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Cbonds 页面: Risk Management Institute

公司 Risk Management Institute
公司全名 NUS RMI Credit Research Initiative
风险所在国 Singapore
地址 21 Heng Mui Keng Terrace I3 Building, Level 4 Singapore 119613
电话 (65) 6516 3380
传真 (65) 6874 5430
电子邮件 rmicri@nus.edu.sg
网址 http://www.rmi.nus.edu.sg/

轮廓

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.

联系我们

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

每日指数

类型: 2020年01月27日 2020年01月24日 2020年01月23日 2020年01月22日 2020年01月21日 2020年01月20日 2020年01月17日
RMI CVI - North America
[4587] US CVI value weighted  5.59 5.45 5.34 5.39 5.27 5.22 5.22
[4899] US CVI tail  325.77 317.40 311.32 311.20 300.96 295.83 295.83
[4901] US CVI equally weighted  80.85 79.35 77.06 76.54 74.54 74.94 74.77
[4903] Canada CVI value weighted  6.82 6.96 6.83 6.74 6.70 6.61 6.66
[4905] Canada CVI tail  604.75 617.17 584.70 619.20 636.19 634.82 610.22
[4907] Canada CVI equally weighted  141.45 140.74 143.51 142.23 145.46 146.00 152.33
RMI CVI - Asia
[8985] Malaysia CVI value weighted  12.42 12.42 12.30 12.23 12.21 12.04 11.94
[8987] Malaysia CVI tail  182.49 182.49 184.99 187.08 189.84 179.37 185.06
[8989] Malaysia CVI equally weighted  49.21 49.21 49.66 48.51 51.36 50.28 49.08
[8991] Philippines CVI value weighted  11.56 11.34 11.46 11.83 11.84 11.54 11.17
[8993] Philippines CVI tail  101.77 99.58 94.89 102.40 102.30 98.68 96.06
[8995] Philippines CVI equally weighted  19.34 18.83 19.12 19.52 19.65 19.31 19.09
[8997] Thailand CVI value weighted  7.46 6.96 6.89 6.81 6.76 6.60 6.47
[8999] Thailand CVI tail  94.64 91.39 92.90 88.18 91.84 87.58 85.74
[9001] Thailand CVI equally weighted  24.72 23.36 22.88 22.79 22.59 22.51 22.59
[9003] Vietnam CVI value weighted  11.08 11.08 11.08 11.08 10.97 11.23 11.19
[9005] Vietnam CVI tail  221.42 221.42 221.42 221.42 228.17 224.26 227.12
[9007] Vietnam CVI equally weighted  64.62 64.62 64.62 64.62 64.87 65.70 64.15
[10173] Indonesia CVI value weighted  30.27 28.35 28.27 28.70 28.81 28.35 27.87
[10175] Indonesia CVI tail  186.75 184.79 185.31 186.61 187.13 184.77 181.19
[10177] Indonesia CVI equally weighted  48.11 46.07 45.86 46.39 45.94 45.17 44.35
[4591] China CVI value weighted  29.48 29.39 29.29 28.45 28.67 28.04 28.17
[4909] China CVI tail  270.30 270.30 270.10 260.66 255.21 257.73 260.78
[4911] China CVI equally weighted  86.14 86.23 86.12 84.08 83.51 83.30 83.82
[4913] Japan CVI value weighted  7.54 7.23 7.14 7.06 7.11 7.05 7.12
[4915] Japan CVI tail  20.41 19.40 19.05 18.62 18.55 18.85 19.10
[4917] Japan CVI equally weighted  5.32 5.09 4.98 4.92 4.94 4.95 5.01
[4919] Singapore CVI value weighted  9.44 9.37 9.43 9.36 9.48 9.36 9.33
[4921] Singapore CVI tail  132.18 132.22 143.20 138.71 136.30 145.20 137.76
[4923] Singapore CVI equally weighted  33.32 32.84 34.90 34.40 33.94 34.06 34.68
[8683] Australia CVI value weighted  6.53 6.53 6.60 6.45 6.58 6.51 6.47
[8685] Australia CVI tail  193.04 193.18 194.47 194.01 200.91 200.36 194.95
[8687] Australia CVI equally weighted  46.55 46.46 46.73 46.14 47.41 46.58 46.75
[8681] Taiwan CVI value weighted  1.20 1.20 1.20 1.20 1.20 1.20 1.21
