Risk Management Institute - Credit Research Initiative

CVI_vw (USA)5.94 +0.02(+0.34%)
CVI_vw (CAN)15.73 +0.21(+1.34%)
CVI_vw (GBR)8.3 +0.31(+3.73%)
CVI_vw (FRA)4.98 +0.06(+1.20%)
CVI_vw (DEU)4.82 +0.11(+2.28%)
CVI_vw (EMU)6.45 +0.06(+0.93%)
CVI_vw (CHN)50.58 -0.34(-0.67%)
CVI_vw (JPN)10.41 -0.02(-0.19%)
CVI_vw (SGP)2.52 -0.03(-1.19%)
CVI_ew (USA)32.99 +0.22(+0.67%)
CVI_ew (CAN)112.75 +0.97(+0.86%)
CVI_ew (GBR)33.19 +0.92(+2.77%)
CVI_ew (FRA)15 +0.14(+0.93%)
CVI_ew (DEU)28.19 -0.99(-3.51%)
CVI_ew (EMU)24.69 -0.66(-2.67%)
CVI_ew (CHN)115.74 -1.40(-1.21%)
CVI_ew (JPN)11.49 -0.10(-0.87%)
CVI_ew (SGP)20.64 -0.06(-0.29%)
CVI_tail (USA)130.28 -0.70(-0.54%)
CVI_tail (CAN)513.2 -9.78(-1.91%)
CVI_tail (GBR)113.8 +1.36(+1.20%)
CVI_tail (FRA)47.65 +1.92(+4.03%)
CVI_tail (DEU)92.52 -10.76(-11.63%)
CVI_tail (EMU)77.65 -1.87(-2.41%)
CVI_tail (CHN)344.62 -4.03(-1.17%)
CVI_tail (JPN)42.95 -0.21(-0.49%)
CVI_tail (SGP)71.11 +0.01(+0.01%)

2013-05-24	Value	Change	1Y Max	1Y Min
CVI_vw (SPP)	4.31	+0.01	10.07	4.00
CVI_ew (SPP)	5.83	+0.05	21.06	5.63
CVI_tail (SPP)	25.93	-0.04	89.41	24.93
CVI_vw (EMU)	6.45	+0.06	11.00	4.59
CVI_ew (EMU)	24.69	-0.66	49.44	20.62
CVI_tail (EMU)	77.65	-1.87	163.38	58.78
CVI_tail (CHN)	344.62	-4.03	494.31	320.83
CVI_tail (JPN)	42.95	-0.21	81.82	38.90
CVI_tail (SGP)	71.11	+0.01	144.22	69.44

RMI PD Horizon Extended to Five Years

April 2013: RMI PD has been extended to five years with a different methodology for the parameter estimation.
CVI on Bloomberg/Cbonds

March 2013: Bloomberg and Cbonds start carrying the Corporate Vulnerability Index (CVI)
Quarterly Credit Report

May 9: Release of QCR - Q1 2013. An analysis of credit outlooks across economies and sectors based on RMI PDs.
Weekly Credit Brief

May 20: Singapore Airlines stands out with low default risk.
RMI Global Coverage

December 4: RMI increased coverage to 60,400 listed firms in 106 economies.
CVI Launched

July 12: Corporate Vulnerability Index in three types covering various groups of firms.

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