US CVI tail
daily
bps
Previous value
536.16 bps on 02/05/2024
Country: USA,
calculating organization: NUS Credit Research Initiative
Latest data on 03/05/2024
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Index description
Country: USA
calculating organization: NUS Credit Research Initiative
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. Tail CVI (CVI tail) - In taking the 5th percentile of the highest RMI PD, the most vulnerable firms in a group are measured.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(4899, date)
Subgroup indices
Index | Current value | Date |
---|---|---|
Canada CVI equally weighted | 88.19 bps | 03/05/2024 |
Canada CVI tail | 400.97 bps | 03/05/2024 |
Canada CVI value weighted | 6.19 bps | 03/05/2024 |
US CVI equally weighted | 118.01 bps | 03/05/2024 |
US CVI tail | 518.97 bps | 03/05/2024 |
US CVI value weighted | 4.67 bps | 03/05/2024 |