UK 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 UK. 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(4935, date)
program uzupełniający Cbonds| Indeks | Ostatnia wartość | Data |
|---|---|---|
| Eurozone CVI value weighted | 15,64 bps | 2026-10-26 |
| Eurozone CVI tail | 223,11 bps | 2026-10-26 |
| Eurozone CVI equally weighted | 68,08 bps | 2026-10-26 |
| Germany CVI value weighted | 20,83 bps | 2026-10-26 |
| Germany CVI tail | 331,7 bps | 2026-10-26 |
| Germany CVI equally weighted | 82,48 bps | 2026-10-26 |
| France CVI value weighted | 16,81 bps | 2026-10-26 |
| France CVI tail | 248,93 bps | 2026-10-26 |
| France CVI equally weighted | 75,11 bps | 2026-10-26 |
| UK CVI value weighted | 10,7 bps | 2026-10-26 |
| UK CVI tail | 145,44 bps | 2026-10-26 |
| UK CVI equally weighted | 44,42 bps | 2026-10-26 |
| Denmark CVI value weighted | 19,43 bps | 2026-10-26 |
| Denmark CVI tail | 163,53 bps | 2026-10-26 |
| Denmark CVI equally weighted | 39,71 bps | 2026-10-26 |
| Norway CVI value weighted | 8,4 bps | 2026-10-26 |
| Norway CVI tail | 102,63 bps | 2026-10-26 |
| Norway CVI equally weighted | 34,16 bps | 2026-10-26 |
| Sweden CVI value weighted | 6,84 bps | 2026-10-26 |
| Sweden CVI tail | 184,38 bps | 2026-10-26 |
| Sweden CVI equally weighted | 55,06 bps | 2026-10-26 |
| Turkey CVI value weighted | 69,66 bps | 2026-10-26 |
| Turkey CVI tail | 302,93 bps | 2026-10-26 |
| Turkey CVI equally weighted | 95,45 bps | 2026-10-26 |
| Switzerland CVI value weighted | 5,45 bps | 2026-10-26 |
| Switzerland CVI tail | 139,51 bps | 2026-10-26 |
| Switzerland CVI equally weighted | 29,17 bps | 2026-10-26 |
| Greece CVI value weighted | 19,55 bps | 2026-10-26 |
| Greece CVI tail | 142,91 bps | 2026-10-26 |
| Greece CVI equally weighted | 63,15 bps | 2026-10-26 |
| Finland CVI value weighted | 12,91 bps | 2026-10-26 |
| Finland CVI tail | 143,03 bps | 2026-10-26 |
| Finland CVI equally weighted | 33,45 bps | 2026-10-26 |
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