US CVI value weighted

Name: US CVI value weighted
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

daily

bps

UTC+3

Previous value

on 06/08/2026

from

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Index description

This indice belongs to a new suite of indices produced by RMI’s Credit Research Initiative. RMI Probabilities of Default (RMI PDs) of individual firms are used in the CVI to produce bottom-up measures of credit risk in economics of USA. Value-weighted CVI (CVI vw)- RMI PDs are aggregated with each firm weighted by its market-capitalization so that the size of each firm is taken into account.

Methodology

Excel + Cbonds

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(4587, date)

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Quotes by Market Participants

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Subgroup indices

Index	Current value	Date
US CVI value weighted	36.16 bps	07/08/2026
US CVI tail	610.67 bps	07/08/2026
US CVI equally weighted	137.77 bps	07/08/2026
Canada CVI value weighted	8.53 bps	07/08/2026
Canada CVI tail	492.85 bps	07/08/2026
Canada CVI equally weighted	124.26 bps	07/08/2026

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