Contáctenos vía apps de mensajería:+ 7 (921) 446-25-10
×
Para enviar mensajes se requiere el registro.
Por favor, vaya al formato de registro o autorícese en el sitio web.
×
Su solicitud ha sido enviada. En breve los gerentes de Cbonds se pondrán en contacto con usted. ¡Gracias!

Cbonds Page: Risk Management Institute

razón social de compañía Risk Management Institute
razón social completa de la compañía NUS RMI Credit Research Initiative
país de riesgo Singapore
dirección 21 Heng Mui Keng Terrace I3 Building, Level 4 Singapore 119613
teléfono (65) 6516 3380
fax (65) 6874 5430
e-mail rmicri@nus.edu.sg
sitio web http://www.rmi.nus.edu.sg/

Perfil

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.

Contactos

Dexter
Tan
Research Analyst
+65 6516 3380

Risk Management Institute

Índices semanales

Tipo: 18/07/19 17/07/19 16/07/19 15/07/19 12/07/19 11/07/19 10/07/19
RMI CVI - North America
[4587] US CVI value weighted  7.03 7.04 6.92 6.88 6.81 6.92 6.88
[4899] US CVI tail  325.64 320.37 312.76 319.26 315.75 319.64 308.33
[4901] US CVI equally weighted  76.03 73.43 71.44 70.55 69.13 70.05 69.58
[4903] Canada CVI value weighted  6.95 6.74 6.69 6.60 6.57 6.57 6.49
[4905] Canada CVI tail  375.46 357.19 355.13 366.42 356.53 364.21 353.58
[4907] Canada CVI equally weighted  82.27 84.44 85.54 84.66 83.07 84.08 82.28
RMI CVI - Asia
[8985] Malaysia CVI value weighted  11.85 11.72 11.51 11.38 11.16 11.12 11.19
[8987] Malaysia CVI tail  200.64 204.84 198.71 203.73 200.69 195.66 198.92
[8989] Malaysia CVI equally weighted  54.46 53.57 53.46 52.95 52.41 52.22 53.91
[8991] Philippines CVI value weighted  9.91 9.89 9.81 10.03 10.08 10.02 10.16
[8993] Philippines CVI tail  68.94 68.87 68.24 71.12 68.92 67.99 66.30
[8995] Philippines CVI equally weighted  14.53 14.65 14.51 15.17 14.86 14.90 15.03
[8997] Thailand CVI value weighted  5.60 5.64 5.65 5.61 5.57 5.48 5.54
[8999] Thailand CVI tail  76.69 74.75 74.72 74.72 75.11 74.05 73.30
[9001] Thailand CVI equally weighted  19.45 18.32 19.45 19.45 19.45 18.87 19.25
[9003] Vietnam CVI value weighted  14.51 14.14 14.10 14.10 14.24 14.23 14.56
[9005] Vietnam CVI tail  195.57 195.97 195.68 194.20 194.87 186.47 191.84
[9007] Vietnam CVI equally weighted  58.59 59.11 58.63 57.41 58.28 57.15 58.44
[10173] Indonesia CVI value weighted  26.92 27.01 26.76 27.16 27.21 27.08 27.27
[10175] Indonesia CVI tail  146.83 150.06 143.86 144.38 144.47 142.26 139.65
[10177] Indonesia CVI equally weighted  37.73 37.87 37.43 37.67 37.66 37.46 37.50
[4591] China CVI value weighted  30.41 30.03 29.95 30.09 30.06 30.26 30.20
[4909] China CVI tail  234.39 231.45 230.60 231.54 231.15 233.00 232.62
[4911] China CVI equally weighted  80.14 78.98 78.75 79.12 78.88 79.05 78.64
[4913] Japan CVI value weighted  7.38 7.08 6.95 6.86 6.86 6.83 7.02
[4915] Japan CVI tail  24.39 23.30 22.87 22.43 22.43 22.26 22.56
[4917] Japan CVI equally weighted  6.31 6.06 5.94 5.88 5.88 5.80 5.98
[4919] Singapore CVI value weighted  7.27 7.28 7.17 7.21 7.29 7.28 7.30
[4921] Singapore CVI tail  159.48 176.14 140.41 149.54 169.86 154.52 168.09
[4923] Singapore CVI equally weighted  34.40 37.00 33.23 32.01 36.19 34.31 35.35
[8683] Australia CVI value weighted  4.45 4.38 4.44 4.41 4.33 4.30 4.39
[8685] Australia CVI tail  167.94 178.73 177.04 179.47 169.36 172.37 178.59
[8687] Australia CVI equally weighted  39.93 43.26 44.00 44.01 41.70 44.28 45.33
[8681] Taiwan CVI value weighted  1.89 1.86 1.84 1.87 1.87 1.85 1.87
[8679] Taiwan CVI tail  14.24 14.09 14.19 14.01 14.14 13.57 13.48
