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Cbonds Page: Risk Management Institute

razón social de compañía Risk Management Institute
razón social completa de la compañía NUS RMI Credit Research Initiative
país de riesgo Singapore
dirección 21 Heng Mui Keng Terrace I3 Building, Level 4 Singapore 119613
teléfono (65) 6516 3380
fax (65) 6874 5430
e-mail rmicri@nus.edu.sg
sitio web http://www.rmi.nus.edu.sg/

Perfil

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.

Contactos

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Índices semanales

Tipo: 13/12/19 12/12/19 11/12/19 10/12/19 09/12/19 06/12/19 05/12/19
RMI CVI - North America
[4587] US CVI value weighted  6.78 6.71 6.88 6.85 6.88 6.74 6.85
[4899] US CVI tail  373.18 367.05 373.40 369.75 379.45 371.29 382.56
[4901] US CVI equally weighted  87.65 86.92 88.20 87.68 88.94 87.88 89.77
[4903] Canada CVI value weighted  7.84 7.87 8.00 7.97 7.89 7.86 7.90
[4905] Canada CVI tail  847.08 851.89 844.47 842.12 774.53 809.11 729.72
[4907] Canada CVI equally weighted  184.99 190.47 187.72 184.85 178.98 174.41 166.38
RMI CVI - Asia
[8985] Malaysia CVI value weighted  13.36 13.39 13.55 13.66 13.70 13.69 13.90
[8987] Malaysia CVI tail  205.90 212.48 203.90 198.62 200.96 202.08 199.53
[8989] Malaysia CVI equally weighted  56.36 56.59 56.06 56.96 56.99 56.81 58.41
[8991] Philippines CVI value weighted  10.28 10.61 10.53 10.48 10.38 10.35 10.42
[8993] Philippines CVI tail  94.69 92.68 92.28 92.49 92.42 92.75 93.14
[8995] Philippines CVI equally weighted  18.79 19.19 19.06 18.81 18.55 18.54 18.66
[8997] Thailand CVI value weighted  6.39 6.52 6.68 6.70 6.70 6.60 6.59
[8999] Thailand CVI tail  88.66 87.72 88.29 88.83 88.83 87.80 90.50
[9001] Thailand CVI equally weighted  21.57 21.95 22.24 22.23 22.22 22.16 22.44
[9003] Vietnam CVI value weighted  11.86 11.92 12.18 11.95 11.95 12.09 12.06
[9005] Vietnam CVI tail  214.82 223.31 219.34 225.38 225.38 229.62 225.33
[9007] Vietnam CVI equally weighted  65.43 65.62 66.72 66.08 66.08 67.18 65.87
[10173] Indonesia CVI value weighted  31.79 32.28 32.10 31.36 31.69 31.27 32.39
[10175] Indonesia CVI tail  193.44 196.84 194.98 192.82 193.91 192.75 194.62
[10177] Indonesia CVI equally weighted  47.20 46.98 46.19 45.69 45.95 45.72 46.56
[4591] China CVI value weighted  30.01 30.69 30.73 30.90 30.95 30.90 31.12
[4909] China CVI tail  264.30 265.84 265.42 267.03 263.61 261.82 265.21
[4911] China CVI equally weighted  87.28 87.95 87.85 87.91 87.99 87.96 87.89
[4913] Japan CVI value weighted  6.48 6.80 6.75 7.08 7.09 6.77 6.73
[4915] Japan CVI tail  18.39 19.11 19.11 19.94 20.13 19.28 19.43
[4917] Japan CVI equally weighted  4.70 4.89 4.85 5.08 5.10 4.89 4.91
[4919] Singapore CVI value weighted  8.51 8.63 8.76 9.06 8.90 8.76 8.93
[4921] Singapore CVI tail  147.23 146.68 159.08 165.45 133.69 132.48 143.50
[4923] Singapore CVI equally weighted  40.82 41.28 41.88 44.81 42.12 41.10 41.46
[8683] Australia CVI value weighted  7.11 7.27 7.19 7.29 7.24 7.24 7.29
[8685] Australia CVI tail  205.19 201.09 204.19 198.02 204.31 207.56 209.78
[8687] Australia CVI equally weighted  51.03 49.14 49.39 48.74 50.30 49.94 50.70
