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Norway CVI tail

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daily
bps
UTC+3
Previous value
on 16/09/2026
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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 Norway. Tail CVI (CVI tail) - In taking the 5th percentile of the highest RMI PD, the most vulnerable firms in a group are measured.

Quotes by Market Participants

List of securities for index calculation

Subgroup indices

Index Current value Date
Eurozone CVI value weighted 13.51 bps 17/09/2026
Eurozone CVI tail 186.16 bps 17/09/2026
Eurozone CVI equally weighted 58.89 bps 17/09/2026
Germany CVI value weighted 18.69 bps 17/09/2026
Germany CVI tail 292.69 bps 17/09/2026
Germany CVI equally weighted 75.57 bps 17/09/2026
France CVI value weighted 14.8 bps 17/09/2026
France CVI tail 208.82 bps 17/09/2026
France CVI equally weighted 61.82 bps 17/09/2026
UK CVI value weighted 10.28 bps 17/09/2026
UK CVI tail 138.58 bps 17/09/2026
UK CVI equally weighted 38.97 bps 17/09/2026
Denmark CVI value weighted 21.33 bps 17/09/2026
Denmark CVI tail 157.51 bps 17/09/2026
Denmark CVI equally weighted 49.14 bps 17/09/2026
Norway CVI value weighted 8.99 bps 17/09/2026
Norway CVI tail 137.4 bps 17/09/2026
Norway CVI equally weighted 34.48 bps 17/09/2026
Sweden CVI value weighted 5.95 bps 17/09/2026
Sweden CVI tail 169.73 bps 17/09/2026
Sweden CVI equally weighted 47.86 bps 17/09/2026
Turkey CVI value weighted 41.64 bps 17/09/2026
Turkey CVI tail 132.91 bps 17/09/2026
Turkey CVI equally weighted 44.37 bps 17/09/2026
Switzerland CVI value weighted 5.67 bps 17/09/2026
Switzerland CVI tail 144.7 bps 17/09/2026
Switzerland CVI equally weighted 32.08 bps 17/09/2026
Greece CVI value weighted 16.06 bps 17/09/2026
Greece CVI tail 121.44 bps 17/09/2026
Greece CVI equally weighted 38.53 bps 17/09/2026
Finland CVI value weighted 9.04 bps 17/09/2026
Finland CVI tail 106.46 bps 17/09/2026
Finland CVI equally weighted 30.78 bps 17/09/2026

The composition of the index list

The data is available via upload
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