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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.

Кontakty

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Indeksy dzienne

Typ: 22.05.2019 21.05.2019 20.05.2019 17.05.2019 16.05.2019 15.05.2019 14.05.2019
RMI CVI - Asia
[8985] Malaysia CVI value weighted  14.12 14.12 13.91 13.91 13.94 13.71 13.92
[8987] Malaysia CVI tail  220.92 219.05 218.92 219.09 218.68 226.48 237.75
[8989] Malaysia CVI equally weighted  74.99 74.66 74.19 74.18 73.01 71.74 74.49
[8991] Philippines CVI value weighted  12.55 12.86 13.03 13.21 13.43 12.92 12.77
[8993] Philippines CVI tail  83.78 85.75 89.91 90.68 89.83 85.72 89.66
[8995] Philippines CVI equally weighted  18.83 19.15 19.28 19.47 19.66 19.39 19.37
[8997] Thailand CVI value weighted  7.35 7.53 7.30 7.30 7.18 7.10 7.01
[8999] Thailand CVI tail  87.23 89.74 88.56 88.56 87.36 87.79 80.47
[9001] Thailand CVI equally weighted  22.03 22.65 22.27 22.27 21.93 21.29 20.63
[9003] Vietnam CVI value weighted  16.73 16.56 16.27 16.70 16.96 16.72 17.28
[9005] Vietnam CVI tail  211.34 210.63 216.05 210.70 212.05 202.86 210.59
[9007] Vietnam CVI equally weighted  65.62 64.91 65.36 69.26 65.97 65.04 66.59
[10173] Indonesia CVI value weighted  35.90 35.99 36.27 37.80 36.63 35.65 34.65
[10175] Indonesia CVI tail  184.51 185.24 186.88 189.56 199.25 192.06 191.05
[10177] Indonesia CVI equally weighted  48.25 48.68 48.87 50.79 51.87 50.94 50.17
[4591] China CVI value weighted  29.45 29.26 29.59 29.14 28.16 28.17 28.64
[4909] China CVI tail  215.84 214.18 214.83 212.69 204.95 205.18 208.46
[4911] China CVI equally weighted  71.97 71.42 72.30 71.43 68.88 68.85 69.73
[4913] Japan CVI value weighted  6.67 6.61 6.59 6.48 6.59 6.38 6.44
[4915] Japan CVI tail  27.31 27.56 27.34 26.26 26.64 25.89 26.65
[4917] Japan CVI equally weighted  6.99 7.01 6.97 6.77 6.88 6.74 6.84
[4919] Singapore CVI value weighted  8.37 8.47 8.21 8.19 7.93 7.99 7.93
[4921] Singapore CVI tail  171.64 184.34 147.64 147.64 156.43 155.28 157.65
[4923] Singapore CVI equally weighted  36.00 36.56 34.12 34.11 35.21 34.19 34.73
[8683] Australia CVI value weighted  3.44 3.45 3.49 3.66 3.64 3.70 3.74
[8685] Australia CVI tail  163.44 165.41 155.84 172.55 163.79 168.37 168.55
[8687] Australia CVI equally weighted  38.31 38.89 39.21 41.14 38.91 40.17 40.43
[8681] Taiwan CVI value weighted  2.04 2.02 2.06 2.05 2.00 1.93 2.13
[8679] Taiwan CVI tail  15.52 15.60 15.97 15.50 15.11 14.71 14.87
[8677] Taiwan CVI equally weighted  4.61 4.53 4.48 4.31 4.11 3.97 3.92
RMI CVI - Europe
[4941] Eurozone CVI value weighted  6.48 6.41 6.51 6.28 6.19 6.32 6.36
[4943] Eurozone CVI tail  115.66 113.41 115.58 113.42 114.95 113.94 108.87
[4945] Eurozone CVI equally weighted  31.66 31.49 31.90 31.15 31.18 31.17 30.42
[4929] Germany CVI value weighted  8.43 8.33 8.50 8.23 8.03 8.11 8.18
[4931] Germany CVI tail  116.19 115.63 116.68 116.00 115.88 112.02 109.56
[4933] Germany CVI equally weighted  33.57 33.42 33.02 31.39 31.15 31.52 30.44
