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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: 2019年12月05日 2019年12月04日 2019年12月03日 2019年12月02日 2019年11月29日 2019年11月28日 2019年11月27日
RMI CVI - North America
[4587] US CVI value weighted  6.85 6.83 6.77 6.69 6.64 6.64 6.64
[4899] US CVI tail  382.56 372.82 372.64 378.07 369.34 393.63 393.63
[4901] US CVI equally weighted  89.77 87.64 87.09 89.07 87.61 89.76 89.66
[4903] Canada CVI value weighted  7.90 7.91 7.87 7.83 7.75 7.68 7.70
[4905] Canada CVI tail  729.72 742.92 717.92 714.56 731.45 728.66 708.00
[4907] Canada CVI equally weighted  166.38 165.61 164.52 162.56 160.23 163.95 164.36
RMI CVI - Asia
[8985] Malaysia CVI value weighted  13.90 13.99 14.04 13.75 14.10 13.64 13.18
[8987] Malaysia CVI tail  199.53 208.75 215.91 207.03 207.95 213.55 201.35
[8989] Malaysia CVI equally weighted  58.41 59.77 59.54 58.69 59.93 58.44 58.15
[8991] Philippines CVI value weighted  10.42 10.38 10.24 10.13 10.32 10.25 10.10
[8993] Philippines CVI tail  93.14 92.66 91.98 90.46 91.61 90.72 88.87
[8995] Philippines CVI equally weighted  18.66 18.67 18.50 18.29 18.31 18.06 17.82
[8997] Thailand CVI value weighted  6.59 6.59 6.56 6.52 6.27 6.24 6.18
[8999] Thailand CVI tail  90.50 90.50 90.43 91.22 87.05 85.26 85.62
[9001] Thailand CVI equally weighted  22.44 22.45 23.10 22.41 22.26 21.79 22.23
[9003] Vietnam CVI value weighted  12.06 12.00 12.24 11.97 11.68 11.75 11.50
[9005] Vietnam CVI tail  225.33 222.04 226.00 216.53 200.07 210.94 200.31
[9007] Vietnam CVI equally weighted  65.87 65.93 66.33 63.64 62.66 62.88 63.02
[10173] Indonesia CVI value weighted  32.39 32.73 33.12 32.58 34.25 34.45 33.54
[10175] Indonesia CVI tail  194.62 196.85 188.65 193.10 203.92 202.49 192.32
[10177] Indonesia CVI equally weighted  46.56 46.83 45.85 45.36 47.23 46.89 45.61
[4591] China CVI value weighted  31.12 31.47 31.29 31.45 31.54 31.14 31.02
[4909] China CVI tail  265.21 264.07 261.05 264.17 263.21 264.72 264.67
[4911] China CVI equally weighted  87.89 88.22 88.23 89.30 90.24 90.47 90.20
[4913] Japan CVI value weighted  6.73 6.72 6.66 6.62 6.50 5.98 5.90
[4915] Japan CVI tail  19.43 19.34 19.08 19.36 19.07 17.61 17.46
[4917] Japan CVI equally weighted  4.91 4.89 4.87 4.86 4.78 4.45 4.38
[4919] Singapore CVI value weighted  8.93 9.06 8.90 8.89 8.80 8.70 8.54
[4921] Singapore CVI tail  143.50 157.85 155.13 154.36 134.51 139.29 147.70
[4923] Singapore CVI equally weighted  41.46 41.46 41.04 40.64 38.51 40.65 38.95
[8683] Australia CVI value weighted  7.29 7.51 7.27 6.96 7.01 6.93 6.93
[8685] Australia CVI tail  209.78 209.59 208.51 218.55 212.77 206.34 218.21
[8687] Australia CVI equally weighted  50.70 50.35 48.61 49.85 50.58 50.44 49.48
[8681] Taiwan CVI value weighted  1.58 1.61 1.61 1.62 1.62 1.57 1.55
[8679] Taiwan CVI tail  11.16 11.58 11.62 12.23 11.84 11.95 11.76
[8677] Taiwan CVI equally weighted  2.85 2.91 2.89 2.93 2.93 2.90 2.87
RMI CVI - Middle East