[8679] Taiwan CVI tail  10.05 10.05 10.05 10.05 10.05 10.11 10.00
[8677] Taiwan CVI equally weighted  2.41 2.39 2.40 2.39 2.36 2.41 2.42
RMI CVI - Middle East
[10155] Israel CVI value weighted  6.12 5.67 5.67 5.68 5.76 5.81 5.76
[10157] Israel CVI tail  85.35 90.09 90.09 91.22 91.90 91.31 87.18
[10159] Israel CVI equally weighted  24.83 24.16 23.97 24.14 23.65 23.90 23.10
RMI CVI - Europe
[4941] Eurozone CVI value weighted  5.40 5.12 5.14 5.05 5.02 4.96 4.91
[4943] Eurozone CVI tail  79.74 76.21 77.09 77.94 75.71 75.87 76.69
[4945] Eurozone CVI equally weighted  26.66 25.43 25.40 25.09 24.72 24.26 24.81
[4929] Germany CVI value weighted  5.55 5.22 5.22 5.15 5.12 5.06 5.05
[4931] Germany CVI tail  99.46 97.12 91.85 91.44 94.68 93.76 94.28
[4933] Germany CVI equally weighted  30.26 27.97 28.59 28.64 28.48 28.07 27.09
[4589] France CVI value weighted  5.29 4.97 4.99 4.89 4.85 4.76 4.68
[4925] France CVI tail  63.36 65.51 67.43 68.54 63.67 60.27 60.19
[4927] France CVI equally weighted  20.58 19.91 19.68 19.26 19.10 18.40 18.40
[4935] UK CVI value weighted  9.14 8.63 8.81 8.67 8.61 8.54 8.38
[4937] UK CVI tail  156.10 150.67 152.07 148.40 148.69 151.59 151.07
[4939] UK CVI equally weighted  44.36 42.55 42.80 41.97 42.07 41.98 41.71
[8659] Denmark CVI value weighted  7.52 7.06 7.26 7.22 7.25 7.21 7.21
[8663] Denmark CVI tail  117.18 114.99 119.88 116.71 112.00 110.08 113.26
[8661] Denmark CVI equally weighted  30.70 29.84 31.05 31.39 31.80 31.42 31.58
[8665] Norway CVI value weighted  15.18 14.22 14.44 14.02 14.10 13.76 13.50
[8667] Norway CVI tail  380.97 349.41 339.78 311.31 327.56 288.02 300.83
[8669] Norway CVI equally weighted  77.31 72.08 73.39 71.42 71.60 68.97 68.14
[8671] Sweden CVI value weighted  4.07 3.81 3.90 3.81 3.76 3.77 3.72
[8673] Sweden CVI tail  101.97 94.22 99.60 105.29 111.35 104.21 105.07
[8675] Sweden CVI equally weighted  28.65 28.23 27.16 28.32 27.69 28.36 27.60
[10143] Turkey CVI value weighted  23.75 23.75 22.86 21.78 20.53 21.51 22.25
[10145] Turkey CVI tail  82.59 83.06 84.02 80.90 78.08 78.40 76.53
[10147] Turkey CVI equally weighted  22.73 22.87 22.86 23.14 22.81 23.48 23.53
[10149] Switzerland CVI value weighted  4.08 3.91 3.94 3.86 3.85 3.87 3.82
[10151] Switzerland CVI tail  106.25 101.12 107.05 98.62 97.91 99.02 98.73
[10153] Switzerland CVI equally weighted  30.15 29.55 29.80 28.97 28.02 29.20 29.39
[10161] Greece CVI value weighted  9.88 9.46 9.48 9.30 9.12 8.94 9.03
[10163] Greece CVI tail  208.07 207.92 197.96 196.11 191.67 189.93 187.21
[10165] Greece CVI equally weighted  58.27 55.21 54.62 53.56 52.22 50.39 50.07
[10167] Finland CVI value weighted  5.17 4.90 4.93 4.82 4.82 4.70 4.73
[10169] Finland CVI tail  62.74 59.25 58.82 55.98 56.48 53.38 52.43
[10171] Finland CVI equally weighted  14.25 13.60 13.62 13.35 13.56 13.35 13.36
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  2.58 2.50 2.44 2.46 2.40 2.36 2.36
[4949] S&P 500 CVI tail  30.52 31.51 31.25 30.02 30.07 28.95 28.95
[4951] S&P 500 CVI equally weighted  7.80 7.46 7.11 7.25 7.05 6.91 6.91
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