FAQ

Follow Cbonds

Contact us (+ 7 (921) 446-25-10)
×
Texting is available for authorized users.
Please register or log in at the website.
×
Your request for online training has been sent. Cbonds managers will be in touch with you shortly. Thank you!

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.

Show full profile info

Сontacts

Dexter
Tan
Research Analyst
+65 6516 3380

News and documents

Risk Management Institute

Daily indices

Type: 09/19/2018 09/18/2018 09/17/2018 09/14/2018 09/13/2018 09/12/2018 09/11/2018
RMI CVI - Middle East
Israel CVI value weighted  7.12 7.11 7.13 7.57 7.60 7.61 7.88
Israel CVI tail  92.20 95.31 97.28 99.95 93.18 93.95 90.08
Israel CVI equally weighted  25.27 25.28 25.12 25.77 26.16 25.38 26.05
RMI CVI - North America
US CVI value weighted  4.76 4.79 4.83 4.79 4.80 4.81 4.87
US CVI tail  216.18 216.41 222.29 218.18 217.28 214.44 215.29
US CVI equally weighted  56.60 57.62 57.62 57.87 56.78 56.05 55.63
Canada CVI value weighted  3.67 3.73 3.82 3.79 3.82 3.73 3.79
Canada CVI tail  406.03 405.82 404.30 377.20 389.40 385.67 393.93
Canada CVI equally weighted  90.45 92.00 91.53 86.08 88.30 84.81 92.07
RMI CVI - Europe
Eurozone CVI value weighted  5.83 5.88 5.99 6.02 6.10 6.11 6.15
Eurozone CVI tail  124.55 128.06 127.36 129.25 128.16 126.51 128.87
Eurozone CVI equally weighted  31.53 32.17 32.03 32.07 32.33 32.91 32.61
Germany CVI value weighted  6.26 6.32 6.50 6.43 6.55 6.62 6.66
Germany CVI tail  111.52 109.91 109.54 111.77 112.22 110.48 113.87
Germany CVI equally weighted  34.61 34.58 33.93 33.17 33.59 36.33 35.41
France CVI value weighted  5.20 5.27 5.33 5.34 5.42 5.40 5.47
France CVI tail  88.42 90.33 86.50 87.49 88.73 88.38 88.57
France CVI equally weighted  23.05 23.70 23.21 23.03 23.24 23.29 23.08
UK CVI value weighted  13.72 13.89 13.89 13.95 14.08 13.95 14.26
UK CVI tail  163.14 164.05 159.91 163.90 163.70 164.78 163.57
UK CVI equally weighted  46.06 46.17 45.73 45.17 44.76 44.55 45.02
Denmark CVI value weighted  5.70 5.69 5.80 5.72 5.66 5.63 5.75
Denmark CVI tail  97.35 98.63 101.91 94.02 96.65 95.10 93.05
Denmark CVI equally weighted  24.28 24.23 24.48 23.51 24.49 23.74 23.99
Norway CVI value weighted  7.49 7.46 7.53 7.72 7.76 7.67 7.93
Norway CVI tail  120.03 119.25 118.70 120.90 129.95 132.32 133.21
Norway CVI equally weighted  57.82 57.11 56.93 63.97 66.71 63.35 72.98
Sweden CVI value weighted  5.02 5.06 4.96 5.11 5.17 5.19 5.27
Sweden CVI tail  155.99 158.26 158.70 158.95 161.31 163.63 164.83
Sweden CVI equally weighted  39.68 39.24 39.60 40.19 40.09 39.77 40.40
Turkey CVI value weighted  153.12 163.14 163.89 156.91 158.80 171.72 171.02
Turkey CVI tail  388.58 398.00 387.32 368.72 388.24 405.01 402.38
Turkey CVI equally weighted  107.92 112.51 112.85 108.58 112.17 118.79 118.31
Switzerland CVI value weighted  5.48 5.57 5.59 5.55 5.60 5.59 5.68
Switzerland CVI tail  136.61 137.58 133.43 131.52 136.84 142.70 144.02
Switzerland CVI equally weighted  29.68 29.68 29.30 29.18 29.50 29.65 28.04
Greece CVI value weighted  29.08 29.61 30.43 30.83 31.41 30.20 30.96
Greece CVI tail  447.86 458.23 431.85 440.81 420.71 419.73 440.29
Greece CVI equally weighted  115.83 119.16 119.77 120.51 120.37 119.43 120.28
Finland CVI value weighted  3.63 3.61 3.69 3.63 3.74 3.77 3.76
