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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: 03/08/20 24/07/20 23/07/20 22/07/20 21/07/20 20/07/20 17/07/20
RMI CVI - North America
[4587] US CVI value weighted  11.14 10.86 10.69 10.67 10.78 11.03 10.92
[4899] US CVI tail  249.55 252.12 246.73 253.64 254.05 269.57 259.34
[4901] US CVI equally weighted  59.43 57.75 57.30 60.16 60.85 64.78 63.15
[4903] Canada CVI value weighted  10.62 10.40 10.28 10.19 10.16 10.38 10.26
[4905] Canada CVI tail  388.36 389.47 380.73 388.70 388.76 446.74 395.22
[4907] Canada CVI equally weighted  104.10 101.07 100.33 100.60 100.64 103.54 102.04
RMI CVI - Asia
[8985] Malaysia CVI value weighted  25.10 25.07 24.65 24.88 24.87 25.02 24.70
[8987] Malaysia CVI tail  307.77 299.57 301.21 300.00 301.73 305.80 312.33
[8989] Malaysia CVI equally weighted  87.66 87.69 86.48 87.44 87.94 88.95 90.31
[8991] Philippines CVI value weighted  18.25 17.39 17.38 17.24 17.07 17.15 17.39
[8993] Philippines CVI tail  94.22 89.05 92.64 90.73 90.01 94.96 92.82
[8995] Philippines CVI equally weighted  24.99 24.55 24.67 24.39 24.37 24.85 25.02
[8997] Thailand CVI value weighted  17.68 17.52 17.05 17.05 16.58 17.07 16.82
[8999] Thailand CVI tail  99.18 104.90 100.77 94.04 98.51 98.31 101.64
[9001] Thailand CVI equally weighted  26.51 26.89 26.81 26.71 27.01 26.61 26.41
[9003] Vietnam CVI value weighted  24.11 23.62 21.84 21.77 21.43 21.20 20.66
[9005] Vietnam CVI tail  201.92 202.99 205.45 196.71 195.84 190.28 193.10
[9007] Vietnam CVI equally weighted  67.78 68.13 66.54 61.71 62.08 61.11 61.42
[10173] Indonesia CVI value weighted  48.77 47.24 46.19 46.95 47.86 49.71 48.73
[10175] Indonesia CVI tail  167.60 163.92 161.26 159.11 160.62 163.63 164.82
[10177] Indonesia CVI equally weighted  52.30 50.12 49.98 50.53 51.28 52.86 52.07
[4591] China CVI value weighted  23.07 24.21 23.30 23.33 23.11 23.32 23.94
[4909] China CVI tail  244.11 256.12 252.34 255.01 250.77 252.21 254.86
[4911] China CVI equally weighted  81.31 84.33 82.67 82.22 82.20 82.99 84.46
[4913] Japan CVI value weighted  11.61 10.75 10.75 10.75 10.80 10.73 10.75
[4915] Japan CVI tail  36.34 32.69 32.65 32.65 33.18 32.47 32.53
[4917] Japan CVI equally weighted  9.67 8.61 8.61 8.61 8.68 8.65 8.69
[4919] Singapore CVI value weighted  20.15 19.49 18.89 19.01 18.61 18.75 18.76
[4921] Singapore CVI tail  210.08 218.32 189.85 211.65 228.54 222.91 236.62
[4923] Singapore CVI equally weighted  51.14 51.94 50.42 51.78 51.69 52.27 55.15
[8683] Australia CVI value weighted  27.65 25.99 25.08 25.16 24.83 26.37 25.92
[8685] Australia CVI tail  273.69 293.82 293.82 277.94 290.20 311.26 296.78
[8687] Australia CVI equally weighted  70.57 73.01 73.02 71.76 73.29 76.73 75.49
[8681] Taiwan CVI value weighted  1.68 1.68 1.62 1.59 1.61 1.66 1.65
[8679] Taiwan CVI tail  11.47 11.38 11.44 10.99 11.48 11.56 11.05
[8677] Taiwan CVI equally weighted  3.03 2.92 2.88 2.78 2.82 2.93 2.86
RMI CVI - Middle East
