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Cbonds Page: Risk Management Institute

Società Risk Management Institute
nome completo della società NUS RMI Credit Research Initiative
paese Singapore
Indirizzo 21 Heng Mui Keng Terrace I3 Building, Level 4 Singapore 119613
telefono (65) 6516 3380
fax (65) 6874 5430
e-mail rmicri@nus.edu.sg
Sito internet http://www.rmi.nus.edu.sg/

Profilo

The Credit Research Initiative (CRI) is a non-profit undertaking by the Risk Management Institute at NUS, and seeks to promote research and development in the critical area of credit risk. The foundation of the CRI is the probability of default (PD) model which has been developed using a database of over 60,000 listed firms in Asia-Pacific, North America, Europe, Latin America, the Middle East and Africa. The outputs of RMI's PD model are avilable on http://www.rmicri.org/, including daily updated PDs for individual firms in the aforementioned regions and aggregate PDs for different economies and sectors. The RMI family of Corporate Vulnerability Indices (RMI CVI) are derived from firm-specific RMI PDs.

This non-profit initiative was conceptualized by Professor Jin-Chuan Duan in March 2009. It takes a "public good" approach to credit rating with the goal of keeping the PD model current, evolutionary and organic, and functions like a "selective Wikipedia." RMI announced the CRI in July 2009 and started releasing results from its PD model in July 2010 at its fourth Annual Risk Management Conference.

