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This indice belongs to a new suite of indices produced by RMI’s Credit Research Initiative. RMI Probabilities of Default (RMI PDs) of individual firms are used in the CVI to produce bottom-up measures of credit risk in economics of USA. Tail CVI (CVI tail) - In taking the 5th percentile of the highest RMI PD, the most vulnerable firms in a group are measured.
| 指数 | 当前值 | 日期 |
|---|---|---|
| US CVI value weighted | 38,88 bps | 2026-08-28 |
| US CVI tail | 558,99 bps | 2026-08-28 |
| US CVI equally weighted | 130,77 bps | 2026-08-28 |
| Canada CVI value weighted | 8,6 bps | 2026-08-28 |
| Canada CVI tail | 431,69 bps | 2026-08-28 |
| Canada CVI equally weighted | 117,71 bps | 2026-08-28 |
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