Eurozone CVI tail

Name: Eurozone CVI tail
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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daily

bps

UTC+3

Previous value

on 27/08/2026

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 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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Subgroup indices

Index	Current value	Date
Eurozone CVI value weighted	12.3 bps	28/08/2026
Eurozone CVI tail	173.08 bps	28/08/2026
Eurozone CVI equally weighted	57.46 bps	28/08/2026
Germany CVI value weighted	16.49 bps	28/08/2026
Germany CVI tail	283.93 bps	28/08/2026
Germany CVI equally weighted	78.54 bps	28/08/2026
France CVI value weighted	13.01 bps	28/08/2026
France CVI tail	172.57 bps	28/08/2026
France CVI equally weighted	57.81 bps	28/08/2026
UK CVI value weighted	9.66 bps	28/08/2026
UK CVI tail	134.15 bps	28/08/2026
UK CVI equally weighted	36.87 bps	28/08/2026
Denmark CVI value weighted	20.09 bps	28/08/2026
Denmark CVI tail	149.83 bps	28/08/2026
Denmark CVI equally weighted	55.44 bps	28/08/2026
Norway CVI value weighted	9.33 bps	28/08/2026
Norway CVI tail	129.81 bps	28/08/2026
Norway CVI equally weighted	36.05 bps	28/08/2026
Sweden CVI value weighted	5.34 bps	28/08/2026
Sweden CVI tail	146.76 bps	28/08/2026
Sweden CVI equally weighted	42.18 bps	28/08/2026
Turkey CVI value weighted	35.8 bps	28/08/2026
Turkey CVI tail	110.09 bps	28/08/2026
Turkey CVI equally weighted	34.7 bps	28/08/2026
Switzerland CVI value weighted	5.07 bps	28/08/2026
Switzerland CVI tail	152.76 bps	28/08/2026
Switzerland CVI equally weighted	29.91 bps	28/08/2026
Greece CVI value weighted	16.21 bps	28/08/2026
Greece CVI tail	114.58 bps	28/08/2026
Greece CVI equally weighted	39.71 bps	28/08/2026
Finland CVI value weighted	8.33 bps	28/08/2026
Finland CVI tail	98.28 bps	28/08/2026
Finland CVI equally weighted	29.49 bps	28/08/2026

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