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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: 21/01/20 17/01/20 16/01/20 15/01/20 14/01/20 13/01/20 10/01/20
RMI CVI - North America
[4587] US CVI value weighted  5.27 5.22 5.22 5.28 5.31 5.33 5.38
[4899] US CVI tail  300.96 295.83 294.42 308.43 312.11 322.18 311.58
[4901] US CVI equally weighted  74.54 74.77 74.26 76.76 77.85 78.67 77.35
[4903] Canada CVI value weighted  6.70 6.66 6.64 6.47 6.58 6.74 6.86
[4905] Canada CVI tail  636.19 610.22 612.47 615.54 656.07 698.46 735.20
[4907] Canada CVI equally weighted  145.46 152.33 148.34 146.34 155.17 153.98 160.59
RMI CVI - Asia
[8985] Malaysia CVI value weighted  12.21 11.94 12.09 12.14 12.17 12.10 12.10
[8987] Malaysia CVI tail  189.84 185.06 185.09 192.55 183.84 189.07 185.27
[8989] Malaysia CVI equally weighted  51.36 49.08 50.13 50.35 49.72 50.11 48.70
[8991] Philippines CVI value weighted  11.84 11.17 11.26 11.24 10.66 10.71 10.71
[8993] Philippines CVI tail  102.30 96.06 96.53 93.68 89.31 89.15 89.15
[8995] Philippines CVI equally weighted  19.65 19.09 19.23 19.26 18.74 18.60 18.60
[8997] Thailand CVI value weighted  6.76 6.47 6.46 6.54 6.46 6.45 6.47
[8999] Thailand CVI tail  91.84 85.74 84.54 85.57 85.04 85.54 85.48
[9001] Thailand CVI equally weighted  22.59 22.59 22.10 22.80 22.69 22.86 22.97
[9003] Vietnam CVI value weighted  10.97 11.19 11.30 11.53 11.50 11.60 11.53
[9005] Vietnam CVI tail  228.17 227.12 235.69 229.82 229.19 231.86 229.12
[9007] Vietnam CVI equally weighted  64.87 64.15 66.47 67.16 64.52 67.43 67.89
[10173] Indonesia CVI value weighted  28.81 27.87 28.06 28.32 27.50 27.94 28.23
[10175] Indonesia CVI tail  187.13 181.19 180.24 182.34 179.13 172.08 168.59
[10177] Indonesia CVI equally weighted  45.94 44.35 44.03 45.04 43.83 43.95 43.95
[4591] China CVI value weighted  28.67 28.17 28.21 28.18 28.17 28.04 28.44
[4909] China CVI tail  255.21 260.78 258.90 256.35 255.01 254.45 255.40
[4911] China CVI equally weighted  83.51 83.82 83.15 82.52 82.51 82.58 83.11
[4913] Japan CVI value weighted  7.11 7.12 7.18 7.12 7.03 6.88 6.88
[4915] Japan CVI tail  18.55 19.10 19.59 19.23 19.02 18.68 18.68
[4917] Japan CVI equally weighted  4.94 5.01 5.04 5.00 4.99 4.83 4.83
[4919] Singapore CVI value weighted  9.48 9.33 9.30 9.48 9.40 9.42 9.38
[4921] Singapore CVI tail  136.30 137.76 141.29 137.98 138.21 147.19 141.26
[4923] Singapore CVI equally weighted  33.94 34.68 34.44 35.46 36.58 37.62 37.00
[8683] Australia CVI value weighted  6.58 6.47 6.47 6.56 6.60 6.73 6.67
[8685] Australia CVI tail  200.91 194.95 193.00 190.31 195.50 195.65 186.80
[8687] Australia CVI equally weighted  47.41 46.75 47.25 45.85 48.42 48.82 49.78
[8681] Taiwan CVI value weighted  1.20 1.21 1.22 1.22 1.20 1.22 1.24
[8679] Taiwan CVI tail  10.05 10.00 9.94 9.94 9.95 10.23 10.25
[8677] Taiwan CVI equally weighted  2.36 2.42 2.42 2.44 2.42 2.45 2.46
RMI CVI - Middle East
