 4.54 4.70 4.70 4.68 4.56
Japan CVI tail  16.78 16.38 16.54 17.17 17.17 17.00 16.46
Japan CVI equally weighted  4.52 4.44 4.45 4.53 4.53 4.54 4.45
Singapore CVI value weighted  4.71 4.72 4.77 4.71 4.80 4.76 4.73
Singapore CVI tail  191.98 193.38 196.40 191.77 192.10 193.96 196.80
Singapore CVI equally weighted  40.49 41.62 46.62 43.65 43.23 42.88 41.32
Australia CVI value weighted  2.61 2.54 2.54 2.55 2.56 2.51 2.49
Australia CVI tail  69.58 71.67 70.78 74.81 69.53 70.34 71.27
Australia CVI equally weighted  15.66 16.11 15.58 15.89 15.47 15.70 15.66
Taiwan CVI value weighted  1.32 1.33 1.32 1.28 1.30 1.30 1.30
Taiwan CVI tail  13.16 13.06 12.84 12.71 12.07 12.36 12.42
Taiwan CVI equally weighted  2.89 2.91 2.91 2.85 2.89 2.95 2.97
RMI CVI - Special Portfolios
S&P 500 CVI value weighted  2.83 2.87 2.90 2.89 2.90 2.91 2.89
S&P 500 CVI tail  31.02 31.33 30.31 30.58 29.13 28.81 28.67
S&P 500 CVI equally weighted  8.29 8.39 8.51 8.45 8.37 8.37 8.18
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