Germany CVI value weighted
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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 Germany. Value-weighted CVI (CVI vw)- RMI PDs are aggregated with each firm weighted by its market-capitalization so that the size of each firm is taken into account.
Wartości indeksu można uzyskać poprzez aplikację Cbonds dla Excel dzięki formule CbondsIndexValue(4929, date)
program uzupełniający Cbonds| Indeks | Ostatnia wartość | Data |
|---|---|---|
| Eurozone CVI value weighted | 14,91 bps | 2026-10-02 |
| Eurozone CVI tail | 197,46 bps | 2026-10-02 |
| Eurozone CVI equally weighted | 63,37 bps | 2026-10-02 |
| Germany CVI value weighted | 20,7 bps | 2026-10-02 |
| Germany CVI tail | 277,22 bps | 2026-10-02 |
| Germany CVI equally weighted | 80,09 bps | 2026-10-02 |
| France CVI value weighted | 16,98 bps | 2026-10-02 |
| France CVI tail | 258,7 bps | 2026-10-02 |
| France CVI equally weighted | 72,21 bps | 2026-10-02 |
| UK CVI value weighted | 11 bps | 2026-10-02 |
| UK CVI tail | 145,3 bps | 2026-10-02 |
| UK CVI equally weighted | 41,52 bps | 2026-10-02 |
| Denmark CVI value weighted | 21,95 bps | 2026-10-02 |
| Denmark CVI tail | 148,68 bps | 2026-10-02 |
| Denmark CVI equally weighted | 46,68 bps | 2026-10-02 |
| Norway CVI value weighted | 10,15 bps | 2026-10-02 |
| Norway CVI tail | 130,55 bps | 2026-10-02 |
| Norway CVI equally weighted | 35,37 bps | 2026-10-02 |
| Sweden CVI value weighted | 6,52 bps | 2026-10-02 |
| Sweden CVI tail | 169,35 bps | 2026-10-02 |
| Sweden CVI equally weighted | 47,18 bps | 2026-10-02 |
| Turkey CVI value weighted | 53,82 bps | 2026-10-02 |
| Turkey CVI tail | 188,49 bps | 2026-10-02 |
| Turkey CVI equally weighted | 63,69 bps | 2026-10-02 |
| Switzerland CVI value weighted | 5,84 bps | 2026-10-02 |
| Switzerland CVI tail | 144,93 bps | 2026-10-02 |
| Switzerland CVI equally weighted | 30,71 bps | 2026-10-02 |
| Greece CVI value weighted | 19,35 bps | 2026-10-02 |
| Greece CVI tail | 144,88 bps | 2026-10-02 |
| Greece CVI equally weighted | 45,47 bps | 2026-10-02 |
| Finland CVI value weighted | 9,56 bps | 2026-10-02 |
| Finland CVI tail | 136,6 bps | 2026-10-02 |
| Finland CVI equally weighted | 32,35 bps | 2026-10-02 |
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