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Cbonds Page: Risk Management Institute

nazwa firmy Risk Management Institute
pełna nazwa firmy NUS RMI Credit Research Initiative
kraj Singapore
adres 21 Heng Mui Keng Terrace I3 Building, Level 4 Singapore 119613
telefon (65) 6516 3380
faks (65) 6874 5430
e-mail rmicri@nus.edu.sg
strona internetowa http://www.rmi.nus.edu.sg/

Profil

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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Кontakty

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Indeksy dzienne

Typ: 21.09.2018 20.09.2018 19.09.2018 18.09.2018 17.09.2018 14.09.2018 13.09.2018
RMI CVI - Middle East
Israel CVI value weighted  7.06 7.06 7.12 7.11 7.13 7.57 7.60
Israel CVI tail  86.28 90.36 92.20 95.31 97.28 99.95 93.18
Israel CVI equally weighted  24.50 24.76 25.27 25.28 25.12 25.77 26.16
RMI CVI - North America
US CVI value weighted  4.77 4.74 4.76 4.79 4.83 4.79 4.80
US CVI tail  203.77 207.34 216.18 216.41 222.29 218.18 217.28
US CVI equally weighted  55.88 54.44 56.60 57.62 57.62 57.87 56.78
Canada CVI value weighted  3.63 3.69 3.67 3.73 3.82 3.79 3.82
Canada CVI tail  401.48 402.09 406.03 405.82 404.30 377.20 389.40
Canada CVI equally weighted  87.43 91.78 90.45 92.00 91.53 86.08 88.30
RMI CVI - Europe
Eurozone CVI value weighted  5.64 5.73 5.83 5.88 5.99 6.02 6.10
Eurozone CVI tail  128.92 125.46 124.55 128.06 127.36 129.25 128.16
Eurozone CVI equally weighted  31.92 32.03 31.53 32.17 32.03 32.07 32.33
Germany CVI value weighted  6.07 6.16 6.26 6.32 6.50 6.43 6.55
Germany CVI tail  113.90 114.21 111.52 109.91 109.54 111.77 112.22
Germany CVI equally weighted  35.39 36.14 34.61 34.58 33.93 33.17 33.59
France CVI value weighted  4.97 5.07 5.20 5.27 5.33 5.34 5.42
France CVI tail  93.39 91.05 88.42 90.33 86.50 87.49 88.73
France CVI equally weighted  23.26 23.05 23.05 23.70 23.21 23.03 23.24
UK CVI value weighted  13.50 13.68 13.72 13.89 13.89 13.95 14.08
UK CVI tail  164.49 163.55 163.14 164.05 159.91 163.90 163.70
UK CVI equally weighted  46.78 46.35 46.06 46.17 45.73 45.17 44.76
Denmark CVI value weighted  5.56 5.67 5.70 5.69 5.80 5.72 5.66
Denmark CVI tail  95.47 98.50 97.35 98.63 101.91 94.02 96.65
Denmark CVI equally weighted  24.04 24.25 24.28 24.23 24.48 23.51 24.49
Norway CVI value weighted  7.39 7.57 7.49 7.46 7.53 7.72 7.76
Norway CVI tail  117.83 118.77 120.03 119.25 118.70 120.90 129.95
Norway CVI equally weighted  56.55 57.63 57.82 57.11 56.93 63.97 66.71
Sweden CVI value weighted  4.79 4.90 5.02 5.06 4.96 5.11 5.17
Sweden CVI tail  160.15 159.82 155.99 158.26 158.70 158.95 161.31
Sweden CVI equally weighted  39.55 39.72 39.68 39.24 39.60 40.19 40.09
Turkey CVI value weighted  152.03 154.89 153.12 163.14 163.89 156.91 158.80
Turkey CVI tail  381.82 392.70 388.58 398.00 387.32 368.72 388.24
Turkey CVI equally weighted  109.10 109.35 107.92 112.51 112.85 108.58 112.17
