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Eurozone CVI tail

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daily
bps
UTC+3
Previous value
on 08/10/2026
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 Eurozone. Tail CVI (CVI tail) - In taking the 5th percentile of the highest RMI PD, the most vulnerable firms in a group are measured.

Methodology

Excel + Cbonds

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(4943, date)

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Quotes by Market Participants

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Subgroup indices

Index Current value Date
Eurozone CVI value weighted 15.27 bps 09/10/2026
Eurozone CVI tail 205.59 bps 09/10/2026
Eurozone CVI equally weighted 67.61 bps 09/10/2026
Germany CVI value weighted 21.65 bps 09/10/2026
Germany CVI tail 304.77 bps 09/10/2026
Germany CVI equally weighted 85.55 bps 09/10/2026
France CVI value weighted 16.76 bps 09/10/2026
France CVI tail 252.19 bps 09/10/2026
France CVI equally weighted 80.4 bps 09/10/2026
UK CVI value weighted 11.07 bps 09/10/2026
UK CVI tail 143.16 bps 09/10/2026
UK CVI equally weighted 43.58 bps 09/10/2026
Denmark CVI value weighted 21.84 bps 09/10/2026
Denmark CVI tail 155.55 bps 09/10/2026
Denmark CVI equally weighted 39.67 bps 09/10/2026
Norway CVI value weighted 9.94 bps 09/10/2026
Norway CVI tail 123.42 bps 09/10/2026
Norway CVI equally weighted 38.45 bps 09/10/2026
Sweden CVI value weighted 6.54 bps 09/10/2026
Sweden CVI tail 193.15 bps 09/10/2026
Sweden CVI equally weighted 48.31 bps 09/10/2026
Turkey CVI value weighted 53.49 bps 09/10/2026
Turkey CVI tail 193.39 bps 09/10/2026
Turkey CVI equally weighted 61.92 bps 09/10/2026
Switzerland CVI value weighted 5.75 bps 09/10/2026
Switzerland CVI tail 145.55 bps 09/10/2026
Switzerland CVI equally weighted 28.73 bps 09/10/2026
Greece CVI value weighted 20.72 bps 09/10/2026
Greece CVI tail 146.48 bps 09/10/2026
Greece CVI equally weighted 49.3 bps 09/10/2026
Finland CVI value weighted 9.87 bps 09/10/2026
Finland CVI tail 140.89 bps 09/10/2026
Finland CVI equally weighted 32.57 bps 09/10/2026
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The composition of the index list

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