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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: 11.12.2018 10.12.2018 07.12.2018 06.12.2018 05.12.2018 04.12.2018 03.12.2018
RMI CVI - Middle East
[10155] Israel CVI value weighted  8.75 8.90 8.50 8.34 7.87 7.96 7.62
[10157] Israel CVI tail  95.63 98.78 94.95 95.37 92.74 93.29 92.37
[10159] Israel CVI equally weighted  28.83 28.86 28.07 27.95 26.67 28.17 28.90
RMI CVI - North America
[4587] US CVI value weighted  8.09 8.04 7.91 7.69 7.29 7.29 6.93
[4899] US CVI tail  312.90 307.88 302.22 296.63 285.50 285.50 268.72
[4901] US CVI equally weighted  76.80 75.53 73.02 73.04 69.86 69.81 67.40
[4903] Canada CVI value weighted  5.37 5.40 5.24 5.21 5.05 5.08 4.87
[4905] Canada CVI tail  497.04 479.24 465.31 464.12 459.58 438.98 466.40
[4907] Canada CVI equally weighted  122.73 117.98 114.91 116.64 113.84 110.39 109.48
RMI CVI - Europe
[4941] Eurozone CVI value weighted  7.87 8.05 7.72 7.73 7.21 7.12 6.82
[4943] Eurozone CVI tail  174.37 171.25 171.68 169.86 167.21 157.63 152.02
[4945] Eurozone CVI equally weighted  44.02 43.99 42.01 42.56 41.11 41.00 39.94
[4929] Germany CVI value weighted  9.28 9.45 9.25 8.92 8.41 8.48 7.92
[4931] Germany CVI tail  152.20 153.49 152.11 148.18 153.05 144.64 143.25
[4933] Germany CVI equally weighted  47.33 48.26 45.40 44.98 43.64 43.19 41.67
[4589] France CVI value weighted  6.61 6.82 6.49 6.63 6.10 5.94 5.72
[4925] France CVI tail  131.34 132.21 127.74 133.22 122.46 116.16 112.87
[4927] France CVI equally weighted  33.33 33.34 31.83 32.28 30.36 30.35 28.85
[4935] UK CVI value weighted  22.24 22.71 21.65 21.84 20.56 20.29 19.94
[4937] UK CVI tail  252.04 249.45 239.08 236.44 233.24 231.71 238.05
[4939] UK CVI equally weighted  70.03 70.23 68.84 71.71 65.88 66.24 65.46
[8659] Denmark CVI value weighted  7.24 7.44 7.12 7.37 6.91 6.98 7.01
[8663] Denmark CVI tail  150.61 149.01 155.90 143.00 136.02 156.26 159.58
[8661] Denmark CVI equally weighted  38.04 37.42 37.10 37.58 36.10 37.16 38.40
[8665] Norway CVI value weighted  10.71 11.09 10.32 11.00 9.92 9.71 9.56
[8667] Norway CVI tail  283.02 280.25 285.13 298.36 277.82 257.21 241.14
[8669] Norway CVI equally weighted  81.91 84.15 81.64 85.81 81.19 82.73 79.24
[8671] Sweden CVI value weighted  6.85 7.25 6.89 6.99 6.44 6.25 5.96
[8673] Sweden CVI tail  215.51 209.13 202.95 221.99 199.82 198.11 197.28
[8675] Sweden CVI equally weighted  60.32 60.34 61.07 60.27 57.60 58.23 54.08
[10143] Turkey CVI value weighted  86.19 83.91 81.03 85.23 83.99 84.93 76.93
[10145] Turkey CVI tail  244.41 241.26 253.17 251.20 245.00 240.06 223.06
[10147] Turkey CVI equally weighted  72.11 71.19 69.77 72.16 70.57 71.91 65.88
[10149] Switzerland CVI value weighted  7.80 8.09 7.56 7.75 7.21 6.96 6.80
[10151] Switzerland CVI tail  144.81 140.32 140.82 144.63 134.08 136.77 121.30
[10153] Switzerland CVI equally weighted  50.31 51.34 44.89 44.40 41.85 41.77 39.01
[10161] Greece CVI value weighted  34.38 34.22 32.85 33.19 32.90 33.35 33.29
