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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08月07日 2020年08月06日 2020年08月05日 2020年08月04日 2020年08月03日 2020年07月31日 2020年07月30日
RMI CVI - North America
[4587] US CVI value weighted  10.93 11.01 11.04 11.02 11.14 11.06 10.99
[4899] US CVI tail  228.92 240.04 234.78 245.55 249.55 259.78 246.22
[4901] US CVI equally weighted  55.26 56.16 55.70 56.79 59.43 60.12 57.72
[4903] Canada CVI value weighted  9.90 9.94 9.91 10.35 10.62 10.61 10.31
[4905] Canada CVI tail  376.51 381.44 387.26 387.97 388.36 391.63 401.69
[4907] Canada CVI equally weighted  103.30 106.48 105.07 104.65 104.10 105.30 104.66
RMI CVI - Asia
[8985] Malaysia CVI value weighted  24.55 24.16 24.76 25.12 25.10 24.52 24.52
[8987] Malaysia CVI tail  277.23 281.22 289.78 308.07 307.77 320.97 320.97
[8989] Malaysia CVI equally weighted  80.09 82.05 84.42 88.75 87.66 86.47 86.49
[8991] Philippines CVI value weighted  17.43 17.36 17.62 17.86 18.25 17.57 17.57
[8993] Philippines CVI tail  88.83 88.63 91.06 91.56 94.22 85.88 85.88
[8995] Philippines CVI equally weighted  23.86 23.91 24.11 24.47 24.99 24.48 24.48
[8997] Thailand CVI value weighted  17.59 17.36 17.18 17.46 17.68 17.73 18.04
[8999] Thailand CVI tail  103.47 100.05 97.50 96.94 99.18 102.59 109.18
[9001] Thailand CVI equally weighted  26.16 25.99 25.96 25.77 26.51 26.70 27.21
[9003] Vietnam CVI value weighted  22.62 22.14 22.44 22.84 24.11 24.98 24.48
[9005] Vietnam CVI tail  212.62 208.35 207.36 210.49 201.92 212.27 204.10
[9007] Vietnam CVI equally weighted  68.10 68.11 65.87 67.01 67.78 69.64 68.30
[10173] Indonesia CVI value weighted  45.86 44.90 45.73 47.43 48.77 46.54 46.54
[10175] Indonesia CVI tail  160.52 158.86 166.04 167.25 167.60 163.88 163.88
[10177] Indonesia CVI equally weighted  49.48 48.79 49.98 51.40 52.30 50.44 50.44
[4591] China CVI value weighted  23.42 22.98 22.85 22.91 23.07 23.37 23.51
[4909] China CVI tail  248.20 245.60 245.76 244.32 244.11 247.64 249.88
[4911] China CVI equally weighted  81.78 80.94 80.88 80.72 81.31 82.27 82.55
[4913] Japan CVI value weighted  11.60 11.26 11.19 11.15 11.61 11.66 11.04
[4915] Japan CVI tail  35.15 34.50 34.10 34.46 36.34 36.90 34.76
[4917] Japan CVI equally weighted  9.41 9.20 9.16 9.24 9.67 9.68 9.09
[4919] Singapore CVI value weighted  20.98 19.00 19.07 19.65 20.15 19.99 19.96
[4921] Singapore CVI tail  210.23 211.17 213.65 210.69 210.08 226.67 226.67
[4923] Singapore CVI equally weighted  52.22 50.50 51.76 51.24 51.14 52.13 52.13
[8683] Australia CVI value weighted  26.25 26.02 26.41 26.50 27.65 26.87 25.93
[8685] Australia CVI tail  245.96 252.43 258.79 266.79 273.69 273.36 273.21
[8687] Australia CVI equally weighted  64.44 65.28 69.46 70.07 70.57 69.83 71.57
[8681] Taiwan CVI value weighted  1.61 1.58 1.60 1.63 1.68 1.63 1.62
[8679] Taiwan CVI tail  10.65 10.73 11.15 11.26 11.47 10.92 11.23
[8677] Taiwan CVI equally weighted  2.89 2.89 2.90 2.90 3.03 2.94 2.93
RMI CVI - Middle East
