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Japan CVI tail

daily
bps
UTC+3
Previous value
on 06/08/2026
from
to
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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 Japan. Tail CVI (CVI tail) - In taking the 5th percentile of the highest RMI PD, the most vulnerable firms in a group are measured.

Methodology

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Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(4915, date)

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Subgroup indices

Index Current value Date
Malaysia CVI value weighted 13.86 bps 06/08/2026
Malaysia CVI tail 294.7 bps 06/08/2026
Malaysia CVI equally weighted 66.83 bps 06/08/2026
Philippines CVI value weighted 25.79 bps 06/08/2026
Philippines CVI tail 127.54 bps 06/08/2026
Philippines CVI equally weighted 43.03 bps 06/08/2026
Thailand CVI value weighted 11.03 bps 06/08/2026
Thailand CVI tail 207.15 bps 06/08/2026
Thailand CVI equally weighted 52.87 bps 06/08/2026
Vietnam CVI value weighted 37.47 bps 06/08/2026
Vietnam CVI tail 91.67 bps 06/08/2026
Vietnam CVI equally weighted 31.28 bps 06/08/2026
Indonesia CVI value weighted 124.92 bps 06/08/2026
Indonesia CVI tail 191.95 bps 06/08/2026
Indonesia CVI equally weighted 52.9 bps 06/08/2026
China CVI value weighted 57.28 bps 06/08/2026
China CVI tail 468.82 bps 06/08/2026
China CVI equally weighted 135.82 bps 06/08/2026
Japan CVI value weighted 136.02 bps 06/08/2026
Japan CVI tail 275.84 bps 06/08/2026
Japan CVI equally weighted 61 bps 06/08/2026
Singapore CVI value weighted 55.33 bps 06/08/2026
Singapore CVI tail 262.25 bps 06/08/2026
Singapore CVI equally weighted 77.45 bps 06/08/2026
Australia CVI value weighted 12.69 bps 06/08/2026
Australia CVI tail 199.67 bps 06/08/2026
Australia CVI equally weighted 45.52 bps 06/08/2026
Taiwan CVI value weighted 4.1 bps 06/08/2026
Taiwan CVI tail 26.35 bps 06/08/2026
Taiwan CVI equally weighted 8.15 bps 06/08/2026
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