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Cbonds Page: Risk Management Institute

company Risk Management Institute
full company name NUS RMI Credit Research Initiative
country of risk Singapore
address 21 Heng Mui Keng Terrace I3 Building, Level 4 Singapore 119613
phone (65) 6516 3380
fax (65) 6874 5430
e-mail rmicri@nus.edu.sg
web http://www.rmi.nus.edu.sg/

Profile

The Credit Research Initiative (CRI) is a non-profit undertaking by the Risk Management Institute at NUS, and seeks to promote research and development in the critical area of credit risk. The foundation of the CRI is the probability of default (PD) model which has been developed using a database of over 60,000 listed firms in Asia-Pacific, North America, Europe, Latin America, the Middle East and Africa. The outputs of RMI's PD model are avilable on http://www.rmicri.org/, including daily updated PDs for individual firms in the aforementioned regions and aggregate PDs for different economies and sectors. The RMI family of Corporate Vulnerability Indices (RMI CVI) are derived from firm-specific RMI PDs.

This non-profit initiative was conceptualized by Professor Jin-Chuan Duan in March 2009. It takes a "public good" approach to credit rating with the goal of keeping the PD model current, evolutionary and organic, and functions like a "selective Wikipedia." RMI announced the CRI in July 2009 and started releasing results from its PD model in July 2010 at its fourth Annual Risk Management Conference.

