Risk Management Institute - Credit Research Initiative

CVI_vw (USA)5.83 -0.04(-0.69%)
CVI_vw (CAN)15.78 -0.03(-0.19%)
CVI_vw (GBR)7.79 -0.16(-2.05%)
CVI_vw (FRA)5.05 -0.08(-1.58%)
CVI_vw (DEU)4.63 -0.09(-1.94%)
CVI_vw (EMU)6.33 -0.03(-0.47%)
CVI_vw (CHN)50.46 -0.61(-1.21%)
CVI_vw (JPN)9.52 -0.37(-3.89%)
CVI_vw (SGP)2.49 -0.03(-1.20%)
CVI_ew (USA)33.75 -0.62(-1.84%)
CVI_ew (CAN)108.77 -1.33(-1.22%)
CVI_ew (GBR)32.54 -1.94(-5.96%)
CVI_ew (FRA)14.53 -0.23(-1.58%)
CVI_ew (DEU)30.54 -0.06(-0.20%)
CVI_ew (EMU)25.12 -0.06(-0.24%)
CVI_ew (CHN)117.74 -1.83(-1.55%)
CVI_ew (JPN)10.62 -0.51(-4.80%)
CVI_ew (SGP)20.69 -0.16(-0.77%)
CVI_tail (USA)132.2 -2.42(-1.83%)
CVI_tail (CAN)482.38 -5.33(-1.10%)
CVI_tail (GBR)109.65 -8.19(-7.47%)
CVI_tail (FRA)46.51 +0.47(+1.01%)
CVI_tail (DEU)99.11 -1.63(-1.64%)
CVI_tail (EMU)80.73 +0.22(+0.27%)
CVI_tail (CHN)349.2 -5.16(-1.48%)
CVI_tail (JPN)40.32 -2.26(-5.61%)
CVI_tail (SGP)71.94 -1.39(-1.93%)

2013-05-20	Value	Change	1Y Max	1Y Min
CVI_vw (SPP)	4.31	-0.02	10.07	4.00
CVI_ew (SPP)	5.73	-0.10	21.06	5.67
CVI_tail (SPP)	26.09	+0.27	89.41	24.93
CVI_vw (EMU)	6.33	-0.03	11.00	4.59
CVI_ew (EMU)	25.12	-0.06	49.44	20.62
CVI_tail (EMU)	80.73	+0.22	163.38	58.78
CVI_tail (CHN)	349.20	-5.16	494.31	320.83
CVI_tail (JPN)	40.32	-2.26	81.82	38.90
CVI_tail (SGP)	71.94	-1.39	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 13: The junk-bond crusade marches on.
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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