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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.

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Контакты

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Ежедневные индексы

Тип: 16.01.2018 15.01.2018 12.01.2018 11.01.2018 10.01.2018 09.01.2018 08.01.2018
RMI CVI - Middle East
Israel CVI value weighted  9.57 9.48 9.24 9.23 9.68 9.60 9.67
Israel CVI tail  83.03 87.24 88.25 87.89 90.20 81.03 82.07
Israel CVI equally weighted  26.13 26.01 25.15 25.41 25.79 25.44 25.58
RMI CVI - North America
US CVI value weighted  3.71 3.66 3.66 3.64 3.74 3.78 3.73
US CVI tail  141.97 144.10 144.21 140.35 144.61 144.51 143.46
US CVI equally weighted  36.79 36.22 36.25 36.12 37.83 38.27 37.23
Canada CVI value weighted  5.93 5.79 5.79 5.60 5.91 6.01 5.92
Canada CVI tail  219.16 218.89 210.67 207.34 224.38 228.44 218.84
Canada CVI equally weighted  48.94 48.47 47.37 48.10 50.06 52.73 52.42
RMI CVI - Europe
Eurozone CVI value weighted  5.31 5.36 5.23 5.29 5.30 5.29 5.37
Eurozone CVI tail  72.95 73.57 68.97 70.53 69.47 70.56 71.98
Eurozone CVI equally weighted  24.64 24.88 23.97 24.12 23.64 24.63 24.90
Germany CVI value weighted  4.17 4.20 4.02 4.03 4.00 3.95 3.95
Germany CVI tail  119.11 121.81 94.99 115.58 107.64 115.34 109.50
Germany CVI equally weighted  30.31 31.25 30.57 29.98 29.80 29.00 30.02
France CVI value weighted  5.46 5.53 5.31 5.38 5.34 5.31 5.42
France CVI tail  45.36 45.81 43.50 44.46 44.97 45.59 49.82
France CVI equally weighted  15.49 15.27 14.93 15.21 14.99 15.20 15.81
UK CVI value weighted  9.54 9.59 9.40 9.38 9.51 9.48 9.62
UK CVI tail  141.75 141.00 136.27 137.69 136.04 138.08 139.07
UK CVI equally weighted  41.62 41.76 41.06 40.10 40.31 40.22 40.86
Denmark CVI value weighted  6.75 6.80 6.57 6.45 6.40 6.36 6.38
Denmark CVI tail  123.94 124.15 118.57 118.85 116.34 116.29 111.68
Denmark CVI equally weighted  32.49 32.83 31.30 30.63 30.69 31.30 30.83
Norway CVI value weighted  19.86 20.13 20.05 19.85 19.92 20.36 20.86
Norway CVI tail  243.67 226.83 230.35 231.02 257.03 266.94 289.94
Norway CVI equally weighted  68.90 69.11 70.37 71.76 72.51 76.37 76.83
Sweden CVI value weighted  4.29 4.23 4.19 4.08 4.15 4.17 4.30
Sweden CVI tail  85.04 82.42 83.20 90.34 90.77 91.10 96.52
Sweden CVI equally weighted  26.73 26.41 26.02 25.48 26.15 26.52 27.70
Turkey CVI value weighted  22.16 23.46 20.32 18.80 20.28 19.54 19.02
Turkey CVI tail  77.49 79.72 69.57 65.26 70.95 69.41 68.28
Turkey CVI equally weighted  27.96 28.73 24.50 22.83 24.48 23.73 23.48
Switzerland CVI value weighted  2.75 2.71 2.70 2.71 2.75 2.73 2.72
Switzerland CVI tail  50.81 50.99 46.19 45.45 47.86 47.24 47.45
Switzerland CVI equally weighted  15.09 15.49 15.11 15.05 16.26 15.99 15.89
