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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: 16.01.2020 15.01.2020 14.01.2020 13.01.2020 10.01.2020 09.01.2020 08.01.2020
RMI CVI - North America
[4587] US CVI value weighted  5.22 5.28 5.31 5.33 5.38 5.33 5.32
[4899] US CVI tail  294.42 308.43 312.11 322.18 311.58 305.52 309.42
[4901] US CVI equally weighted  74.26 76.76 77.85 78.67 77.35 76.20 74.94
[4903] Canada CVI value weighted  6.64 6.47 6.58 6.74 6.86 6.85 7.06
[4905] Canada CVI tail  612.47 615.54 656.07 698.46 735.20 739.54 841.63
[4907] Canada CVI equally weighted  148.34 146.34 155.17 153.98 160.59 160.33 170.90
RMI CVI - Asia
[8985] Malaysia CVI value weighted  12.09 12.14 12.17 12.10 12.10 12.06 12.19
[8987] Malaysia CVI tail  185.09 192.55 183.84 189.07 185.27 181.18 182.76
[8989] Malaysia CVI equally weighted  50.13 50.35 49.72 50.11 48.70 49.05 49.64
[8991] Philippines CVI value weighted  11.26 11.24 10.66 10.71 10.71 10.66 10.69
[8993] Philippines CVI tail  96.53 93.68 89.31 89.15 89.15 93.51 87.24
[8995] Philippines CVI equally weighted  19.23 19.26 18.74 18.60 18.60 18.79 18.79
[8997] Thailand CVI value weighted  6.46 6.54 6.46 6.45 6.47 6.45 6.68
[8999] Thailand CVI tail  84.54 85.57 85.04 85.54 85.48 88.58 90.13
[9001] Thailand CVI equally weighted  22.10 22.80 22.69 22.86 22.97 22.98 23.25
[9003] Vietnam CVI value weighted  11.30 11.53 11.50 11.60 11.53 11.53 11.81
[9005] Vietnam CVI tail  235.69 229.82 229.19 231.86 229.12 225.41 228.40
[9007] Vietnam CVI equally weighted  66.47 67.16 64.52 67.43 67.89 66.08 65.43
[10173] Indonesia CVI value weighted  28.06 28.32 27.50 27.94 28.23 28.43 29.18
[10175] Indonesia CVI tail  180.24 182.34 179.13 172.08 168.59 179.23 173.48
[10177] Indonesia CVI equally weighted  44.03 45.04 43.83 43.95 43.95 44.38 45.07
[4591] China CVI value weighted  28.21 28.18 28.17 28.04 28.44 28.42 28.92
[4909] China CVI tail  258.90 256.35 255.01 254.45 255.40 252.38 257.43
[4911] China CVI equally weighted  83.15 82.52 82.51 82.58 83.11 82.65 84.07
[4913] Japan CVI value weighted  7.18 7.12 7.03 6.88 6.88 7.06 7.38
[4915] Japan CVI tail  19.59 19.23 19.02 18.68 18.68 19.09 19.93
[4917] Japan CVI equally weighted  5.04 5.00 4.99 4.83 4.83 4.92 5.14
[4919] Singapore CVI value weighted  9.30 9.48 9.40 9.42 9.38 9.31 9.41
[4921] Singapore CVI tail  141.29 137.98 138.21 147.19 141.26 141.86 157.86
[4923] Singapore CVI equally weighted  34.44 35.46 36.58 37.62 37.00 36.68 38.37
[8683] Australia CVI value weighted  6.47 6.56 6.60 6.73 6.67 6.77 6.85
[8685] Australia CVI tail  193.00 190.31 195.50 195.65 186.80 180.02 186.18
[8687] Australia CVI equally weighted  47.25 45.85 48.42 48.82 49.78 47.21 47.29
[8681] Taiwan CVI value weighted  1.22 1.22 1.20 1.22 1.24 1.26 1.30
[8679] Taiwan CVI tail  9.94 9.94 9.95 10.23 10.25 10.24 10.60
[8677] Taiwan CVI equally weighted  2.42 2.44 2.42 2.45 2.46 2.46 2.59
RMI CVI - Middle East
