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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: 18.09.2020 17.09.2020 16.09.2020 15.09.2020 14.09.2020 11.09.2020 10.09.2020
RMI CVI - North America
[4587] US CVI value weighted  12.34 12.14 12.10 12.25 12.21 11.19 11.01
[4899] US CVI tail  236.00 235.35 233.99 239.31 239.77 250.16 249.47
[4901] US CVI equally weighted  63.56 62.34 63.81 65.88 66.45 68.05 66.45
[4903] Canada CVI value weighted  10.24 10.12 10.03 10.16 10.20 10.32 10.31
[4905] Canada CVI tail  369.09 361.32 361.99 383.19 365.92 407.89 379.80
[4907] Canada CVI equally weighted  88.49 87.61 86.77 87.56 87.24 98.11 95.76
RMI CVI - Asia
[8985] Malaysia CVI value weighted  28.66 28.90 28.39 28.39 28.86 28.45 28.64
[8987] Malaysia CVI tail  284.19 296.98 298.24 298.33 299.73 301.74 299.61
[8989] Malaysia CVI equally weighted  84.72 86.95 85.88 85.99 87.03 85.77 87.21
[8991] Philippines CVI value weighted  16.77 16.75 16.67 16.47 16.54 17.56 17.81
[8993] Philippines CVI tail  86.59 83.33 78.65 86.04 86.97 91.73 92.44
[8995] Philippines CVI equally weighted  23.02 23.10 23.00 23.14 23.22 24.81 24.97
[8997] Thailand CVI value weighted  17.81 17.94 17.71 17.86 18.24 18.76 18.69
[8999] Thailand CVI tail  93.74 93.99 92.32 92.36 94.27 94.87 99.63
[9001] Thailand CVI equally weighted  25.57 25.87 25.55 25.59 26.37 26.15 25.93
[9003] Vietnam CVI value weighted  19.63 20.22 19.96 19.85 19.71 20.34 20.24
[9005] Vietnam CVI tail  176.56 179.30 172.06 171.28 174.89 173.06 180.42
[9007] Vietnam CVI equally weighted  59.16 59.44 58.67 58.75 59.10 59.79 60.63
[10173] Indonesia CVI value weighted  50.20 51.05 50.43 49.87 49.11 52.15 54.75
[10175] Indonesia CVI tail  151.39 154.50 152.16 153.81 150.50 171.19 171.17
[10177] Indonesia CVI equally weighted  45.70 46.49 46.35 46.18 46.08 50.95 51.62
[4591] China CVI value weighted  24.78 25.13 24.97 24.93 25.12 25.55 25.79
[4909] China CVI tail  236.40 239.01 237.31 236.17 235.20 247.89 247.31
[4911] China CVI equally weighted  74.70 75.56 75.46 75.43 75.44 77.16 77.61
[4913] Japan CVI value weighted  10.89 11.00 10.94 11.05 10.98 10.39 10.16
[4915] Japan CVI tail  29.26 29.58 29.20 29.83 29.98 28.51 27.55
[4917] Japan CVI equally weighted  7.87 8.00 7.95 8.03 8.06 7.82 7.67
[4919] Singapore CVI value weighted  17.65 17.65 17.44 17.60 17.71 14.12 14.57
[4921] Singapore CVI tail  202.92 202.19 198.96 213.20 214.54 197.54 204.96
[4923] Singapore CVI equally weighted  54.33 55.37 51.74 53.39 54.28 50.80 52.70
[8683] Australia CVI value weighted  33.53 33.55 32.04 32.59 32.64 30.61 30.05
[8685] Australia CVI tail  235.66 235.90 236.42 245.69 244.24 242.41 252.47
[8687] Australia CVI equally weighted  60.16 60.32 58.34 60.54 61.58 61.09 60.75
[8681] Taiwan CVI value weighted  2.18 2.19 2.16 2.19 2.21 1.89 1.88
[8679] Taiwan CVI tail  11.21 11.46 11.35 11.28 11.19 10.18 9.89
[8677] Taiwan CVI equally weighted  3.20 3.26 3.28 3.28 3.31 2.98 2.91
RMI CVI - Middle East