[10155] Israel CVI value weighted  14.07 14.00 13.92 14.72 14.75 15.19 15.22
[10157] Israel CVI tail  117.64 118.19 118.37 119.72 121.52 125.42 125.51
[10159] Israel CVI equally weighted  33.44 33.40 33.41 34.36 34.69 35.25 35.41
RMI CVI - Europe
[4941] Eurozone CVI value weighted  11.90 11.85 11.70 11.96 12.20 12.80 12.49
[4943] Eurozone CVI tail  104.93 103.64 104.52 105.53 109.82 109.88 109.02
[4945] Eurozone CVI equally weighted  32.63 32.42 32.02 33.06 33.59 33.77 33.67
[4929] Germany CVI value weighted  10.49 10.47 10.56 10.54 10.60 11.25 10.89
[4931] Germany CVI tail  100.38 101.91 103.63 101.26 103.91 98.95 102.67
[4933] Germany CVI equally weighted  35.74 35.64 35.21 36.88 36.75 35.81 36.07
[4589] France CVI value weighted  12.63 12.57 12.34 12.84 13.11 13.87 13.49
[4925] France CVI tail  97.52 91.27 89.51 95.34 95.54 96.28 104.52
[4927] France CVI equally weighted  26.64 26.19 25.94 26.88 27.34 27.88 28.25
[4935] UK CVI value weighted  24.20 24.14 23.70 25.01 25.43 26.82 26.34
[4937] UK CVI tail  225.79 221.94 224.86 230.21 233.92 232.04 236.74
[4939] UK CVI equally weighted  59.48 59.20 59.39 62.11 61.52 63.58 66.55
[8659] Denmark CVI value weighted  11.38 11.57 11.28 11.69 11.39 11.90 11.76
[8663] Denmark CVI tail  117.59 114.50 111.67 118.53 119.66 125.24 125.78
[8661] Denmark CVI equally weighted  32.45 32.57 32.11 33.06 32.92 33.45 34.80
[8665] Norway CVI value weighted  31.78 31.69 31.53 33.81 34.33 36.15 36.92
[8667] Norway CVI tail  417.40 457.04 421.20 459.41 464.92 471.59 477.37
[8669] Norway CVI equally weighted  104.24 110.44 109.49 115.90 115.45 119.70 122.54
[8671] Sweden CVI value weighted  9.40 9.40 9.36 9.82 9.71 10.37 10.32
[8673] Sweden CVI tail  82.02 87.24 81.69 83.97 85.39 93.03 95.37
[8675] Sweden CVI equally weighted  27.09 27.75 27.32 28.40 28.28 30.85 30.92
[10143] Turkey CVI value weighted  76.47 77.62 66.30 62.67 59.36 59.36 59.37
[10145] Turkey CVI tail  183.68 197.61 168.72 162.07 169.05 169.05 169.05
[10147] Turkey CVI equally weighted  57.13 59.91 51.72 49.86 48.22 48.22 48.26
[10149] Switzerland CVI value weighted  7.61 7.59 7.46 7.64 7.58 7.92 7.75
[10151] Switzerland CVI tail  136.71 135.24 140.61 139.62 123.55 126.70 128.19
[10153] Switzerland CVI equally weighted  28.36 28.38 28.13 28.91 29.01 30.03 29.90
[10161] Greece CVI value weighted  35.26 34.61 33.09 34.02 35.95 36.03 35.27
[10163] Greece CVI tail  278.67 310.37 306.81 286.85 290.44 293.45 294.71
[10165] Greece CVI equally weighted  75.23 75.45 74.09 74.83 77.06 78.69 78.32
[10167] Finland CVI value weighted  9.54 9.58 9.69 9.82 9.92 10.38 10.64
[10169] Finland CVI tail  62.65 61.76 59.53 61.22 63.58 66.13 66.14
[10171] Finland CVI equally weighted  16.46 16.61 16.66 16.78 17.20 17.61 17.91
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  9.23 9.27 9.30 9.22 9.28 9.16 9.13
[4949] S&P 500 CVI tail  118.97 125.79 128.56 133.70 135.24 135.41 128.96
[4951] S&P 500 CVI equally weighted  25.64 26.15 26.21 26.84 27.41 27.14 26.55
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