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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: 21.10.2019 18.10.2019 17.10.2019 16.10.2019 15.10.2019 14.10.2019 11.10.2019
RMI CVI - North America
[4587] US CVI value weighted  7.14 7.18 7.05 7.08 7.16 7.23 7.36
[4899] US CVI tail  341.71 344.60 338.34 338.17 352.32 350.70 369.27
[4901] US CVI equally weighted  76.44 77.54 75.74 76.01 78.64 78.88 81.19
[4903] Canada CVI value weighted  8.10 8.10 7.99 7.99 8.04 8.36 8.39
[4905] Canada CVI tail  516.25 508.87 529.37 496.54 514.50 538.61 538.70
[4907] Canada CVI equally weighted  120.50 123.24 125.52 125.42 124.03 130.42 131.47
RMI CVI - Asia
[8985] Malaysia CVI value weighted  13.57 13.62 13.46 13.49 13.66 13.62 13.36
[8987] Malaysia CVI tail  216.50 218.36 201.47 204.61 219.16 216.77 224.09
[8989] Malaysia CVI equally weighted  61.00 61.76 59.99 60.72 62.50 60.98 60.48
[8991] Philippines CVI value weighted  9.83 9.81 9.72 9.75 9.81 9.76 9.88
[8993] Philippines CVI tail  80.26 78.65 80.28 80.29 79.64 79.44 74.70
[8995] Philippines CVI equally weighted  16.46 16.36 16.31 16.49 16.54 16.38 15.97
[8997] Thailand CVI value weighted  6.58 6.48 6.48 6.45 6.47 6.44 6.46
[8999] Thailand CVI tail  84.00 85.61 84.92 84.94 87.49 83.30 83.30
[9001] Thailand CVI equally weighted  21.14 21.44 21.52 21.05 21.82 21.47 21.48
[9003] Vietnam CVI value weighted  13.41 13.42 13.47 13.24 13.23 13.31 12.76
[9005] Vietnam CVI tail  210.70 215.63 218.31 215.22 212.92 210.28 208.91
[9007] Vietnam CVI equally weighted  62.81 64.72 65.41 64.58 63.69 63.52 62.77
[10173] Indonesia CVI value weighted  32.16 32.21 32.65 33.29 32.87 33.12 33.61
[10175] Indonesia CVI tail  153.03 154.89 153.96 155.53 155.11 156.72 164.06
[10177] Indonesia CVI equally weighted  38.50 38.55 38.77 39.42 39.25 39.56 39.87
[4591] China CVI value weighted  31.94 32.22 31.59 31.74 31.72 31.56 31.21
[4909] China CVI tail  257.18 257.79 252.54 251.61 251.22 252.17 251.05
[4911] China CVI equally weighted  87.37 88.06 86.67 86.57 85.69 85.12 84.18
[4913] Japan CVI value weighted  6.62 6.25 5.92 5.82 5.77 5.10 5.10
[4915] Japan CVI tail  20.29 19.17 18.21 18.15 17.80 16.05 16.05
[4917] Japan CVI equally weighted  5.20 4.95 4.74 4.69 4.62 4.21 4.21
[4919] Singapore CVI value weighted  9.42 9.52 9.36 9.38 9.44 9.31 8.87
[4921] Singapore CVI tail  161.53 154.78 151.69 153.63 162.63 159.78 151.92
[4923] Singapore CVI equally weighted  40.28 39.03 38.62 39.45 42.66 41.02 41.61
[8683] Australia CVI value weighted  6.51 6.50 6.45 6.43 6.53 6.52 6.21
[8685] Australia CVI tail  193.98 192.58 191.80 193.22 194.29 194.85 187.00
[8687] Australia CVI equally weighted  46.62 46.14 45.22 46.63 46.21 45.92 45.19
[8681] Taiwan CVI value weighted  1.98 1.99 1.99 2.04 2.06 2.07 2.16
[8679] Taiwan CVI tail  12.10 11.79 12.36 12.65 12.83 12.66 12.62
[8677] Taiwan CVI equally weighted  3.10 3.10 3.10 3.12 3.14 3.15 3.22
RMI CVI - Middle East
