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New RMI indices on Cbonds website

October 22, 2014 | Cbonds

Dear Cbonds users! We are delighted to announce that we are expanding cooperation with the Singapore Risk Management Institute. On our website you can now find an updated line of CVI indices (Corporate Vulnerability index). Indice are available for Turkey, Israel, Finland, Greece, Indonesia and Switzerland. To calculate CVI, the institution uses default probability data (RMI Probabilities of Default - PDs) of companies to determine the country / region credit risk.

The range of indices includes the following three types: 

1) PDs weighted by company capitalization: indeсes like CVI Value-weighted.
2) PDs taken with equal weight: indeсes like CVI Equally-weighted.
3) Only the highest PDs of the countries are used to calculate CVI Tail-type indices. 

More detailed on the method of index calculation are available here

Risk Management Institute is part of the National University of Singapore. Their indices are widely used around the world and have a large data archive. Cbonds also offers an archive of values for all new indices. To date, the indeсes cover many countries in Europe and Asia, the United States, Canada and Israel. The Institute also calculates an index based on S&P 500 companies.

Company: Risk Management Institute

Full company nameNUS RMI Credit Research Initiative
Country of riskSingapore


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