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Cbonds Page: Risk Management Institute

Unternehmen Risk Management Institute
Vollständiger Firmenname NUS RMI Credit Research Initiative
Land des Risikos Singapur
Adresse 21 Heng Mui Keng Terrace I3 Building, Level 4 Singapore 119613
Telefon (65) 6516 3380
Fax (65) 6874 5430
E-Mail rmicri@nus.edu.sg
Website http://www.rmi.nus.edu.sg/

Profil

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.

Kontakte

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Tageskurse

Typ: 10.07.2020 09.07.2020 08.07.2020 07.07.2020 06.07.2020 03.07.2020 02.07.2020
RMI CVI - North America
[4587] US CVI value weighted  10.99 11.41 10.97 11.02 10.65 10.84 10.86
[4899] US CVI tail  283.02 299.59 279.30 279.18 265.51 275.83 278.78
[4901] US CVI equally weighted  71.77 74.60 71.05 70.80 66.55 65.56 70.30
[4903] Canada CVI value weighted  11.21 11.52 11.24 11.22 10.92 11.00 11.04
[4905] Canada CVI tail  455.73 449.40 438.03 443.49 449.82 431.21 437.17
[4907] Canada CVI equally weighted  107.95 110.14 108.75 107.45 106.90 108.96 109.50
RMI CVI - Asia
[8985] Malaysia CVI value weighted  16.42 16.28 16.30 16.51 16.42 16.85 17.18
[8987] Malaysia CVI tail  203.43 199.22 204.68 220.19 221.36 223.13 223.42
[8989] Malaysia CVI equally weighted  61.83 60.59 60.79 64.64 64.21 66.83 66.53
[8991] Philippines CVI value weighted  17.03 16.92 16.62 16.63 16.56 16.44 16.51
[8993] Philippines CVI tail  100.04 101.01 104.86 97.90 88.89 90.84 92.09
[8995] Philippines CVI equally weighted  25.41 25.26 25.32 24.83 24.70 24.66 24.72
[8997] Thailand CVI value weighted  16.83 16.43 16.45 16.21 16.15 16.18 16.06
[8999] Thailand CVI tail  103.92 101.12 99.43 99.19 97.35 97.35 97.90
[9001] Thailand CVI equally weighted  28.58 27.72 27.66 28.32 28.15 28.15 28.11
[9003] Vietnam CVI value weighted  19.49 19.06 19.71 19.79 19.89 20.66 20.86
[9005] Vietnam CVI tail  206.07 202.75 200.35 202.98 198.65 207.81 203.74
[9007] Vietnam CVI equally weighted  63.28 62.97 63.57 64.83 64.36 65.77 65.23
[10173] Indonesia CVI value weighted  55.28 54.74 54.05 56.31 56.17 56.59 56.23
[10175] Indonesia CVI tail  178.45 176.78 177.71 180.85 184.44 185.50 183.87
[10177] Indonesia CVI equally weighted  56.17 55.70 55.45 55.72 55.57 56.03 55.90
[4591] China CVI value weighted  22.20 21.78 22.13 22.55 22.48 23.74 24.20
[4909] China CVI tail  248.89 243.60 247.39 251.03 251.86 255.75 258.07
[4911] China CVI equally weighted  82.39 80.83 82.00 82.48 82.66 84.44 84.84
[4913] Japan CVI value weighted  10.11 9.88 9.93 9.74 9.67 10.39 10.78
[4915] Japan CVI tail  32.31 31.23 30.35 30.17 30.29 32.40 33.71
[4917] Japan CVI equally weighted  8.32 8.01 7.89 7.81 7.78 8.47 8.73
[4919] Singapore CVI value weighted  17.65 17.57 17.42 17.79 17.29 17.62 17.81
[4921] Singapore CVI tail  203.25 203.25 216.95 228.00 211.93 194.08 190.96
[4923] Singapore CVI equally weighted  48.11 48.04 48.70 50.87 49.36 47.04 48.47
[8683] Australia CVI value weighted  24.30 23.74 24.13 23.55 23.18 22.88 22.91
[8685] Australia CVI tail  276.82 279.25 274.57 275.38 278.35 294.00 296.61
[8687] Australia CVI equally weighted  71.55 71.96 70.73 70.53 71.10 73.67 73.17
[8681] Taiwan CVI value weighted  1.66 1.60 1.61 1.62 1.61 1.67 1.70