[4589] France CVI value weighted  5.55 5.49 5.52 5.29 5.23 5.36 5.42
[4925] France CVI tail  96.47 99.29 94.02 96.59 91.53 91.43 87.30
[4927] France CVI equally weighted  28.62 28.78 28.16 27.31 27.19 26.38 25.77
[4935] UK CVI value weighted  17.54 17.33 17.45 17.08 16.86 16.96 17.04
[4937] UK CVI tail  187.58 184.20 183.61 185.63 181.55 185.22 188.37
[4939] UK CVI equally weighted  51.49 50.69 50.97 50.94 48.10 48.03 48.41
[8659] Denmark CVI value weighted  7.47 7.60 7.82 7.59 7.59 7.79 7.81
[8663] Denmark CVI tail  151.11 148.66 152.72 156.29 156.29 149.24 169.14
[8661] Denmark CVI equally weighted  32.75 32.97 33.74 33.12 33.14 33.00 33.45
[8665] Norway CVI value weighted  12.47 12.45 12.58 12.55 12.46 12.97 13.03
[8667] Norway CVI tail  318.16 294.29 284.22 328.81 329.98 341.03 349.07
[8669] Norway CVI equally weighted  85.06 91.22 91.82 90.89 91.14 93.62 95.73
[8671] Sweden CVI value weighted  7.34 7.24 7.38 7.13 7.00 7.20 7.22
[8673] Sweden CVI tail  203.77 226.22 227.13 200.29 209.94 203.45 208.61
[8675] Sweden CVI equally weighted  57.53 57.84 57.00 54.86 55.86 55.13 55.38
[10143] Turkey CVI value weighted  67.67 63.58 61.31 61.29 60.76 60.20 59.66
[10145] Turkey CVI tail  220.73 194.52 194.33 187.48 186.43 181.47 187.10
[10147] Turkey CVI equally weighted  59.91 55.89 54.06 54.04 53.83 53.18 53.01
[10149] Switzerland CVI value weighted  5.95 5.98 6.00 5.92 5.84 6.14 6.18
[10151] Switzerland CVI tail  127.34 124.24 125.25 120.62 118.20 119.34 116.98
[10153] Switzerland CVI equally weighted  50.23 50.22 49.36 49.35 48.35 49.88 49.54
[10161] Greece CVI value weighted  17.99 17.59 19.09 17.81 17.95 18.26 18.23
[10163] Greece CVI tail  361.57 354.26 377.46 382.14 363.98 359.51 356.59
[10165] Greece CVI equally weighted  77.36 75.70 79.59 81.07 83.56 81.35 81.76
[10167] Finland CVI value weighted  5.75 5.66 5.81 5.70 5.70 5.97 5.89
[10169] Finland CVI tail  78.86 80.87 80.19 77.54 76.61 78.04 77.02
[10171] Finland CVI equally weighted  19.85 20.32 21.18 21.17 20.84 21.02 20.66
RMI CVI - Middle East
[10155] Israel CVI value weighted  8.94 9.01 9.09 9.03 8.98 9.14 8.74
[10157] Israel CVI tail  97.90 104.25 95.74 96.30 101.41 97.83 93.35
[10159] Israel CVI equally weighted  45.41 44.78 43.60 43.30 43.34 42.92 42.81
RMI CVI - North America
[4587] US CVI value weighted  7.72 7.54 7.67 7.56 7.48 7.49 7.48
[4899] US CVI tail  290.19 284.93 286.13 289.18 278.32 271.20 269.68
[4901] US CVI equally weighted  71.42 69.87 69.78 69.28 67.06 64.72 65.29
[4903] Canada CVI value weighted  6.27 6.14 6.10 6.08 6.03 6.12 5.80
[4905] Canada CVI tail  375.01 348.66 347.39 347.39 387.83 360.04 364.19
[4907] Canada CVI equally weighted  84.00 82.70 81.47 81.37 85.00 80.65 80.67
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  4.90 4.79 4.87 4.82 4.78 4.80 4.78
[4949] S&P 500 CVI tail  52.42 44.39 45.89 45.08 43.06 42.65 40.01
[4951] S&P 500 CVI equally weighted  9.83 9.43 9.69 9.45 9.36 9.24 9.18
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