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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08月20日 2019年08月19日 2019年08月16日 2019年08月15日 2019年08月14日 2019年08月12日 2019年08月09日
RMI CVI - North America
[4587] US CVI value weighted  7.59 7.52 7.66 7.93 7.80 7.98 7.71
[4899] US CVI tail  376.53 378.84 372.46 385.51 383.62 374.42 371.69
[4901] US CVI equally weighted  85.19 85.59 89.73 93.47 91.68 88.00 87.85
[4903] Canada CVI value weighted  8.13 8.07 8.26 8.36 7.89 8.08 7.91
[4905] Canada CVI tail  434.33 441.73 460.73 468.23 436.55 433.60 424.02
[4907] Canada CVI equally weighted  100.98 97.33 96.97 97.05 94.34 96.74 94.44
RMI CVI - Asia
[8985] Malaysia CVI value weighted  12.74 12.76 12.76 12.79 12.65 12.85 12.85
[8987] Malaysia CVI tail  222.82 219.96 226.55 231.75 220.89 224.85 224.85
[8989] Malaysia CVI equally weighted  59.99 57.92 59.07 60.18 58.65 58.12 58.11
[8991] Philippines CVI value weighted  11.13 11.21 11.35 11.28 11.12 10.76 10.76
[8993] Philippines CVI tail  73.96 73.43 73.74 78.29 74.95 72.28 72.28
[8995] Philippines CVI equally weighted  15.71 15.90 16.05 16.22 15.77 15.67 15.67
[8997] Thailand CVI value weighted  6.24 6.12 6.15 6.33 6.30 6.30 6.30
[8999] Thailand CVI tail  79.82 80.02 77.81 81.81 80.64 81.25 81.25
[9001] Thailand CVI equally weighted  21.04 21.05 21.08 21.08 20.65 21.11 21.11
[9003] Vietnam CVI value weighted  13.29 13.30 13.23 13.40 13.67 15.56 15.59
[9005] Vietnam CVI tail  212.36 205.86 208.95 208.66 207.32 210.41 215.47
[9007] Vietnam CVI equally weighted  62.10 60.51 63.14 62.32 61.91 62.58 64.79
[10173] Indonesia CVI value weighted  29.12 28.54 29.23 29.57 29.14 30.73 30.16
[10175] Indonesia CVI tail  162.86 159.20 159.25 160.95 156.68 167.37 170.02
[10177] Indonesia CVI equally weighted  39.05 38.42 38.76 39.21 38.57 41.49 41.05
[4591] China CVI value weighted  32.54 32.46 33.29 33.47 33.41 33.03 33.34
[4909] China CVI tail  247.77 249.63 253.85 253.55 253.04 255.52 252.95
[4911] China CVI equally weighted  86.56 86.94 88.27 88.32 87.75 87.14 87.59
[4913] Japan CVI value weighted  7.84 8.01 8.26 8.41 8.29 8.26 8.26
[4915] Japan CVI tail  25.83 26.58 27.55 28.01 27.20 27.50 27.50
[4917] Japan CVI equally weighted  6.60 6.76 6.96 7.04 6.90 7.02 7.02
[4919] Singapore CVI value weighted  8.88 8.83 8.94 8.86 8.62 8.77 8.72
[4921] Singapore CVI tail  183.58 173.31 176.99 171.72 194.48 150.37 148.48
[4923] Singapore CVI equally weighted  39.74 40.86 40.36 40.50 41.76 37.88 37.46
[8683] Australia CVI value weighted  5.40 5.51 5.62 5.61 5.26 5.12 5.07
[8685] Australia CVI tail  180.99 179.01 178.33 177.33 182.98 173.19 166.40
[8687] Australia CVI equally weighted  44.37 44.89 46.28 43.63 46.11 41.88 40.86
[8681] Taiwan CVI value weighted  2.50 2.51 2.54 2.58 2.47 2.25 2.23
[8679] Taiwan CVI tail  14.28 14.15 14.77 15.04 14.67 15.16 14.81
[8677] Taiwan CVI equally weighted  3.35 3.32 3.38 3.42 3.36 3.40 3.38
RMI CVI - Middle East
[10155] Israel CVI value weighted  9.32 9.48 10.09 10.11 9.82 9.35 9.27