Greece CVI value weighted  15.02 16.46 15.90 15.97 16.45 16.29 16.20
Greece CVI tail  210.15 199.21 195.30 193.14 192.55 177.87 181.74
Greece CVI equally weighted  48.63 50.58 49.66 48.77 49.44 48.86 47.70
Finland CVI value weighted  4.29 4.30 4.26 4.32 4.27 4.24 4.34
Finland CVI tail  31.28 30.72 30.87 30.72 31.80 30.59 35.05
Finland CVI equally weighted  13.87 13.47 13.17 13.11 13.28 13.09 13.49
RMI CVI - Asia
Malaysia CVI value weighted  9.52 9.48 8.84 8.98 8.89 8.85 8.73
Malaysia CVI tail  149.30 152.69 146.58 152.09 145.86 145.38 148.06
Malaysia CVI equally weighted  47.40 49.06 49.36 50.22 48.97 49.03 48.57
Philippines CVI value weighted  11.13 11.16 10.49 10.49 11.47 10.36 10.57
Philippines CVI tail  80.49 79.67 75.71 81.15 89.69 75.60 75.56
Philippines CVI equally weighted  20.50 20.70 19.34 19.43 20.33 19.22 19.16
Thailand CVI value weighted  5.86 5.85 5.36 5.45 5.51 5.53 5.53
Thailand CVI tail  62.65 62.57 61.22 62.74 61.45 61.60 62.31
Thailand CVI equally weighted  16.93 16.71 15.59 15.82 16.36 16.50 16.47
Vietnam CVI value weighted  16.03 16.12 15.61 15.49 15.69 15.76 16.15
Vietnam CVI tail  148.20 152.66 147.07 144.58 147.89 148.64 154.36
Vietnam CVI equally weighted  44.49 44.93 43.89 43.43 43.92 44.04 44.39
Indonesia CVI value weighted  17.89 18.06 17.67 17.66 18.00 18.00 17.84
Indonesia CVI tail  116.82 116.80 115.25 115.77 117.48 116.95 117.54
Indonesia CVI equally weighted  34.26 34.12 34.04 33.92 34.56 34.67 34.67
China CVI value weighted  25.97 26.27 26.66 26.74 26.67 26.66 26.75
China CVI tail  214.86 214.08 219.63 219.56 218.84 217.56 215.69
China CVI equally weighted  57.92 58.18 59.02 58.74 58.76 58.19 58.29
Japan CVI value weighted  3.52 3.58 3.60 3.58 3.55 3.64 3.65
Japan CVI tail  12.23 12.28 12.50 12.60 12.44 12.66 12.80
Japan CVI equally weighted  3.48 3.49 3.50 3.52 3.50 3.58 3.60
Singapore CVI value weighted  4.60 4.70 4.69 4.73 4.74 4.69 4.81
Singapore CVI tail  147.36 160.21 159.26 164.36 170.59 148.34 156.15
Singapore CVI equally weighted  31.56 32.71 32.36 32.85 34.83 32.80 33.59
Australia CVI value weighted  2.75 2.70 2.57 2.56 2.55 2.52 2.51
Australia CVI tail  62.56 62.17 62.05 61.31 60.45 62.09 59.39
Australia CVI equally weighted  14.37 14.32 13.40 13.42 13.55 13.90 13.65
Taiwan CVI value weighted  1.54 1.56 1.41 1.43 1.41 1.40 1.39
Taiwan CVI tail  10.83 10.58 9.66 10.12 10.19 10.21 10.36
Taiwan CVI equally weighted  2.54 2.55 2.45 2.46 2.42 2.45 2.42
RMI CVI - Special Portfolios
S&P 500 CVI value weighted  1.83 1.82 1.82 1.82 1.86 1.88 1.86
S&P 500 CVI tail  27.03 27.05 27.05 25.70 25.53 25.63 26.43
S&P 500 CVI equally weighted  6.11 6.00 6.00 5.99 6.21 6.20 5.96
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