Eurozone 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 Eurozone. 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(4941, date)
program uzupełniający Cbonds| Indeks | Ostatnia wartość | Data |
|---|---|---|
| Eurozone CVI value weighted | 13,83 bps | 2026-09-21 |
| Eurozone CVI tail | 190,23 bps | 2026-09-21 |
| Eurozone CVI equally weighted | 59,66 bps | 2026-09-21 |
| Germany CVI value weighted | 19,58 bps | 2026-09-21 |
| Germany CVI tail | 300,47 bps | 2026-09-21 |
| Germany CVI equally weighted | 78,3 bps | 2026-09-21 |
| France CVI value weighted | 15,33 bps | 2026-09-21 |
| France CVI tail | 214,53 bps | 2026-09-21 |
| France CVI equally weighted | 63,14 bps | 2026-09-21 |
| UK CVI value weighted | 10,22 bps | 2026-09-21 |
| UK CVI tail | 142,77 bps | 2026-09-21 |
| UK CVI equally weighted | 40,41 bps | 2026-09-21 |
| Denmark CVI value weighted | 22,98 bps | 2026-09-21 |
| Denmark CVI tail | 158,74 bps | 2026-09-21 |
| Denmark CVI equally weighted | 50,74 bps | 2026-09-21 |
| Norway CVI value weighted | 9,41 bps | 2026-09-21 |
| Norway CVI tail | 135,27 bps | 2026-09-21 |
| Norway CVI equally weighted | 32,17 bps | 2026-09-21 |
| Sweden CVI value weighted | 5,96 bps | 2026-09-21 |
| Sweden CVI tail | 166,72 bps | 2026-09-21 |
| Sweden CVI equally weighted | 46,9 bps | 2026-09-21 |
| Turkey CVI value weighted | 44,54 bps | 2026-09-21 |
| Turkey CVI tail | 156,12 bps | 2026-09-21 |
| Turkey CVI equally weighted | 51,42 bps | 2026-09-21 |
| Switzerland CVI value weighted | 5,8 bps | 2026-09-21 |
| Switzerland CVI tail | 155,08 bps | 2026-09-21 |
| Switzerland CVI equally weighted | 32,68 bps | 2026-09-21 |
| Greece CVI value weighted | 16,94 bps | 2026-09-21 |
| Greece CVI tail | 132,15 bps | 2026-09-21 |
| Greece CVI equally weighted | 39,07 bps | 2026-09-21 |
| Finland CVI value weighted | 8,93 bps | 2026-09-21 |
| Finland CVI tail | 113,39 bps | 2026-09-21 |
| Finland CVI equally weighted | 31,38 bps | 2026-09-21 |
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