[10155] Israel CVI value weighted  14.87 14.87 14.57 14.45 14.82 15.53 15.54
[10157] Israel CVI tail  110.30 106.34 108.10 109.30 118.56 119.54 119.54
[10159] Israel CVI equally weighted  30.46 30.52 29.61 29.54 30.49 31.85 31.81
RMI CVI - Europe
[4941] Eurozone CVI value weighted  11.83 11.54 11.42 11.54 11.67 11.53 11.50
[4943] Eurozone CVI tail  100.30 97.27 96.81 97.99 98.71 102.01 100.07
[4945] Eurozone CVI equally weighted  31.53 31.10 30.99 31.48 31.52 31.66 31.66
[4929] Germany CVI value weighted  10.85 10.65 10.61 10.65 10.69 10.23 10.19
[4931] Germany CVI tail  105.62 105.66 103.06 96.51 97.87 91.66 91.45
[4933] Germany CVI equally weighted  36.03 35.49 34.55 34.47 35.51 34.40 34.25
[4589] France CVI value weighted  12.12 11.70 11.48 11.65 11.72 11.66 11.68
[4925] France CVI tail  90.58 81.24 82.77 94.82 92.01 87.04 81.66
[4927] France CVI equally weighted  27.85 26.49 26.61 28.54 27.38 27.09 26.79
[4935] UK CVI value weighted  25.78 25.11 24.77 24.99 25.72 25.56 25.30
[4937] UK CVI tail  215.44 215.26 210.83 211.81 213.47 211.64 200.44
[4939] UK CVI equally weighted  53.19 51.95 51.61 52.97 53.88 54.04 53.03
[8659] Denmark CVI value weighted  9.44 9.45 9.40 9.64 9.78 10.53 10.14
[8663] Denmark CVI tail  105.00 102.04 98.73 100.78 103.35 118.83 112.16
[8661] Denmark CVI equally weighted  28.83 28.79 28.69 29.20 29.70 30.91 30.26
[8665] Norway CVI value weighted  30.17 30.09 29.83 29.83 30.47 32.01 31.61
[8667] Norway CVI tail  470.82 429.22 394.86 439.74 438.37 434.55 455.87
[8669] Norway CVI equally weighted  106.91 98.92 98.31 99.91 101.23 105.98 104.29
[8671] Sweden CVI value weighted  9.52 9.60 9.56 9.91 10.14 9.70 9.51
[8673] Sweden CVI tail  88.40 93.32 92.27 91.97 97.62 88.08 87.81
[8675] Sweden CVI equally weighted  25.95 26.60 26.75 27.12 29.56 28.42 27.89
[10143] Turkey CVI value weighted  76.13 76.88 76.97 76.83 77.69 70.05 70.45
[10145] Turkey CVI tail  175.21 178.08 177.31 171.60 176.01 163.32 164.37
[10147] Turkey CVI equally weighted  51.76 51.45 51.90 52.69 53.49 49.35 49.60
[10149] Switzerland CVI value weighted  6.97 6.93 6.79 6.87 6.95 6.98 7.00
[10151] Switzerland CVI tail  109.78 116.41 109.94 116.51 115.66 120.22 117.51
[10153] Switzerland CVI equally weighted  32.22 30.50 28.16 28.07 27.90 27.54 27.17
[10161] Greece CVI value weighted  31.54 31.63 32.79 32.42 32.70 33.10 33.09
[10163] Greece CVI tail  224.97 223.74 220.65 231.27 228.14 235.15 235.95
[10165] Greece CVI equally weighted  70.14 71.38 72.09 72.27 72.55 74.55 75.27
[10167] Finland CVI value weighted  9.57 9.63 9.62 9.95 10.13 9.56 9.45
[10169] Finland CVI tail  60.78 62.30 61.86 63.07 64.05 60.18 59.90
[10171] Finland CVI equally weighted  15.57 15.82 15.93 16.46 16.55 16.16 16.14
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  10.98 10.77 10.76 10.91 10.89 9.42 9.50
[4949] S&P 500 CVI tail  128.65 128.98 130.05 134.12 130.09 121.91 123.09
[4951] S&P 500 CVI equally weighted  26.80 26.07 26.29 27.89 27.84 28.02 28.25
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