[8679] Taiwan CVI tail  11.99 12.13 12.51 12.91 13.11 12.72 12.99
[8677] Taiwan CVI equally weighted  2.85 2.77 2.80 2.87 2.92 2.92 2.94
RMI CVI - Middle East
[10155] Israel CVI value weighted  15.07 15.05 15.04 14.47 14.54 14.03 14.03
[10157] Israel CVI tail  123.22 124.76 120.54 119.79 121.77 125.32 125.32
[10159] Israel CVI equally weighted  35.53 35.55 34.97 34.32 35.27 33.37 33.43
RMI CVI - Europe
[4941] Eurozone CVI value weighted  11.49 11.76 11.49 11.31 11.10 11.55 11.32
[4943] Eurozone CVI tail  108.93 110.43 108.68 105.99 107.25 107.63 106.46
[4945] Eurozone CVI equally weighted  33.25 33.33 33.06 32.91 32.11 33.08 32.59
[4929] Germany CVI value weighted  9.78 9.98 9.96 9.97 9.72 10.03 9.92
[4931] Germany CVI tail  96.13 100.99 98.21 97.61 96.93 94.93 91.77
[4933] Germany CVI equally weighted  33.76 34.22 34.15 34.62 33.42 35.59 35.01
[4589] France CVI value weighted  12.20 12.49 12.13 11.82 11.61 12.15 11.85
[4925] France CVI tail  93.80 96.78 93.73 89.38 88.07 90.84 87.23
[4927] France CVI equally weighted  28.09 28.07 27.56 27.14 26.80 27.52 26.79
[4935] UK CVI value weighted  24.26 24.78 23.95 23.52 22.98 23.91 23.21
[4937] UK CVI tail  213.35 217.90 208.76 206.34 206.76 217.01 212.03
[4939] UK CVI equally weighted  63.25 63.28 62.63 62.03 61.36 63.15 62.40
[8659] Denmark CVI value weighted  10.08 10.16 10.15 10.25 10.23 10.54 10.48
[8663] Denmark CVI tail  116.76 115.34 118.95 124.82 123.22 123.07 116.33
[8661] Denmark CVI equally weighted  32.17 32.80 32.86 33.28 33.41 34.13 34.31
[8665] Norway CVI value weighted  39.55 39.53 38.62 38.65 38.07 39.40 38.66
[8667] Norway CVI tail  545.38 490.58 489.58 507.83 459.68 494.43 481.35
[8669] Norway CVI equally weighted  141.67 138.88 137.52 134.85 128.08 133.32 133.77
[8671] Sweden CVI value weighted  10.24 10.45 10.30 10.26 10.27 10.65 10.59
[8673] Sweden CVI tail  107.19 110.02 112.41 112.34 116.52 118.21 120.81
[8675] Sweden CVI equally weighted  32.54 32.90 33.33 33.40 33.54 34.71 35.07
[10143] Turkey CVI value weighted  49.25 48.44 46.48 46.05 46.78 48.43 47.00
[10145] Turkey CVI tail  104.72 102.31 99.84 98.23 95.41 97.84 96.38
[10147] Turkey CVI equally weighted  35.46 34.10 32.39 32.01 32.39 33.71 33.52
[10149] Switzerland CVI value weighted  7.52 7.69 7.51 7.42 7.37 7.64 7.46
[10151] Switzerland CVI tail  140.62 135.88 129.72 130.61 115.16 102.45 125.89
[10153] Switzerland CVI equally weighted  30.20 30.49 29.75 29.70 28.66 28.42 28.98
[10161] Greece CVI value weighted  34.50 34.13 33.70 33.59 32.27 32.62 32.13
[10163] Greece CVI tail  316.55 314.88 295.08 303.14 293.33 305.57 305.57
[10165] Greece CVI equally weighted  82.27 81.67 79.58 80.05 78.65 80.23 79.58
[10167] Finland CVI value weighted  11.34 11.50 11.27 10.98 10.71 11.23 11.07
[10169] Finland CVI tail  66.48 66.56 68.61 71.39 69.25 67.20 68.05
[10171] Finland CVI equally weighted  18.38 18.47 18.53 18.50 18.21 18.64 18.36
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  8.88 9.24 8.86 8.88 8.54 8.73 8.73
[4949] S&P 500 CVI tail  127.12 141.93 126.32 128.64 126.99 123.49 123.49
[4951] S&P 500 CVI equally weighted  27.03 28.90 26.69 26.61 24.97 25.48 25.48
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