Finland CVI tail  91.19 92.78 89.88 89.77 91.60 91.90 88.98
Finland CVI equally weighted  17.62 17.75 17.77 17.79 18.16 17.86 18.08
RMI CVI - Asia
Malaysia CVI value weighted  10.82 10.93 10.73 10.73 10.90 10.97 10.83
Malaysia CVI tail  190.03 190.73 191.35 191.41 196.76 188.67 185.03
Malaysia CVI equally weighted  56.15 62.14 61.76 61.78 63.48 63.51 61.89
Philippines CVI value weighted  14.67 14.42 13.86 13.72 13.40 13.54 13.55
Philippines CVI tail  112.87 110.93 102.62 102.32 102.40 101.62 102.48
Philippines CVI equally weighted  24.44 24.12 23.42 23.24 22.97 22.83 22.94
Thailand CVI value weighted  5.24 5.29 5.43 5.37 5.44 5.73 5.76
Thailand CVI tail  77.56 80.35 79.37 82.73 81.50 83.38 85.41
Thailand CVI equally weighted  19.03 19.24 19.61 19.81 20.13 19.83 20.45
Vietnam CVI value weighted  17.84 18.36 18.76 18.63 18.72 18.99 19.01
Vietnam CVI tail  195.57 194.34 196.82 199.93 199.40 202.86 200.74
Vietnam CVI equally weighted  62.97 63.02 62.33 64.23 62.67 64.06 64.40
Indonesia CVI value weighted  33.31 33.93 33.99 32.24 32.98 33.69 32.99
Indonesia CVI tail  222.74 212.74 212.40 208.54 219.99 221.30 215.52
Indonesia CVI equally weighted  57.63 58.00 57.82 57.06 58.02 58.55 58.12
China CVI value weighted  29.32 29.84 30.26 29.58 29.56 30.26 30.08
China CVI tail  216.29 218.04 216.77 214.92 215.57 216.45 218.56
China CVI equally weighted  66.32 66.66 67.40 66.07 65.75 66.37 66.00
Japan CVI value weighted  2.49 2.59 2.72 2.72 2.79 2.88 2.83
Japan CVI tail  19.66 20.11 20.56 20.56 20.84 21.12 20.35
Japan CVI equally weighted  4.52 4.64 4.77 4.77 4.86 4.92 4.78
Singapore CVI value weighted  7.94 8.12 8.18 8.00 8.22 8.23 8.34
Singapore CVI tail  168.90 165.26 197.71 187.38 188.75 158.72 168.05
Singapore CVI equally weighted  46.76 43.44 44.87 43.20 44.00 43.78 45.00
Australia CVI value weighted  3.85 3.92 3.91 3.94 4.00 4.00 3.97
Australia CVI tail  124.20 125.59 124.53 127.43 128.13 129.31 126.82
Australia CVI equally weighted  28.37 28.14 27.65 28.09 28.33 29.01 28.95
Taiwan CVI value weighted  1.69 1.72 1.68 1.65 1.72 1.73 1.71
Taiwan CVI tail  13.04 13.23 12.97 13.02 13.16 13.52 13.03
Taiwan CVI equally weighted  3.26 3.31 3.25 3.22 3.33 3.37 3.30
RMI CVI - Special Portfolios
S&P 500 CVI value weighted  2.85 2.88 2.89 2.88 2.88 2.89 2.93
S&P 500 CVI tail  29.89 29.91 31.25 30.68 30.81 31.26 30.93
S&P 500 CVI equally weighted  5.91 5.96 5.98 5.97 6.02 6.03 6.13
show other indices
minimizeexpand
200 000
issues: local and international bonds
170
countries
+7 812 336 97 21
pro@cbonds.info
200 000
issues: local and international bonds
170
countries
Сbonds is a global Fixed income data platform
+7 812 336 97 21
pro@cbonds.info
Data
  • Descriptive data on bonds
  • Bond Quotes from trading systems and market participants
  • Prospectuses and other issue documents
  • Credit ratings
  • Indices and indicators
  • Market news and analytical research
Analytical instruments
  • Multi-parameter bond database search
  • Bond Maps
  • Market calendar
  • Bond calculator
  • Watchlist and Portfolio management
  • Chart analysis
  • Mobile App and Excel Add-in Tool
Sign in or RegisterSubscription/Trial access
minimizeexpand
Cbonds is a global fixed income data platform
×