[10155] Israel CVI value weighted  8.08 8.10 8.06 7.92 8.09 8.27 8.27
[10157] Israel CVI tail  91.98 95.80 100.17 102.02 102.34 110.12 108.74
[10159] Israel CVI equally weighted  43.18 42.92 42.82 43.03 41.87 42.68 41.68
RMI CVI - Europe
[4941] Eurozone CVI value weighted  5.33 5.41 5.38 5.38 5.36 5.47 5.74
[4943] Eurozone CVI tail  92.82 93.24 93.90 92.19 93.43 96.26 99.01
[4945] Eurozone CVI equally weighted  26.34 26.01 26.12 26.12 25.95 26.45 27.43
[4929] Germany CVI value weighted  5.61 5.81 5.79 5.79 5.83 5.97 6.66
[4931] Germany CVI tail  101.06 100.56 105.41 106.50 102.47 114.06 110.13
[4933] Germany CVI equally weighted  24.81 25.19 25.44 25.42 24.54 25.09 25.37
[4589] France CVI value weighted  5.27 5.26 5.23 5.18 5.15 5.26 5.34
[4925] France CVI tail  95.11 95.59 96.96 95.99 94.42 98.99 102.76
[4927] France CVI equally weighted  28.93 28.80 28.93 28.65 28.14 28.46 28.43
[4935] UK CVI value weighted  15.87 15.95 15.90 15.77 15.90 16.33 15.58
[4937] UK CVI tail  174.55 172.47 176.85 169.89 176.27 179.86 181.12
[4939] UK CVI equally weighted  43.96 44.48 44.69 44.40 44.98 45.64 46.01
[8659] Denmark CVI value weighted  8.45 8.84 8.57 8.62 8.42 8.61 8.60
[8663] Denmark CVI tail  143.83 138.66 151.04 146.39 133.98 134.66 137.01
[8661] Denmark CVI equally weighted  43.27 43.73 44.35 43.52 46.66 48.28 49.52
[8665] Norway CVI value weighted  15.00 15.33 15.36 15.34 15.37 15.36 14.00
[8667] Norway CVI tail  317.81 321.76 328.40 324.65 328.02 324.90 264.51
[8669] Norway CVI equally weighted  77.63 77.83 78.39 75.54 76.55 74.23 73.32
[8671] Sweden CVI value weighted  5.92 6.08 6.19 6.23 6.17 6.34 6.54
[8673] Sweden CVI tail  147.79 141.82 149.81 155.04 147.92 140.77 152.03
[8675] Sweden CVI equally weighted  36.94 37.21 37.97 38.71 37.65 37.56 39.58
[10143] Turkey CVI value weighted  42.65 41.23 46.42 45.55 44.12 45.38 37.63
[10145] Turkey CVI tail  127.46 125.60 139.95 134.83 130.26 134.27 112.12
[10147] Turkey CVI equally weighted  39.67 39.14 43.59 42.55 41.23 42.42 35.70
[10149] Switzerland CVI value weighted  4.97 5.02 4.96 4.90 4.83 4.93 4.75
[10151] Switzerland CVI tail  151.26 151.36 144.53 143.86 144.54 147.70 146.40
[10153] Switzerland CVI equally weighted  53.56 53.31 51.35 52.20 52.83 51.35 50.60
[10161] Greece CVI value weighted  10.36 10.46 10.50 10.63 10.68 10.62 13.08
[10163] Greece CVI tail  181.87 181.36 195.74 188.03 185.51 184.60 179.50
[10165] Greece CVI equally weighted  44.12 43.88 43.73 44.48 44.72 43.40 49.38
[10167] Finland CVI value weighted  5.04 5.16 5.19 5.28 5.26 5.35 5.35
[10169] Finland CVI tail  64.53 81.70 67.07 69.33 67.96 67.73 66.07
[10171] Finland CVI equally weighted  17.31 17.86 16.34 16.49 16.83 16.89 17.32
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  3.65 3.65 3.59 3.62 3.66 3.70 3.76
[4949] S&P 500 CVI tail  47.37 48.37 46.84 48.62 48.83 50.02 51.25
[4951] S&P 500 CVI equally weighted  9.42 9.53 9.33 9.63 10.16 10.33 10.14
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