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 | 12,55 bps | 2026-08-24 |
| Eurozone CVI tail | 171,11 bps | 2026-08-24 |
| Eurozone CVI equally weighted | 58,61 bps | 2026-08-24 |
| Germany CVI value weighted | 17,42 bps | 2026-08-24 |
| Germany CVI tail | 291,83 bps | 2026-08-24 |
| Germany CVI equally weighted | 79,49 bps | 2026-08-24 |
| France CVI value weighted | 12,96 bps | 2026-08-24 |
| France CVI tail | 175,57 bps | 2026-08-24 |
| France CVI equally weighted | 58,96 bps | 2026-08-24 |
| UK CVI value weighted | 9,62 bps | 2026-08-24 |
| UK CVI tail | 128,07 bps | 2026-08-24 |
| UK CVI equally weighted | 37,36 bps | 2026-08-24 |
| Denmark CVI value weighted | 20,25 bps | 2026-08-24 |
| Denmark CVI tail | 140,61 bps | 2026-08-24 |
| Denmark CVI equally weighted | 55,28 bps | 2026-08-24 |
| Norway CVI value weighted | 9,39 bps | 2026-08-24 |
| Norway CVI tail | 129,72 bps | 2026-08-24 |
| Norway CVI equally weighted | 36,23 bps | 2026-08-24 |
| Sweden CVI value weighted | 5,54 bps | 2026-08-24 |
| Sweden CVI tail | 132,99 bps | 2026-08-24 |
| Sweden CVI equally weighted | 41,31 bps | 2026-08-24 |
| Turkey CVI value weighted | 37,41 bps | 2026-08-24 |
| Turkey CVI tail | 119,24 bps | 2026-08-24 |
| Turkey CVI equally weighted | 35,81 bps | 2026-08-24 |
| Switzerland CVI value weighted | 5,03 bps | 2026-08-24 |
| Switzerland CVI tail | 148,75 bps | 2026-08-24 |
| Switzerland CVI equally weighted | 31,69 bps | 2026-08-24 |
| Greece CVI value weighted | 17,27 bps | 2026-08-24 |
| Greece CVI tail | 129,48 bps | 2026-08-24 |
| Greece CVI equally weighted | 39,44 bps | 2026-08-24 |
| Finland CVI value weighted | 8,91 bps | 2026-08-24 |
| Finland CVI tail | 101,54 bps | 2026-08-24 |
| Finland CVI equally weighted | 33,11 bps | 2026-08-24 |