[8681] Taiwan CVI value weighted  1.48 1.51 1.53 1.55 1.55 1.56 1.58
[8679] Taiwan CVI tail  11.15 11.33 11.18 11.01 11.37 11.04 11.16
[8677] Taiwan CVI equally weighted  2.80 2.80 2.80 2.80 2.82 2.84 2.85
RMI CVI - Middle East
[10155] Israel CVI value weighted  6.41 6.43 6.46 6.44 6.37 6.66 6.67
[10157] Israel CVI tail  112.78 107.33 115.10 104.09 101.43 102.21 104.90
[10159] Israel CVI equally weighted  29.57 29.53 29.18 28.21 28.07 28.38 28.57
RMI CVI - Europe
[4941] Eurozone CVI value weighted  4.87 4.95 4.97 4.95 4.98 4.91 5.12
[4943] Eurozone CVI tail  81.51 84.95 85.87 84.26 87.40 84.97 88.11
[4945] Eurozone CVI equally weighted  25.66 25.91 26.10 25.15 25.38 25.24 25.77
[4929] Germany CVI value weighted  4.59 4.70 4.77 4.80 4.83 4.76 4.94
[4931] Germany CVI tail  98.75 103.82 109.14 106.81 109.56 108.66 102.13
[4933] Germany CVI equally weighted  29.18 29.72 27.97 26.11 26.72 26.61 26.95
[4589] France CVI value weighted  4.83 4.93 4.90 4.86 4.93 4.83 5.04
[4925] France CVI tail  65.76 68.65 70.73 67.48 66.84 72.00 70.90
[4927] France CVI equally weighted  23.68 23.76 25.15 24.78 25.22 25.34 26.37
[4935] UK CVI value weighted  12.74 13.55 13.60 13.42 13.48 13.22 13.70
[4937] UK CVI tail  162.32 168.29 165.16 170.75 171.01 156.23 171.95
[4939] UK CVI equally weighted  40.65 42.87 41.77 40.90 41.07 39.83 41.55
[8659] Denmark CVI value weighted  7.71 7.65 7.75 7.62 7.69 7.55 7.74
[8663] Denmark CVI tail  150.49 145.42 141.79 132.46 129.96 122.96 126.43
[8661] Denmark CVI equally weighted  38.86 37.67 37.03 36.38 37.12 35.13 36.22
[8665] Norway CVI value weighted  14.65 15.14 15.39 15.07 14.98 14.73 15.47
[8667] Norway CVI tail  294.36 299.94 316.01 323.40 335.13 341.35 340.57
[8669] Norway CVI equally weighted  72.98 74.72 74.64 75.61 74.60 72.61 74.96
[8671] Sweden CVI value weighted  4.45 4.54 4.59 4.60 4.63 4.53 4.78
[8673] Sweden CVI tail  133.18 132.81 130.45 133.45 132.30 128.51 137.63
[8675] Sweden CVI equally weighted  33.08 33.90 34.02 33.25 33.47 32.65 33.89
[10143] Turkey CVI value weighted  30.90 30.30 32.13 32.22 32.00 31.32 31.56
[10145] Turkey CVI tail  97.21 92.73 96.49 95.54 95.42 96.01 96.21
[10147] Turkey CVI equally weighted  28.24 26.56 27.80 27.96 27.90 27.77 28.07
[10149] Switzerland CVI value weighted  4.42 4.47 4.52 4.46 4.46 4.39 4.57
[10151] Switzerland CVI tail  109.98 108.48 108.92 106.24 114.08 111.55 115.73
[10153] Switzerland CVI equally weighted  41.73 41.89 43.51 41.01 41.02 41.14 40.63
[10161] Greece CVI value weighted  10.24 10.35 10.31 10.88 10.98 10.73 10.62
[10163] Greece CVI tail  198.81 200.99 200.85 232.28 236.20 210.96 213.30
[10165] Greece CVI equally weighted  51.66 51.20 52.12 53.25 52.84 51.64 51.52
[10167] Finland CVI value weighted  5.49 5.65 5.63 5.61 5.67 5.74 5.81
[10169] Finland CVI tail  64.73 65.23 64.15 64.49 63.61 60.26 60.26
[10171] Finland CVI equally weighted  15.08 15.41 15.08 15.01 15.04 14.86 14.92
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  3.09 3.05 3.15 3.14 3.15 3.04 3.10
[4949] S&P 500 CVI tail  47.16 47.34 46.80 47.20 48.31 45.22 46.49
[4951] S&P 500 CVI equally weighted  9.23 9.00 9.39 9.20 9.30 8.99 9.15
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