Сontacts

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Daily indices

Type: 01/15/2019 01/14/2019 01/11/2019 01/10/2019 01/09/2019 01/08/2019 01/07/2019
RMI CVI - Middle East
[10155] Israel CVI value weighted  9.68 9.94 10.13 10.14 10.08 10.05 10.25
[10157] Israel CVI tail  102.65 103.92 107.15 103.51 104.24 108.25 105.61
[10159] Israel CVI equally weighted  34.98 32.50 31.37 32.32 30.52 30.12 30.09
RMI CVI - North America
[4587] US CVI value weighted  7.12 7.13 7.92 7.99 8.03 8.10 8.15
[4899] US CVI tail  286.47 289.17 295.85 298.89 298.99 307.81 312.02
[4901] US CVI equally weighted  63.80 64.76 66.15 67.73 67.33 69.39 71.30
[4903] Canada CVI value weighted  4.97 5.00 5.14 5.13 5.11 5.33 5.35
[4905] Canada CVI tail  383.40 351.60 414.77 422.49 392.16 411.53 396.06
[4907] Canada CVI equally weighted  79.48 76.98 85.37 87.65 83.62 86.41 83.27
RMI CVI - Europe
[4941] Eurozone CVI value weighted  7.61 7.70 7.48 7.43 7.46 7.57 7.77
[4943] Eurozone CVI tail  150.85 151.51 155.30 156.28 159.45 158.75 162.30
[4945] Eurozone CVI equally weighted  41.18 41.26 41.50 40.56 41.35 41.89 42.42
[4929] Germany CVI value weighted  8.96 9.05 9.01 8.86 8.92 9.07 9.35
[4931] Germany CVI tail  152.61 153.00 158.04 154.75 157.76 151.88 159.20
[4933] Germany CVI equally weighted  45.98 46.48 47.99 47.37 49.03 49.37 50.33
[4589] France CVI value weighted  6.92 7.01 6.81 6.75 6.73 6.86 7.07
[4925] France CVI tail  128.82 128.40 128.50 121.96 130.37 130.64 132.77
[4927] France CVI equally weighted  31.04 31.14 31.75 31.70 32.30 32.86 33.02
[4935] UK CVI value weighted  21.55 21.56 21.85 22.21 22.34 22.53 22.75
[4937] UK CVI tail  215.96 209.81 213.15 211.32 215.75 222.10 225.16
[4939] UK CVI equally weighted  60.92 63.22 63.45 61.38 62.87 63.45 63.39
[8659] Denmark CVI value weighted      6.83 6.84 6.71 6.87 7.01
[8663] Denmark CVI tail  141.44 169.62 150.59 155.49 153.84 158.90 176.59
[8661] Denmark CVI equally weighted  35.16 35.51 36.68 36.94 36.84 38.17 39.54
[8665] Norway CVI value weighted  11.52 11.71 11.23 11.10 11.05 11.28 11.64
[8667] Norway CVI tail  262.24 238.78 224.54 250.81 285.00 293.33 299.51
[8669] Norway CVI equally weighted  93.95 92.12 89.39 88.16 89.35 89.99 81.66
[8671] Sweden CVI value weighted  7.25 7.27 7.11 7.04 7.02 7.16 7.41
[8673] Sweden CVI tail  185.11 175.46 177.36 181.51 181.15 176.42 184.93
[8675] Sweden CVI equally weighted  52.15 51.75 51.56 51.02 50.82 51.45 52.76
[10143] Turkey CVI value weighted  64.89 65.98 69.43 69.50 70.89 70.42 69.88
[10145] Turkey CVI tail  232.34 233.18 239.98 238.32 240.68 239.55 235.77
[10147] Turkey CVI equally weighted  65.64 66.18 69.06 69.47 70.33 69.13 69.29
[10149] Switzerland CVI value weighted  7.59 7.60 7.53 7.63 7.79 7.97 8.14
[10151] Switzerland CVI tail  137.69 140.61 165.03 157.21 162.76 166.38 157.52
[10153] Switzerland CVI equally weighted  44.11 42.37 42.89 43.74 44.25 46.62 46.14
[10161] Greece CVI value weighted  31.73 30.95 29.54 28.34 27.04 30.16 31.12
[10163] Greece CVI tail  470.79 466.50 448.57 441.73 457.94 487.60 495.08
[10165] Greece CVI equally weighted  120.10 118.37 116.79 116.02 118.70 119.03 120.20
[10167] Finland CVI value weighted  4.07 4.10 3.86 3.84 3.81 3.92 4.07
[10169] Finland CVI tail  73.54 73.95 68.75 71.92 89.10 89.64 88.05
[10171] Finland CVI equally weighted  22.70 22.24 22.09 22.04 22.54 23.26 24.69
RMI CVI - Asia
[8985] Malaysia CVI value weighted  12.61 12.72 12.14 12.22 12.41 12.53 12.45
[8987] Malaysia CVI tail  219.15 219.74 201.36 200.96 198.56 206.87 205.96
[8989] Malaysia CVI equally weighted  65.92 64.93 55.42 56.28 56.88 59.46 58.76
[8991] Philippines CVI value weighted  13.53 13.69 13.46 13.52 13.78 14.26 14.03
[8993] Philippines CVI tail  98.71 99.88 93.10 94.15 94.38 99.20 95.49
[8995] Philippines CVI equally weighted  22.35 22.65 22.34 22.54 22.64 22.99 22.91
[8997] Thailand CVI value weighted  7.30 7.26 6.81 6.85 6.86 6.85 6.84
[8999] Thailand CVI tail  89.95 89.50 81.84 88.17 87.67 89.05 89.06
[9001] Thailand CVI equally weighted  22.34 22.48 21.20 22.07 21.46 22.09 22.07
[9003] Vietnam CVI value weighted  25.41 25.82 25.19 25.66 25.53 26.22 25.82
[9005] Vietnam CVI tail  225.58 230.46 217.85 219.02 223.78 224.49 215.42
[9007] Vietnam CVI equally weighted  71.10 72.01 70.41 68.50 68.56 68.68 68.41
[10173] Indonesia CVI value weighted  28.28 29.07 28.40 29.06 30.01 29.98 29.75
[10175] Indonesia CVI tail  174.06 179.40 175.75 173.68 171.80 181.16 180.20
[10177] Indonesia CVI equally weighted  48.28 49.08 47.19 48.08 48.52 48.81 49.04
[4591] China CVI value weighted  30.46 31.09 31.65 31.93 31.94 32.62 32.52
[4909] China CVI tail  199.34 201.60 207.19 210.60 210.10 211.63 211.38
[4911] China CVI equally weighted  67.71 67.97 69.68 70.15 70.19 70.69 70.73
[4913] Japan CVI value weighted      4.46 4.64 4.58 4.63 4.50
[4915] Japan CVI tail  31.09 32.06 30.76 31.43 30.86 30.52 30.46
[4917] Japan CVI equally weighted  7.73 7.91 7.38 7.60 7.53 7.44 7.29
[4919] Singapore CVI value weighted  8.38 8.69 8.53 8.73 8.82 9.05 9.11
[4921] Singapore CVI tail  161.04 170.10 168.30 178.59 174.83 175.53 193.15
[4923] Singapore CVI equally weighted  44.46 46.39 44.96 46.80 47.22 47.59 48.71
[8683] Australia CVI value weighted  4.62 4.68 4.72 4.72 4.73 4.85 4.95
[8685] Australia CVI tail  132.09 134.59 135.03 128.49 128.69 133.96 136.94
[8687] Australia CVI equally weighted  31.27 31.50 31.89 30.89 31.81 32.58 33.70
[8681] Taiwan CVI value weighted  2.87 2.94 2.82 2.84 2.83 2.96 2.92
[8679] Taiwan CVI tail  20.08 19.96 19.60 19.45 19.47 20.09 19.80
[8677] Taiwan CVI equally weighted  5.16 5.24 5.07 5.03 4.96 5.05 5.03
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  4.93 4.89 5.52 5.57 5.62 5.63 5.61
[4949] S&P 500 CVI tail  37.94 38.58 43.25 44.08 41.47 43.33 43.91
[4951] S&P 500 CVI equally weighted  12.41 11.20 10.69 10.83 10.83 10.95 10.86
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