[10155] Israel CVI value weighted  14.75 14.67 14.60 14.15 13.74 14.02 14.82
[10157] Israel CVI tail  121.52 122.14 122.14 113.29 115.25 114.05 127.18
[10159] Israel CVI equally weighted  34.69 34.07 34.05 33.19 32.73 33.35 36.11
RMI CVI - Europe
[4941] Eurozone CVI value weighted  12.20 11.87 11.48 11.34 11.12 11.31 11.42
[4943] Eurozone CVI tail  109.82 107.14 106.96 106.39 105.93 107.16 108.77
[4945] Eurozone CVI equally weighted  33.59 32.40 32.43 32.46 31.88 32.57 32.39
[4929] Germany CVI value weighted  10.60 10.15 9.81 9.50 9.52 9.66 9.82
[4931] Germany CVI tail  103.91 97.70 97.44 97.24 97.87 100.06 106.82
[4933] Germany CVI equally weighted  36.75 35.45 35.93 36.31 34.64 34.97 34.14
[4589] France CVI value weighted  13.11 12.82 12.40 12.30 11.96 12.09 12.18
[4925] France CVI tail  95.54 96.80 92.37 99.73 83.54 91.34 86.91
[4927] France CVI equally weighted  27.34 26.75 26.25 26.99 26.37 26.85 26.95
[4935] UK CVI value weighted  25.43 25.48 24.66 24.50 23.87 24.20 24.17
[4937] UK CVI tail  233.92 232.01 222.18 224.79 218.89 226.49 228.25
[4939] UK CVI equally weighted  61.52 64.87 62.95 61.83 61.17 62.16 61.94
[8659] Denmark CVI value weighted  11.39 11.51 10.91 10.92 10.76 10.92 11.27
[8663] Denmark CVI tail  119.66 125.63 123.32 120.12 116.17 131.82 128.30
[8661] Denmark CVI equally weighted  32.92 33.91 33.03 33.42 32.83 33.81 34.39
[8665] Norway CVI value weighted  34.33 34.25 34.78 33.83 32.60 33.54 34.20
[8667] Norway CVI tail  464.92 491.23 462.80 450.41 432.90 442.73 476.11
[8669] Norway CVI equally weighted  115.45 121.36 117.75 116.11 112.50 110.62 117.27
[8671] Sweden CVI value weighted  9.71 9.95 9.37 9.25 9.42 9.38 9.67
[8673] Sweden CVI tail  85.39 106.48 105.65 99.65 103.73 104.50 107.79
[8675] Sweden CVI equally weighted  28.28 31.42 30.38 30.26 30.85 30.75 31.69
[10143] Turkey CVI value weighted    46.38 46.37 47.75 49.19 48.68 48.85
[10145] Turkey CVI tail    119.60 118.65 120.48 125.16 120.48 115.25
[10147] Turkey CVI equally weighted    35.81 35.24 35.53 35.80 35.22 35.34
[10149] Switzerland CVI value weighted  7.58 7.37 7.09 7.02 7.01 7.05 7.08
[10151] Switzerland CVI tail  123.55 125.80 124.03 122.62 125.51 129.81 136.58
[10153] Switzerland CVI equally weighted  29.01 29.35 28.60 28.93 28.69 29.22 29.53
[10161] Greece CVI value weighted  35.95 33.91 33.24 32.68 33.61 32.67 33.57
[10163] Greece CVI tail  290.44 285.04 290.48 284.83 294.76 299.27 314.67
[10165] Greece CVI equally weighted  77.06 77.89 78.02 77.12 76.96 77.16 77.16
[10167] Finland CVI value weighted  9.92 10.04 9.79 10.06 10.19 10.36 10.67
[10169] Finland CVI tail  63.58 65.70 65.27 65.66 65.02 66.51 67.73
[10171] Finland CVI equally weighted  17.20 17.51 17.16 17.43 17.53 17.69 18.05
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  9.28 8.95 8.81 8.78 8.80 9.00 8.88
[4949] S&P 500 CVI tail  135.24 129.00 124.37 129.14 129.66 133.20 128.61
[4951] S&P 500 CVI equally weighted  27.41 26.07 25.58 26.18 25.96 27.44 26.23
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