[10155] Israel CVI value weighted  5.76 5.76 5.76 5.82 6.04 6.14 6.12
[10157] Israel CVI tail  91.90 87.18 91.82 90.73 94.53 94.78 94.30
[10159] Israel CVI equally weighted  23.65 23.10 23.69 23.29 23.47 23.63 23.58
RMI CVI - Europe
[4941] Eurozone CVI value weighted  5.02 4.91 4.95 4.98 4.93 4.93 4.90
[4943] Eurozone CVI tail  75.71 76.69 75.41 75.15 76.15 76.66 77.49
[4945] Eurozone CVI equally weighted  24.72 24.81 24.55 24.53 24.78 25.10 25.38
[4929] Germany CVI value weighted  5.12 5.05 5.05 5.07 4.98 4.95 4.93
[4931] Germany CVI tail  94.68 94.28 95.05 92.51 94.83 95.14 95.59
[4933] Germany CVI equally weighted  28.48 27.09 27.64 27.09 27.76 27.16 28.49
[4589] France CVI value weighted  4.85 4.68 4.78 4.79 4.76 4.78 4.73
[4925] France CVI tail  63.67 60.19 59.94 61.09 59.55 62.11 61.05
[4927] France CVI equally weighted  19.10 18.40 18.55 18.51 18.54 21.58 21.21
[4935] UK CVI value weighted  8.61 8.38 8.45 8.43 8.40 8.46 8.43
[4937] UK CVI tail  148.69 151.07 151.08 154.11 148.73 148.52 155.09
[4939] UK CVI equally weighted  42.07 41.71 41.75 41.07 40.18 40.69 39.97
[8659] Denmark CVI value weighted  7.25 7.21 7.38 7.27 7.45 7.60 7.63
[8663] Denmark CVI tail  112.00 113.26 115.10 120.79 127.09 114.19 114.59
[8661] Denmark CVI equally weighted  31.80 31.58 32.27 32.30 32.70 32.48 32.95
[8665] Norway CVI value weighted  14.10 13.50 13.99 14.03 13.83 13.81 13.75
[8667] Norway CVI tail  327.56 300.83 301.40 309.56 307.78 283.34 321.33
[8669] Norway CVI equally weighted  71.60 68.14 69.53 69.20 67.30 65.02 65.00
[8671] Sweden CVI value weighted  3.76 3.72 3.80 3.89 3.85 3.88 3.89
[8673] Sweden CVI tail  111.35 105.07 113.52 110.16 116.82 117.40 120.61
[8675] Sweden CVI equally weighted  27.69 27.60 28.80 29.37 29.65 29.48 29.71
[10143] Turkey CVI value weighted  20.53 22.25 22.78 22.86 23.24 23.74 24.44
[10145] Turkey CVI tail  78.08 76.53 75.41 76.61 78.91 80.10 86.17
[10147] Turkey CVI equally weighted  22.81 23.53 23.29 22.92 23.01 23.27 24.25
[10149] Switzerland CVI value weighted  3.85 3.82 3.91 3.91 3.93 4.01 4.00
[10151] Switzerland CVI tail  97.91 98.73 100.27 97.97 100.88 107.47 105.16
[10153] Switzerland CVI equally weighted  28.02 29.39 28.35 30.06 30.16 30.96 30.85
[10161] Greece CVI value weighted  9.12 9.03 9.03 8.97 9.04 9.12 8.93
[10163] Greece CVI tail  191.67 187.21 195.64 181.63 176.66 179.13 178.01
[10165] Greece CVI equally weighted  52.22 50.07 49.97 49.52 50.72 52.20 51.83
[10167] Finland CVI value weighted  4.82 4.73 4.77 4.90 4.89 4.92 4.98
[10169] Finland CVI tail  56.48 52.43 51.20 51.01 54.29 51.85 54.84
[10171] Finland CVI equally weighted  13.56 13.36 13.40 13.54 13.42 13.57 13.71
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  2.40 2.36 2.38 2.40 2.39 2.39 2.41
[4949] S&P 500 CVI tail  30.07 28.95 29.36 29.68 29.08 28.83 28.91
[4951] S&P 500 CVI equally weighted  7.05 6.91 6.91 7.08 7.20 7.45 7.57
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