[10163] Greece CVI tail  474.07 470.45 466.28 469.85 454.66 461.48 429.58
[10165] Greece CVI equally weighted  130.79 128.85 123.42 132.05 129.65 131.37 130.95
[10167] Finland CVI value weighted  4.80 5.04 4.72 4.64 4.64 4.58 4.33
[10169] Finland CVI tail  118.43 128.54 116.17 114.42 114.42 107.88 107.27
[10171] Finland CVI equally weighted  35.33 36.34 34.69 32.11 31.21 28.41 27.54
RMI CVI - Asia
[8985] Malaysia CVI value weighted  13.78 13.52 13.18 13.18 13.01 12.82 12.78
[8987] Malaysia CVI tail  238.17 234.49 221.35 225.81 222.79 220.11 214.42
[8989] Malaysia CVI equally weighted  72.01 72.08 69.50 69.55 67.56 66.97 67.13
[8991] Philippines CVI value weighted  15.88 16.01 15.46 15.15 14.79 14.56 15.11
[8993] Philippines CVI tail  115.57 116.07 116.44 113.11 111.59 108.89 111.32
[8995] Philippines CVI equally weighted  26.15 26.52 25.90 25.74 25.40 25.25 25.71
[8997] Thailand CVI value weighted  6.94 6.77 6.75 6.69 6.48 6.45 6.44
[8999] Thailand CVI tail  107.50 108.06 108.06 107.92 100.75 100.75 101.65
[9001] Thailand CVI equally weighted  23.94 23.89 23.88 23.65 22.95 22.94 23.08
[9003] Vietnam CVI value weighted  21.92 21.79 21.54 22.02 21.72 21.72 21.99
[9005] Vietnam CVI tail  223.61 228.02 231.76 224.37 232.30 231.97 237.94
[9007] Vietnam CVI equally weighted  67.98 67.33 68.93 68.17 69.26 69.70 69.62
[10173] Indonesia CVI value weighted  32.42 31.84 31.75 31.72 31.03 30.77 30.87
[10175] Indonesia CVI tail  236.21 236.03 232.51 235.06 223.72 224.27 222.88
[10177] Indonesia CVI equally weighted  57.33 57.14 57.06 57.23 55.45 54.83 55.01
[4591] China CVI value weighted  31.62 31.78 31.17 31.09 30.19 29.82 29.90
[4909] China CVI tail  212.67 214.25 210.97 213.88 206.54 207.37 210.72
[4911] China CVI equally weighted  70.18 70.61 69.34 69.87 68.63 68.21 68.47
[4913] Japan CVI value weighted  3.71 3.54 3.53 3.36 3.20 3.32 3.28
[4915] Japan CVI tail  25.76 24.33 23.68 22.35 21.71 22.54 22.67
[4917] Japan CVI equally weighted  6.32 5.92 5.85 5.51 5.29 5.48 5.55
[4919] Singapore CVI value weighted  9.59 9.38 9.07 9.08 8.77 8.66 8.59
[4921] Singapore CVI tail  204.26 207.95 188.67 201.19 185.71 185.17 186.18
[4923] Singapore CVI equally weighted  49.75 50.25 47.71 46.36 45.49 46.44 46.35
[8683] Australia CVI value weighted  4.86 4.86 4.59 4.63 4.53 4.38 4.29
[8685] Australia CVI tail  139.47 144.29 134.49 127.99 126.98 123.33 133.11
[8687] Australia CVI equally weighted  33.06 33.77 31.12 30.52 32.00 29.62 30.86
[8681] Taiwan CVI value weighted  2.89 2.92 2.81 2.88 2.69 2.58 2.54
[8679] Taiwan CVI tail  19.11 18.49 18.16 19.15 18.00 16.76 17.03
[8677] Taiwan CVI equally weighted  4.49 4.53 4.33 4.49 4.17 4.06 4.06
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  5.67 5.62 5.50 5.29 4.83 4.83 4.56
[4949] S&P 500 CVI tail  41.01 40.92 40.11 38.70 38.27 38.27 34.55
[4951] S&P 500 CVI equally weighted  9.93 9.91 9.65 9.39 8.90 8.90 8.41
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