Switzerland CVI tail
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This indice belongs to a new suite of indices produced by RMI’s Credit Research Initiative. RMI Probabilities of Default (RMI PDs) of individual firms are used in the CVI to produce bottom-up measures of credit risk in economics of Switzerland. Tail CVI (CVI tail) - In taking the 5th percentile of the highest RMI PD, the most vulnerable firms in a group are measured.
Wartości indeksu można uzyskać poprzez aplikację Cbonds dla Excel dzięki formule CbondsIndexValue(10151, date)
program uzupełniający Cbonds| Indeks | Ostatnia wartość | Data |
|---|---|---|
| Eurozone CVI value weighted | 15,27 bps | 2026-10-12 |
| Eurozone CVI tail | 208,62 bps | 2026-10-12 |
| Eurozone CVI equally weighted | 67,65 bps | 2026-10-12 |
| Germany CVI value weighted | 21,56 bps | 2026-10-12 |
| Germany CVI tail | 331,06 bps | 2026-10-12 |
| Germany CVI equally weighted | 85,25 bps | 2026-10-12 |
| France CVI value weighted | 16,7 bps | 2026-10-12 |
| France CVI tail | 247,22 bps | 2026-10-12 |
| France CVI equally weighted | 81,29 bps | 2026-10-12 |
| UK CVI value weighted | 10,79 bps | 2026-10-12 |
| UK CVI tail | 141,35 bps | 2026-10-12 |
| UK CVI equally weighted | 42,97 bps | 2026-10-12 |
| Denmark CVI value weighted | 21,49 bps | 2026-10-12 |
| Denmark CVI tail | 161,62 bps | 2026-10-12 |
| Denmark CVI equally weighted | 40,52 bps | 2026-10-12 |
| Norway CVI value weighted | 9,8 bps | 2026-10-12 |
| Norway CVI tail | 125,04 bps | 2026-10-12 |
| Norway CVI equally weighted | 36,96 bps | 2026-10-12 |
| Sweden CVI value weighted | 6,51 bps | 2026-10-12 |
| Sweden CVI tail | 177,87 bps | 2026-10-12 |
| Sweden CVI equally weighted | 48,25 bps | 2026-10-12 |
| Turkey CVI value weighted | 53,68 bps | 2026-10-12 |
| Turkey CVI tail | 193,82 bps | 2026-10-12 |
| Turkey CVI equally weighted | 62,79 bps | 2026-10-12 |
| Switzerland CVI value weighted | 5,68 bps | 2026-10-12 |
| Switzerland CVI tail | 143,95 bps | 2026-10-12 |
| Switzerland CVI equally weighted | 28,39 bps | 2026-10-12 |
| Greece CVI value weighted | 21 bps | 2026-10-12 |
| Greece CVI tail | 154,51 bps | 2026-10-12 |
| Greece CVI equally weighted | 50,81 bps | 2026-10-12 |
| Finland CVI value weighted | 10,17 bps | 2026-10-12 |
| Finland CVI tail | 140,81 bps | 2026-10-12 |
| Finland CVI equally weighted | 31,94 bps | 2026-10-12 |
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