[10155] Israel CVI value weighted  6.67 6.53 6.67 6.54 6.28 6.29 6.31
[10157] Israel CVI tail  104.90 103.93 109.86 110.95 106.51 106.51 107.57
[10159] Israel CVI equally weighted  28.57 27.78 27.89 30.47 43.16 42.49 41.68
RMI CVI - Europe
[4941] Eurozone CVI value weighted  5.12 5.11 5.30 5.20 5.01 4.98 4.93
[4943] Eurozone CVI tail  88.11 85.31 90.19 89.43 88.44 89.50 87.18
[4945] Eurozone CVI equally weighted  25.77 25.85 25.94 25.28 25.14 25.25 25.07
[4929] Germany CVI value weighted  4.94 4.91 5.10 5.06 4.87 4.82 4.76
[4931] Germany CVI tail  102.13 105.17 108.81 107.90 104.42 105.48 104.88
[4933] Germany CVI equally weighted  26.95 26.45 25.02 24.82 24.86 24.88 25.20
[4589] France CVI value weighted  5.04 5.08 5.28 5.14 4.89 4.87 4.82
[4925] France CVI tail  70.90 72.15 72.99 70.84 66.75 68.80 67.97
[4927] France CVI equally weighted  26.37 27.44 28.49 27.68 27.13 26.63 26.21
[4935] UK CVI value weighted  13.70 13.79 13.98 13.60 13.33 13.15 13.15
[4937] UK CVI tail  171.95 172.33 172.55 170.96 162.68 158.83 160.86
[4939] UK CVI equally weighted  41.55 42.26 44.15 43.78 43.59 43.78 44.00
[8659] Denmark CVI value weighted  7.74 7.86 8.04 7.99 7.83 7.73 7.77
[8663] Denmark CVI tail  126.43 124.40 117.63 127.08 122.85 126.94 121.14
[8661] Denmark CVI equally weighted  36.22 37.87 37.88 38.13 36.77 37.04 37.51
[8665] Norway CVI value weighted  15.47 15.50 16.20 15.62 15.04 14.50 14.36
[8667] Norway CVI tail  340.57 382.94 409.26 431.80 408.90 396.51 393.71
[8669] Norway CVI equally weighted  74.96 78.15 80.68 80.54 76.07 74.25 74.66
[8671] Sweden CVI value weighted  4.78 4.81 5.05 4.95 4.80 4.74 4.71
[8673] Sweden CVI tail  137.63 141.22 143.57 138.78 140.95 139.18 143.09
[8675] Sweden CVI equally weighted  33.89 34.93 35.43 35.92 34.99 35.14 35.08
[10143] Turkey CVI value weighted  31.56 31.62 32.70 32.00 32.54 32.20 33.44
[10145] Turkey CVI tail  96.21 94.34 97.71 96.65 99.68 102.25 105.64
[10147] Turkey CVI equally weighted  28.07 28.15 29.77 29.78 30.66 30.77 31.64
[10149] Switzerland CVI value weighted  4.57 4.55 4.63 4.50 4.37 4.29 4.24
[10151] Switzerland CVI tail  115.73 116.33 116.54 106.97 112.19 120.92 119.22
[10153] Switzerland CVI equally weighted  40.63 44.46 42.30 38.47 45.24 40.96 35.49
[10161] Greece CVI value weighted  10.62 10.29 10.35 10.02 9.73 9.93 10.07
[10163] Greece CVI tail  213.30 212.94 217.97 209.27 205.23 202.36 203.14
[10165] Greece CVI equally weighted  51.52 51.04 49.95 48.66 47.46 49.48 49.07
[10167] Finland CVI value weighted  5.81 5.82 6.07 5.94 5.79 5.72 5.68
[10169] Finland CVI tail  60.26 60.56 57.98 59.30 55.40 57.63 54.76
[10171] Finland CVI equally weighted  14.92 14.88 15.30 14.82 14.48 14.39 14.39
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  3.10 3.10 3.07 3.00 2.96 2.96 2.96
[4949] S&P 500 CVI tail  46.49 48.13 48.24 44.80 44.35 43.82 43.82
[4951] S&P 500 CVI equally weighted  9.15 8.99 9.18 8.84 8.78 8.88 8.88
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