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Cbonds Page: Risk Management Institute

company Risk Management Institute
full company name NUS RMI Credit Research Initiative
country of risk Singapore
address 21 Heng Mui Keng Terrace I3 Building, Level 4 Singapore 119613
phone (65) 6516 3380
fax (65) 6874 5430
e-mail rmicri@nus.edu.sg
web http://www.rmi.nus.edu.sg/

Profile

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.

Сontacts

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Daily indices

Type: 03/19/2019 03/18/2019 03/15/2019 03/14/2019 03/13/2019 03/12/2019 03/11/2019
RMI CVI - Asia
[8985] Malaysia CVI value weighted  12.39 12.20 12.31 12.35 12.33 12.38 12.38
[8987] Malaysia CVI tail  199.54 206.11 194.81 206.52 213.58 214.45 215.14
[8989] Malaysia CVI equally weighted  64.44 63.15 63.56 62.53 65.17 65.42 63.14
[8991] Philippines CVI value weighted  13.67 13.44 13.67 13.75 13.72 13.76 13.56
[8993] Philippines CVI tail  90.87 90.84 92.36 92.85 94.89 95.76 93.85
[8995] Philippines CVI equally weighted  21.51 21.20 21.37 21.38 21.41 21.54 21.15
[8997] Thailand CVI value weighted  6.78 6.88 6.81 6.71 6.66 6.69 6.72
[8999] Thailand CVI tail  72.50 73.80 72.65 72.38 70.49 70.03 70.64
[9001] Thailand CVI equally weighted  19.14 19.03 18.86 18.70 18.43 18.40 18.41
[9003] Vietnam CVI value weighted  18.63 18.31 18.43 18.12 18.45 18.49 19.13
[9005] Vietnam CVI tail  206.16 208.94 208.19 199.81 205.41 209.33 204.21
[9007] Vietnam CVI equally weighted  68.13 66.84 70.34 66.11 67.30 66.62 67.30
[10173] Indonesia CVI value weighted  29.67 29.60 30.49 30.99 31.49 31.84 31.38
[10175] Indonesia CVI tail  174.20 173.16 174.58 179.39 176.61 186.60 180.97
[10177] Indonesia CVI equally weighted  46.32 46.39 47.62 47.41 47.79 48.31 47.64
[4591] China CVI value weighted  24.63 24.66 25.16 25.45 25.12 24.71 25.04
[4909] China CVI tail  177.01 177.92 180.11 182.94 175.78 172.69 174.65
[4911] China CVI equally weighted  58.79 59.20 59.91 60.34 58.67 57.77 58.55
[4913] Japan CVI value weighted  5.82 5.88 6.09 6.22 6.28 6.14 6.30
[4915] Japan CVI tail  25.61 25.67 27.02 27.22 27.86 27.80 28.22
[4917] Japan CVI equally weighted  6.48 6.55 6.83 6.92 7.00 6.87 7.07
[4919] Singapore CVI value weighted  5.93 5.99 6.10 6.15 6.13 6.15 6.20
[4921] Singapore CVI tail  144.02 158.02 149.18 156.54 140.59 162.10 166.39
[4923] Singapore CVI equally weighted  32.93 35.00 33.91 33.64 31.70 36.27 35.29
[8683] Australia CVI value weighted  3.32 3.32 3.36 3.37 3.34 3.32 3.31
[8685] Australia CVI tail  157.75 148.58 151.29 156.20 147.44 145.12 144.73
[8687] Australia CVI equally weighted  37.92 36.13 36.31 36.93 36.66 36.51 37.02
[8681] Taiwan CVI value weighted  2.21 2.22 2.27 2.29 2.29 2.29 2.32
[8679] Taiwan CVI tail  15.02 15.35 16.26 15.77 15.71 16.23 14.90
[8677] Taiwan CVI equally weighted  3.68 3.73 3.83 3.78 3.77 3.78 3.71
RMI CVI - Europe
[4941] Eurozone CVI value weighted  5.88 6.01 6.04 6.12 6.20 6.30 6.29
[4943] Eurozone CVI tail  110.69 114.11 117.28 115.62 117.57 118.84 122.58
[4945] Eurozone CVI equally weighted  32.24 32.50 33.28 33.42 33.77 34.19 34.31
[4929] Germany CVI value weighted  7.47 7.67 7.70 7.74 7.76 7.91 7.83