[10157] Israel CVI tail  123.51 131.86 140.24 140.43 123.39 111.92 111.60
[10159] Israel CVI equally weighted  52.60 51.69 52.27 53.71 51.44 53.68 49.85
RMI CVI - Europe
[4941] Eurozone CVI value weighted  6.65 6.52 6.73 6.94 6.95 6.87 6.87
[4943] Eurozone CVI tail  101.89 101.79 101.46 106.79 106.66 103.10 102.52
[4945] Eurozone CVI equally weighted  28.98 29.20 29.91 30.19 30.23 29.74 30.10
[4929] Germany CVI value weighted  8.27 8.08 8.35 8.63 8.64 8.58 8.53
[4931] Germany CVI tail  130.75 127.95 126.44 127.38 128.03 115.97 114.80
[4933] Germany CVI equally weighted  31.33 31.99 31.98 31.68 32.07 30.98 31.10
[4589] France CVI value weighted  5.62 5.50 5.68 5.84 5.88 5.76 5.80
[4925] France CVI tail  89.88 89.30 89.62 92.82 94.82 88.50 90.42
[4927] France CVI equally weighted  24.67 24.22 24.59 24.81 25.18 24.97 25.26
[4935] UK CVI value weighted  17.93 17.66 18.06 18.43 18.10 19.75 19.55
[4937] UK CVI tail  193.75 191.70 196.88 200.47 195.75 198.55 196.99
[4939] UK CVI equally weighted  54.68 53.51 55.42 57.60 56.02 57.38 57.06
[8659] Denmark CVI value weighted  9.67 9.68 9.85 10.47 10.40 10.03 9.89
[8663] Denmark CVI tail  159.15 157.19 152.47 157.44 161.43 147.17 151.34
[8661] Denmark CVI equally weighted  38.20 38.48 38.71 39.99 39.97 37.91 37.24
[8665] Norway CVI value weighted  16.11 15.80 16.52 16.88 16.81 16.56 16.30
[8667] Norway CVI tail  320.48 312.78 313.02 341.21 326.58 327.68 304.65
[8669] Norway CVI equally weighted  77.06 74.50 77.01 79.34 81.23 76.28 74.78
[8671] Sweden CVI value weighted  7.17 7.13 7.34 7.56 7.55 7.74 7.65
[8673] Sweden CVI tail  171.10 170.71 176.20 175.48 175.88 166.01 164.80
[8675] Sweden CVI equally weighted  44.80 44.09 45.04 45.60 44.47 42.62 42.31
[10143] Turkey CVI value weighted  37.41 37.16 35.84 35.11 36.76 36.75 36.75
[10145] Turkey CVI tail  109.95 110.66 107.64 108.39 115.35 115.35 115.35
[10147] Turkey CVI equally weighted  36.85 36.38 35.36 35.04 37.00 37.00 36.99
[10149] Switzerland CVI value weighted  5.16 5.07 5.23 5.37 5.33 5.27 5.31
[10151] Switzerland CVI tail  151.29 143.30 146.73 153.97 145.45 135.26 137.78
[10153] Switzerland CVI equally weighted  59.17 57.10 57.84 58.86 56.55 56.44 56.86
[10161] Greece CVI value weighted  14.74 14.96 15.93 15.99 15.98 15.28 15.13
[10163] Greece CVI tail  328.15 301.73 298.37 289.73 289.73 330.13 367.91
[10165] Greece CVI equally weighted  60.67 61.54 66.01 66.35 66.23 65.78 67.02
[10167] Finland CVI value weighted  6.15 6.02 6.19 6.36 6.40 6.04 6.02
[10169] Finland CVI tail  73.72 73.41 71.04 63.17 65.10 65.57 66.06
[10171] Finland CVI equally weighted  18.48 18.63 19.18 19.18 19.33 18.64 18.90
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  4.19 4.12 4.21 4.39 4.31 4.59 4.42
[4949] S&P 500 CVI tail  81.59 77.34 80.03 84.98 76.23 76.32 70.64
[4951] S&P 500 CVI equally weighted  14.23 14.71 15.80 16.44 15.86 14.45 13.95
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