[10155] Israel CVI value weighted  5.76 5.82 6.04 6.14 6.12 6.14 6.11
[10157] Israel CVI tail  91.82 90.73 94.53 94.78 94.30 94.37 97.43
[10159] Israel CVI equally weighted  23.69 23.29 23.47 23.63 23.58 23.73 23.90
RMI CVI - Europe
[4941] Eurozone CVI value weighted  4.95 4.98 4.93 4.93 4.90 4.91 4.90
[4943] Eurozone CVI tail  75.41 75.15 76.15 76.66 77.49 78.37 78.11
[4945] Eurozone CVI equally weighted  24.55 24.53 24.78 25.10 25.38 24.68 24.58
[4929] Germany CVI value weighted  5.05 5.07 4.98 4.95 4.93 4.92 4.93
[4931] Germany CVI tail  95.05 92.51 94.83 95.14 95.59 96.19 98.38
[4933] Germany CVI equally weighted  27.64 27.09 27.76 27.16 28.49 28.25 27.90
[4589] France CVI value weighted  4.78 4.79 4.76 4.78 4.73 4.74 4.71
[4925] France CVI tail  59.94 61.09 59.55 62.11 61.05 61.91 62.35
[4927] France CVI equally weighted  18.55 18.51 18.54 21.58 21.21 21.05 21.05
[4935] UK CVI value weighted  8.45 8.43 8.40 8.46 8.43 8.35 8.33
[4937] UK CVI tail  151.08 154.11 148.73 148.52 155.09 154.14 148.98
[4939] UK CVI equally weighted  41.75 41.07 40.18 40.69 39.97 39.38 38.72
[8659] Denmark CVI value weighted  7.38 7.27 7.45 7.60 7.63 7.69 7.70
[8663] Denmark CVI tail  115.10 120.79 127.09 114.19 114.59 117.81 132.11
[8661] Denmark CVI equally weighted  32.27 32.30 32.70 32.48 32.95 34.27 35.03
[8665] Norway CVI value weighted  13.99 14.03 13.83 13.81 13.75 13.79 13.66
[8667] Norway CVI tail  301.40 309.56 307.78 283.34 321.33 347.75 329.53
[8669] Norway CVI equally weighted  69.53 69.20 67.30 65.02 65.00 68.68 68.37
[8671] Sweden CVI value weighted  3.80 3.89 3.85 3.88 3.89 3.82 3.83
[8673] Sweden CVI tail  113.52 110.16 116.82 117.40 120.61 119.64 119.07
[8675] Sweden CVI equally weighted  28.80 29.37 29.65 29.48 29.71 29.41 29.20
[10143] Turkey CVI value weighted  22.78 22.86 23.24 23.74 24.44 24.72 28.12
[10145] Turkey CVI tail  75.41 76.61 78.91 80.10 86.17 85.85 95.93
[10147] Turkey CVI equally weighted  23.29 22.92 23.01 23.27 24.25 24.51 27.58
[10149] Switzerland CVI value weighted  3.91 3.91 3.93 4.01 4.00 3.96 3.94
[10151] Switzerland CVI tail  100.27 97.97 100.88 107.47 105.16 107.44 100.25
[10153] Switzerland CVI equally weighted  28.35 30.06 30.16 30.96 30.85 30.54 31.08
[10161] Greece CVI value weighted  9.03 8.97 9.04 9.12 8.93 8.81 8.87
[10163] Greece CVI tail  195.64 181.63 176.66 179.13 178.01 178.54 177.82
[10165] Greece CVI equally weighted  49.97 49.52 50.72 52.20 51.83 50.28 50.30
[10167] Finland CVI value weighted  4.77 4.90 4.89 4.92 4.98 5.05 5.02
[10169] Finland CVI tail  51.20 51.01 54.29 51.85 54.84 56.75 55.23
[10171] Finland CVI equally weighted  13.40 13.54 13.42 13.57 13.71 13.79 13.74
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  2.38 2.40 2.39 2.39 2.41 2.39 2.40
[4949] S&P 500 CVI tail  29.36 29.68 29.08 28.83 28.91 28.47 27.52
[4951] S&P 500 CVI equally weighted  6.91 7.08 7.20 7.45 7.57 7.58 7.57
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