Hint mode is switched on Switch off

Eurozone CVI tail

daily
bps
UTC+3
Previous value
on 06/08/2026
from
to
ADD-IN
Cbonds add-in API
bond data api
Data for this index is not available for download
Authorization required
You need to request access
Welcome to Cbonds
New to Cbonds? · Take a 90-second tour of the platform.

Discover what you can do with Cbonds

Everything you need for fixed income research and monitoring.

  • 00:23 Coverage
  • 00:40 Bond screener
  • 00:54 Parameters
  • 01:10 Watchlist, Mobile app
  • 01:15 Excel Add-in
Get access Watch full tour

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)

Cbonds add-in

Quotes by Market Participants

List of securities for index calculation

Export to Excel

Subgroup indices

Index Current value Date
Eurozone CVI value weighted 11.63 bps 07/08/2026
Eurozone CVI tail 174.28 bps 07/08/2026
Eurozone CVI equally weighted 57.83 bps 07/08/2026
Germany CVI value weighted 16.95 bps 07/08/2026
Germany CVI tail 331.84 bps 07/08/2026
Germany CVI equally weighted 79.84 bps 07/08/2026
France CVI value weighted 11.39 bps 07/08/2026
France CVI tail 174.75 bps 07/08/2026
France CVI equally weighted 55.55 bps 07/08/2026
UK CVI value weighted 8.99 bps 07/08/2026
UK CVI tail 131.09 bps 07/08/2026
UK CVI equally weighted 33.67 bps 07/08/2026
Denmark CVI value weighted 21.86 bps 07/08/2026
Denmark CVI tail 122.14 bps 07/08/2026
Denmark CVI equally weighted 88.99 bps 07/08/2026
Norway CVI value weighted 9.87 bps 07/08/2026
Norway CVI tail 117.59 bps 07/08/2026
Norway CVI equally weighted 35.92 bps 07/08/2026
Sweden CVI value weighted 5.31 bps 07/08/2026
Sweden CVI tail 136.63 bps 07/08/2026
Sweden CVI equally weighted 44.59 bps 07/08/2026
Turkey CVI value weighted 38.46 bps 07/08/2026
Turkey CVI tail 122.9 bps 07/08/2026
Turkey CVI equally weighted 35.99 bps 07/08/2026
Switzerland CVI value weighted 4.72 bps 07/08/2026
Switzerland CVI tail 130.83 bps 07/08/2026
Switzerland CVI equally weighted 28.66 bps 07/08/2026
Greece CVI value weighted 16.69 bps 07/08/2026
Greece CVI tail 125.69 bps 07/08/2026
Greece CVI equally weighted 37.14 bps 07/08/2026
Finland CVI value weighted 8.87 bps 07/08/2026
Finland CVI tail 99.13 bps 07/08/2026
Finland CVI equally weighted 33.61 bps 07/08/2026
Show more Hide

The composition of the index list

The data is available via upload
Export to Excel

Get access to the largest financial database

Try in 7-days Demo access

Free for company representative

  • Evaluate advanced analytical tools
  • Get full online access to the database
  • Try our powerful bond screener
  • Track bond prices from 400+ sources

Get access to the largest financial database

Representative of the company 7 days FREE trial

Professional access to the data

Private investor

Individual access
Registration is required to get access.