[8677] Taiwan CVI equally weighted  3.04 2.98 2.97 2.98 3.01 2.97 2.96
RMI CVI - Middle East
[10155] Israel CVI value weighted  9.79 9.58 9.28 9.25 9.08 9.08 9.03
[10157] Israel CVI tail  97.24 94.24 90.13 88.04 90.59 90.04 87.94
[10159] Israel CVI equally weighted  43.24 41.82 43.01 42.10 42.01 41.72 42.10
RMI CVI - Europe
[4941] Eurozone CVI value weighted  6.11 6.01 5.90 5.96 5.99 5.98 6.00
[4943] Eurozone CVI tail  96.02 97.66 95.91 95.44 96.50 98.19 100.82
[4945] Eurozone CVI equally weighted  27.33 27.01 26.87 27.45 27.51 27.28 28.35
[4929] Germany CVI value weighted  7.94 7.77 7.56 7.58 7.72 7.66 7.66
[4931] Germany CVI tail  115.75 117.58 116.60 117.48 117.68 117.42 123.79
[4933] Germany CVI equally weighted  28.66 28.38 27.40 28.24 28.50 28.07 29.00
[4589] France CVI value weighted  5.06 5.01 4.93 5.02 5.00 5.04 5.03
[4925] France CVI tail  84.49 81.76 78.55 78.74 85.26 85.72 87.27
[4927] France CVI equally weighted  22.80 22.50 22.38 21.94 21.69 21.68 21.93
[4935] UK CVI value weighted  16.85 16.87 16.79 16.83 16.64 16.73 16.67
[4937] UK CVI tail  183.44 184.73 186.58 185.42 180.41 185.59 186.14
[4939] UK CVI equally weighted  49.83 49.27 48.70 50.91 50.57 48.85 48.95
[8659] Denmark CVI value weighted  9.77 9.68 9.55 9.72 9.87 9.60 9.49
[8663] Denmark CVI tail  123.25 133.36 132.76 120.12 124.21 124.67 129.73
[8661] Denmark CVI equally weighted  38.11 37.67 37.53 36.73 35.95 36.64 36.86
[8665] Norway CVI value weighted  13.75 13.32 12.82 12.55 12.51 12.56 12.73
[8667] Norway CVI tail  256.76 255.14 238.98 247.38 268.23 285.84 255.16
[8669] Norway CVI equally weighted  66.71 63.73 61.78 62.90 62.13 64.37 63.53
[8671] Sweden CVI value weighted  6.92 6.66 6.45 6.34 6.39 6.55 6.52
[8673] Sweden CVI tail  168.27 156.99 153.11 156.41 170.56 167.90 175.22
[8675] Sweden CVI equally weighted  44.31 42.85 41.52 41.39 42.78 43.46 43.90
[10143] Turkey CVI value weighted  35.72 36.85 37.82 39.05 39.05 36.62 38.69
[10145] Turkey CVI tail  122.03 120.96 123.99 131.13 131.13 126.20 130.56
[10147] Turkey CVI equally weighted  37.48 38.16 38.81 40.12 40.12 38.10 40.09
[10149] Switzerland CVI value weighted  4.70 4.95 5.00 5.03 5.08 5.03 4.97
[10151] Switzerland CVI tail  132.26 119.84 119.12 120.02 124.46 125.50 121.84
[10153] Switzerland CVI equally weighted  53.76 54.02 54.86 52.92 53.75 55.08 56.39
[10161] Greece CVI value weighted  13.30 13.18 13.49 13.61 13.42 13.23 13.37
[10163] Greece CVI tail  343.75 344.97 354.89 352.99 352.70 356.59 358.88
[10165] Greece CVI equally weighted  66.97 66.24 68.00 69.31 69.10 68.77 71.43
[10167] Finland CVI value weighted  5.84 5.51 5.31 5.37 5.43 5.45 5.46
[10169] Finland CVI tail  72.14 67.65 68.81 68.04 68.30 67.37 67.97
[10171] Finland CVI equally weighted  18.80 18.01 17.68 17.66 17.69 17.41 17.37
RMI CVI - Special Portfolios
[4947] S&P 500 CVI value weighted  4.06 4.08 3.99 3.96 3.92 3.99 4.02
[4949] S&P 500 CVI tail  49.58 47.46 47.21 47.38 46.55 48.03 48.39
[4951] S&P 500 CVI equally weighted  10.85 10.61 10.15 9.87 9.69 10.08 9.85
mostrar los demás índices
minimizarexpandir
CBONDS ES UNA PLATAFORMA GLOBAL DE DATOS DE RENTA FIJA
  • Cbonds es una plataforma de datos global en el mercado de bonos.
  • Cobertura: más de 170 países y 250,000 bonos locales e internacionales.
  • Varias formas de obtener datos: datos descriptivos y precios de bonos - página web, extensión para xls, aplicación móvil
  • Herramientas analíticas: motor de búsqueda de bonos multi-parámetro, listado de seguimiento , mapas de mercado y otras herramientas
×