Switzerland CVI value weighted  5.35 5.47 5.48 5.57 5.59 5.55 5.60
Switzerland CVI tail  117.66 135.26 136.61 137.58 133.43 131.52 136.84
Switzerland CVI equally weighted  29.52 29.43 29.68 29.68 29.30 29.18 29.50
Greece CVI value weighted  28.56 29.77 29.08 29.61 30.43 30.83 31.41
Greece CVI tail  434.16 453.10 447.86 458.23 431.85 440.81 420.71
Greece CVI equally weighted  117.42 118.83 115.83 119.16 119.77 120.51 120.37
Finland CVI value weighted  3.52 3.61 3.63 3.61 3.69 3.63 3.74
Finland CVI tail  93.13 89.61 91.19 92.78 89.88 89.77 91.60
Finland CVI equally weighted  17.71 17.68 17.62 17.75 17.77 17.79 18.16
RMI CVI - Asia
Malaysia CVI value weighted  10.73 10.82 10.82 10.93 10.73 10.73 10.90
Malaysia CVI tail  184.30 194.59 190.03 190.73 191.35 191.41 196.76
Malaysia CVI equally weighted  54.76 56.11 56.15 62.14 61.76 61.78 63.48
Philippines CVI value weighted  14.25 14.89 14.67 14.42 13.86 13.72 13.40
Philippines CVI tail  111.88 116.49 112.87 110.93 102.62 102.32 102.40
Philippines CVI equally weighted  24.32 24.67 24.44 24.12 23.42 23.24 22.97
Thailand CVI value weighted  5.17 5.22 5.24 5.29 5.43 5.37 5.44
Thailand CVI tail  74.91 76.71 77.56 80.35 79.37 82.73 81.50
Thailand CVI equally weighted  18.95 18.84 19.03 19.24 19.61 19.81 20.13
Vietnam CVI value weighted  17.78 17.94 17.84 18.36 18.76 18.63 18.72
Vietnam CVI tail  200.47 194.17 195.57 194.34 196.82 199.93 199.40
Vietnam CVI equally weighted  64.08 62.56 62.97 63.02 62.33 64.23 62.67
Indonesia CVI value weighted  31.67 32.45 33.31 33.93 33.99 32.24 32.98
Indonesia CVI tail  225.10 220.56 222.74 212.74 212.40 208.54 219.99
Indonesia CVI equally weighted  56.30 56.50 57.63 58.00 57.82 57.06 58.02
China CVI value weighted  28.42 29.24 29.32 29.84 30.26 29.58 29.56
China CVI tail  214.67 214.48 216.29 218.04 216.77 214.92 215.57
China CVI equally weighted  65.93 66.19 66.32 66.66 67.40 66.07 65.75
Japan CVI value weighted  2.40 2.47 2.49 2.59 2.72 2.72 2.79
Japan CVI tail  19.36 19.57 19.66 20.11 20.56 20.56 20.84
Japan CVI equally weighted  4.41 4.51 4.52 4.64 4.77 4.77 4.86
Singapore CVI value weighted  7.61 7.93 7.94 8.12 8.18 8.00 8.22
Singapore CVI tail  177.26 179.32 168.90 165.26 197.71 187.38 188.75
Singapore CVI equally weighted  45.09 43.55 46.76 43.44 44.87 43.20 44.00
Australia CVI value weighted  3.79 3.84 3.85 3.92 3.91 3.94 4.00
Australia CVI tail  120.76 124.92 124.20 125.59 124.53 127.43 128.13
Australia CVI equally weighted  26.92 28.08 28.37 28.14 27.65 28.09 28.33
Taiwan CVI value weighted  1.66 1.71 1.69 1.72 1.68 1.65 1.72
Taiwan CVI tail  13.01 13.16 13.04 13.23 12.97 13.02 13.16
Taiwan CVI equally weighted  3.25 3.32 3.26 3.31 3.25 3.22 3.33
RMI CVI - Special Portfolios
S&P 500 CVI value weighted  2.85 2.83 2.85 2.88 2.89 2.88 2.88
S&P 500 CVI tail  27.63 30.01 29.89 29.91 31.25 30.68 30.81
S&P 500 CVI equally weighted  5.84 5.84 5.91 5.96 5.98 5.97 6.02
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