- All indices are effectively live after July 1, 2012. The index values before the launch date are calculated from the one-time calibration results using historical data up to the launch date.
- The data used to construct CVI includes all firms with market capitalization and 1-year forward-looking probability of default (PD). The CVI is reported in basis point (0.01%).
- CVIvw: a value-weighted CVI which is a market capitalization weighted average of PDs of its components.
- CVIew: an equally-weighted CVI which is a simple average of PDs of its components.
- CVItail: the highest 5th percentile PD among its components.
|The grey area in the graph indicates back-calculated values for the index.|
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