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: 24.04.2017 21.04.2017 20.04.2017 19.04.2017 18.04.2017 17.04.2017 14.04.2017
RMI CVI - Middle East
Israel CVI value weighted  8.90 9.10 9.10 9.06 8.99 8.96 8.95
Israel CVI tail  118.99 121.05 120.33 120.97 121.33 122.02 119.88
Israel CVI equally weighted  24.62 24.73 24.57 24.49 24.37 24.05 24.25
RMI CVI - North America
US CVI value weighted  5.29 5.34 5.29 5.35 5.36 5.35 5.39
US CVI tail  192.25 192.20 192.24 194.04 191.52 192.05 190.06
US CVI equally weighted  49.70 49.05 50.18 49.90 50.52 49.62 49.40
Canada CVI value weighted  7.00 6.98 6.95 6.94 6.93 6.95 6.93
Canada CVI tail  307.18 286.11 313.60 315.64 330.08 318.71 299.19
Canada CVI equally weighted  79.56 80.04 82.39 81.17 90.70 78.44 74.23
RMI CVI - Europe
Eurozone CVI value weighted  6.55 6.92 6.91 6.95 6.94 6.81 6.80
Eurozone CVI tail  87.34 84.73 86.94 86.42 85.57 83.48 83.47
Eurozone CVI equally weighted  27.30 28.23 28.05 28.13 27.96 27.40 27.18
Germany CVI value weighted  4.48 4.71 4.71 4.75 4.70 4.64 4.64
Germany CVI tail  101.24 101.49 101.19 101.94 102.19 104.03 104.03
Germany CVI equally weighted  27.52 27.89 26.75 27.89 27.56 26.79 26.79
France CVI value weighted  5.68 6.10 6.11 6.22 6.21 6.06 6.06
France CVI tail  65.89 63.84 65.71 65.46 64.11 59.92 59.92
France CVI equally weighted  14.81 14.61 14.61 14.59 14.49 13.90 13.93
UK CVI value weighted  12.49 12.95 12.96 13.00 13.04 12.77 12.75
UK CVI tail  113.08 112.43 113.26 114.89 112.44 113.93 117.56
UK CVI equally weighted  29.85 30.17 30.38 30.64 30.88 31.18 31.23
Denmark CVI value weighted  11.91 12.20 12.01 12.21 12.14 11.72 11.72
Denmark CVI tail  78.89 83.20 81.11 80.31 81.41 80.09 80.09
Denmark CVI equally weighted  24.85 25.27 24.57 24.89 24.55 24.56 24.56
Norway CVI value weighted  15.26 15.64 15.53 15.46 15.14 14.44 14.45
Norway CVI tail  152.91 143.34 145.77 151.20 141.51 139.34 139.34
Norway CVI equally weighted  39.19 39.09 39.01 39.07 37.83 36.84 36.87
Sweden CVI value weighted  4.99 5.22 5.25 5.27 5.25 5.23 5.23
Sweden CVI tail  79.98 77.77 76.94 75.74 74.48 74.90 74.90
Sweden CVI equally weighted  29.30 29.62 29.71 28.26 27.45 28.41 28.41
Turkey CVI value weighted  27.56 28.23 28.19 29.07 28.96 29.50 29.88
Turkey CVI tail  130.31 122.61 122.42 125.59 128.66 122.71 128.51
Turkey CVI equally weighted  38.09 38.01 38.03 38.70 38.87 38.73 39.75
Switzerland CVI value weighted  4.77 4.93 4.90 4.91 4.89 4.76 4.74
Switzerland CVI tail  69.39 75.81 70.26 78.06 74.22 80.78 80.44
Switzerland CVI equally weighted  36.88 35.78 36.34 36.39 35.49 35.35 35.30
Greece CVI value weighted  29.53 29.93 29.57 29.12 28.99 27.97 27.74
Greece CVI tail    275.98 254.83 254.99 237.19 267.60 267.60
Greece CVI equally weighted  121.71 115.48 117.23 114.90 115.81 113.92 111.21
Finland CVI value weighted  6.04 6.29 6.29 6.40 6.31 6.19 6.19
Finland CVI tail  32.99 35.72 35.94 36.24 36.30 35.84 35.84
Finland CVI equally weighted  10.96 11.05 11.16 11.37 11.36 11.08 11.08
RMI CVI - Asia
Malaysia CVI value weighted  10.01 10.02 10.14 10.18 10.13 10.24 10.30
Malaysia CVI tail  168.46 166.64 159.87 160.02 158.39 159.38 158.72
Malaysia CVI equally weighted  48.31 47.76 45.32 45.49 44.47 44.63 43.86
Philippines CVI value weighted  8.87 8.91 8.92 8.98 8.88 8.94 8.76
Philippines CVI tail  68.92 67.52 69.93 70.72 68.97 70.32 69.41
Philippines CVI equally weighted  17.58 17.57 17.55 17.54 17.51 17.65 17.70
Thailand CVI value weighted  10.37 10.27 10.31 10.30 10.12 10.02 9.85
Thailand CVI tail  45.77 43.72 44.78 44.66 44.83 43.89 44.14
Thailand CVI equally weighted  11.63 11.60 11.56 11.33 11.32 11.20 11.02
Vietnam CVI value weighted  22.49 21.98 21.75 21.58 21.86 22.11 21.52
Vietnam CVI tail  201.86 197.08 200.07 197.11 200.09 192.48 199.74
Vietnam CVI equally weighted  52.81 51.68 52.19 51.48 52.55 52.01 51.85
Indonesia CVI value weighted  27.65 27.66 27.54 27.00 27.00 27.24 26.90
Indonesia CVI tail  134.03 134.03 132.39 130.45 130.45 131.60 134.74
Indonesia CVI equally weighted  35.89 35.89 35.84 35.20 35.20 34.98 35.22
China CVI value weighted  28.42 28.15 28.09 28.19 28.02 27.82 27.82
China CVI tail  199.49 193.51 191.44 188.13 182.27 178.75 176.72
China CVI equally weighted  63.06 61.07 60.75 60.16 59.49 58.95 58.20
Japan CVI value weighted  7.00 7.08 7.32 7.50 7.49 7.78 7.84
Japan CVI tail  23.33 23.31 23.76 24.60 24.53 25.62 26.12
Japan CVI equally weighted  6.63 6.54 6.74 6.89 6.85 7.23 7.33
Singapore CVI value weighted  5.79 5.89 5.82 5.84 5.77 5.79 5.61
Singapore CVI tail  162.08 163.48 167.49 165.34 158.13 168.55 158.70
Singapore CVI equally weighted  38.84 40.67 39.11 37.43 40.01 38.97 36.97
Australia CVI value weighted  3.33 3.37 3.42 3.41 3.37 3.24 3.24
Australia CVI tail  63.34 60.95 58.67 60.99 62.21 59.88 59.88
Australia CVI equally weighted  14.04 13.82 13.65 13.76 13.88 13.38 13.38
Taiwan CVI value weighted  1.70 1.71 1.73 1.75 1.71 1.72 1.70
Taiwan CVI tail  10.88 11.00 11.18 11.49 10.81 10.93 11.10
Taiwan CVI equally weighted  3.19 3.17 3.21 3.22 3.19 3.23 3.11
RMI CVI - Special Portfolios
S&P 500 CVI value weighted  3.38 3.44 3.38 3.44 3.44 3.40 3.44
S&P 500 CVI tail  43.44 42.70 42.77 43.20 42.74 40.51 40.20
S&P 500 CVI equally weighted  9.14 9.29 9.09 9.19 9.20 9.09 9.09
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