Contatti

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Indici giornalieri

Tipo: 23/05/2019 22/05/2019 21/05/2019 20/05/2019 17/05/2019 16/05/2019 15/05/2019
RMI CVI - Asia
[8985] Malaysia CVI value weighted  14.16 14.12 14.12 13.91 13.91 13.94 13.71
[8987] Malaysia CVI tail  221.41 220.92 219.05 218.92 219.09 218.68 226.48
[8989] Malaysia CVI equally weighted  76.64 74.99 74.66 74.19 74.18 73.01 71.74
[8991] Philippines CVI value weighted  12.61 12.55 12.86 13.03 13.21 13.43 12.92
[8993] Philippines CVI tail  83.58 83.78 85.75 89.91 90.68 89.83 85.72
[8995] Philippines CVI equally weighted  18.69 18.83 19.15 19.28 19.47 19.66 19.39
[8997] Thailand CVI value weighted  7.56 7.35 7.53 7.30 7.30 7.18 7.10
[8999] Thailand CVI tail  88.30 87.23 89.74 88.56 88.56 87.36 87.79
[9001] Thailand CVI equally weighted  22.40 22.03 22.65 22.27 22.27 21.93 21.29
[9003] Vietnam CVI value weighted  16.68 16.73 16.56 16.27 16.70 16.96 16.72
[9005] Vietnam CVI tail  209.02 211.34 210.63 216.05 210.70 212.05 202.86
[9007] Vietnam CVI equally weighted  64.10 65.62 64.91 65.36 69.26 65.97 65.04
[10173] Indonesia CVI value weighted  34.65 35.90 35.99 36.27 37.80 36.63 35.65
[10175] Indonesia CVI tail  174.56 184.51 185.24 186.88 189.56 199.25 192.06
[10177] Indonesia CVI equally weighted  47.21 48.25 48.68 48.87 50.79 51.87 50.94
[4591] China CVI value weighted  30.27 29.45 29.26 29.59 29.14 28.16 28.17
[4909] China CVI tail  219.78 215.84 214.18 214.83 212.69 204.95 205.18
[4911] China CVI equally weighted  74.43 71.97 71.42 72.30 71.43 68.88 68.85
[4913] Japan CVI value weighted  6.72 6.67 6.61 6.59 6.48 6.59 6.38
[4915] Japan CVI tail  27.71 27.31 27.56 27.34 26.26 26.64 25.89
[4917] Japan CVI equally weighted  7.06 6.99 7.01 6.97 6.77 6.88 6.74
[4919] Singapore CVI value weighted  8.74 8.37 8.47 8.21 8.19 7.93 7.99
[4921] Singapore CVI tail  162.19 171.64 184.34 147.64 147.64 156.43 155.28
[4923] Singapore CVI equally weighted  37.52 36.00 36.56 34.12 34.11 35.21 34.19
[8683] Australia CVI value weighted  3.48 3.44 3.45 3.49 3.66 3.64 3.70
[8685] Australia CVI tail  164.40 163.44 165.41 155.84 172.55 163.79 168.37
[8687] Australia CVI equally weighted  39.04 38.31 38.89 39.21 41.14 38.91 40.17
[8681] Taiwan CVI value weighted  2.13 2.04 2.02 2.06 2.05 2.00 1.93
[8679] Taiwan CVI tail  16.12 15.52 15.60 15.97 15.50 15.11 14.71
[8677] Taiwan CVI equally weighted  4.75 4.61 4.53 4.48 4.31 4.11 3.97
RMI CVI - Europe
[4941] Eurozone CVI value weighted  6.76 6.48 6.41 6.51 6.28 6.19 6.32
[4943] Eurozone CVI tail  117.63 115.66 113.41 115.58 113.42 114.95 113.94
[4945] Eurozone CVI equally weighted  32.32 31.66 31.49 31.90 31.15 31.18 31.17
[4929] Germany CVI value weighted  8.85 8.43 8.33 8.50 8.23 8.03 8.11
[4931] Germany CVI tail  115.98 116.19 115.63 116.68 116.00 115.88 112.02
[4933] Germany CVI equally weighted  33.83 33.57 33.42 33.02 31.39 31.15 31.52
[4589] France CVI value weighted  5.79 5.55 5.49 5.52 5.29 5.23 5.36
[4925] France CVI tail  102.43 96.47 99.29 94.02 96.59 91.53 91.43
[4927] France CVI equally weighted  30.05 28.62 28.78 28.16 27.31 27.19 26.38
[4935] UK CVI value weighted  17.91 17.54 17.33 17.45 17.08 16.86 16.96
[4937] UK CVI tail  185.30 187.58 184.20 183.61 185.63 181.55 185.22
[4939] UK CVI equally weighted  52.46 51.49 50.69 50.97 50.94 48.10 48.03
[8659] Denmark CVI value weighted  7.59 7.47 7.60 7.82 7.59 7.59 7.79
[8663] Denmark CVI tail  149.18 151.11 148.66 152.72 156.29 156.29 149.24
[8661] Denmark CVI equally weighted  33.19 32.75 32.97 33.74 33.12 33.14 33.00
[8665] Norway CVI value weighted  13.45 12.47 12.45 12.58 12.55 12.46 12.97
[8667] Norway CVI tail  370.99 318.16 294.29 284.22 328.81 329.98 341.03
[8669] Norway CVI equally weighted  91.87 85.06 91.22 91.82 90.89 91.14 93.62
[8671] Sweden CVI value weighted  7.65 7.34 7.24 7.38 7.13 7.00 7.20
[8673] Sweden CVI tail  201.11 203.77 226.22 227.13 200.29 209.94 203.45
[8675] Sweden CVI equally weighted  59.71 57.53 57.84 57.00 54.86 55.86 55.13
[10143] Turkey CVI value weighted  66.52 67.67 63.58 61.31 61.29 60.76 60.20
[10145] Turkey CVI tail  215.14 220.73 194.52 194.33 187.48 186.43 181.47
[10147] Turkey CVI equally weighted  59.97 59.91 55.89 54.06 54.04 53.83 53.18
[10149] Switzerland CVI value weighted  6.04 5.95 5.98 6.00 5.92 5.84 6.14
[10151] Switzerland CVI tail  129.04 127.34 124.24 125.25 120.62 118.20 119.34
[10153] Switzerland CVI equally weighted  50.54 50.23 50.22 49.36 49.35 48.35 49.88
[10161] Greece CVI value weighted  18.44 17.99 17.59 19.09 17.81 17.95 18.26
[10163] Greece CVI tail  357.32 361.57 354.26 377.46 382.14 363.98 359.51
[10165] Greece CVI equally weighted  77.98 77.36 75.70 79.59 81.07 83.56 81.35
[10167] Finland CVI value weighted  6.06 5.75 5.66 5.81 5.70 5.70 5.97
[10169] Finland CVI tail  77.51 78.86 80.87 80.19 77.54 76.61 78.04
[10171] Finland CVI equally weighted  21.25 19.85 20.32 21.18 21.17 20.84 21.02
RMI CVI - Middle East
[10155] Israel CVI value weighted  9.24 8.94 9.01 9.09 9.03 8.98 9.14
[10157] Israel CVI tail  99.91 97.90 104.25 95.74 96.30 101.41 97.83
[10159] Israel CVI equally weighted  45.84 45.41 44.78 43.60 43.30 43.34 42.92
RMI CVI - North America
[4587] US CVI value weighted  7.90 7.72 7.54 7.67 7.56 7.48 7.49
[4899] US CVI tail  300.65 290.19 284.93 286.13 289.18 278.32 271.20
[4901] US CVI equally weighted  73.49 71.42 69.87 69.78 69.28 67.06 64.72
[4903] Canada CVI value weighted  6.54 6.27 6.14 6.10 6.08 6.03 6.12
[4905] Canada CVI tail  364.17 375.01 348.66 347.39 347.39 387.83 360.04
[4907] Canada CVI equally weighted  89.10 84.00 82.70 81.47 81.37 85.00 80.65
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  5.01 4.90 4.79 4.87 4.82 4.78 4.80
[4949] S&P 500 CVI tail  54.00 52.42 44.39 45.89 45.08 43.06 42.65
[4951] S&P 500 CVI equally weighted  10.20 9.83 9.43 9.69 9.45 9.36 9.24
mostra altri indici
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