[4931] Germany CVI tail  110.46 112.26 120.12 119.97 118.57 119.19 120.75
[4933] Germany CVI equally weighted  29.22 29.76 32.76 33.02 33.44 34.64 34.84
[4589] France CVI value weighted  4.74 4.82 4.80 4.89 4.98 5.06 5.10
[4925] France CVI tail  90.18 88.04 91.96 89.92 96.59 96.23 94.55
[4927] France CVI equally weighted  23.51 23.94 24.16 24.26 25.14 25.42 25.30
[4935] UK CVI value weighted  16.00 16.19 16.40 16.62 17.02 17.18 17.08
[4937] UK CVI tail  188.35 179.39 184.28 185.43 183.96 188.19 191.83
[4939] UK CVI equally weighted  48.99 49.21 52.34 50.92 51.60 54.12 57.17
[8659] Denmark CVI value weighted  6.65 6.66 6.76 6.80 6.95 7.07 7.21
[8663] Denmark CVI tail  206.98 212.67 220.57 215.14 216.00 209.37 217.88
[8661] Denmark CVI equally weighted  31.73 31.60 31.42 31.65 32.81 32.56 32.46
[8665] Norway CVI value weighted  9.81 10.04 10.07 10.25 10.45 10.80 10.96
[8667] Norway CVI tail  254.65 249.31 254.43 254.41 246.82 241.66 255.28
[8669] Norway CVI equally weighted  94.41 96.60 96.16 94.57 96.67 97.10 97.54
[8671] Sweden CVI value weighted  6.06 6.18 6.21 6.34 6.43 6.51 6.49
[8673] Sweden CVI tail  192.92 189.01 184.82 189.51 191.46 189.76 194.50
[8675] Sweden CVI equally weighted  48.50 48.78 49.51 49.86 52.38 52.47 53.13
[10143] Turkey CVI value weighted  38.83 38.95 40.66 41.68 42.16 42.32 42.37
[10145] Turkey CVI tail  137.93 132.41 131.38 136.60 137.15 140.15 144.16
[10147] Turkey CVI equally weighted  44.24 42.93 43.67 44.65 45.58 45.73 45.54
[10149] Switzerland CVI value weighted  5.99 6.09 6.18 6.12 6.25 6.38 6.40
[10151] Switzerland CVI tail  110.26 121.86 119.55 116.16 129.56 126.95 126.54
[10153] Switzerland CVI equally weighted  49.34 50.71 50.95 50.19 52.02 52.47 53.68
[10161] Greece CVI value weighted  22.33 21.94 22.05 22.38 22.89 23.09 23.06
[10163] Greece CVI tail  320.58 289.96 297.55 301.41 305.36 287.39 281.02
[10165] Greece CVI equally weighted  98.47 96.84 96.43 96.93 96.04 94.18 93.72
[10167] Finland CVI value weighted  3.99 4.08 4.11 4.16 4.32 4.32 4.37
[10169] Finland CVI tail  80.29 82.82 81.70 83.07 73.96 75.33 100.34
[10171] Finland CVI equally weighted  20.42 20.29 19.43 21.89 21.96 22.55 24.92
RMI CVI - Middle East
[10155] Israel CVI value weighted  7.57 7.53 7.47 7.48 7.63 7.71 7.65
[10157] Israel CVI tail  82.12 82.74 79.09 79.25 82.16 78.65 81.05
[10159] Israel CVI equally weighted  28.81 28.08 27.95 28.47 28.30 27.74 28.38
RMI CVI - North America
[4587] US CVI value weighted  6.33 6.24 6.32 6.33 6.22 6.25 6.27
[4899] US CVI tail  228.16 222.91 227.52 225.40 224.28 226.01 228.26
[4901] US CVI equally weighted  55.29 53.96 55.00 53.92 52.24 52.38 52.53
[4903] Canada CVI value weighted  5.43 5.38 5.43 5.37 5.30 5.32 5.36
[4905] Canada CVI tail  331.47 344.13 361.30 336.37 395.60 384.09 345.24
[4907] Canada CVI equally weighted  74.11 72.68 73.51 70.99 73.43 73.26 72.88
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  4.06 4.00 4.05 4.08 4.03 4.07 4.09
[4949] S&P 500 CVI tail  41.58 39.88 40.65 40.32 38.97 38.31 37.12
[4951] S&P 500 CVI equally weighted  7.05 6.95 7.09 7.11 6.97 7.04 7.03
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