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指数组:RMI CVI - Asia

组织负责指数计算:RMI Credit Research Initiative

Group of index covers China (CHN), Japan (JPN) and Singapore (SGP) This is a new suite of indices produced by RMI’s Credit Research Initiative. RMI Probabilities of Default (RMI PDs) of individual firms are used in the CVI to produce bottom-up measures of credit risk in economies, regions and portfolios of special interest. Value-weighted CVI (CVI vw)- RMI PDs are aggregated with each firm weighted by its market-capitalization so that the size of each firm is taken into account. Equally-weighted CVI (CVIew) - RMI PDs are aggregated with each firm equally weighted. This captures the prevalence of credit risk by focusing on the number of firms at risk. Tail CVI (CVI tail) - In taking the 5th percentile of the highest RMI PD, the most vulnerable firms in a group are measured.

Malaysia CVI value weighted
Philippines CVI value weighted
Thailand CVI value weighted
Vietnam CVI value weighted
Pakistan CVI value weighted
Hong Kong CVI equally weighted
Indonesia CVI value weighted
China CVI value weighted
Japan CVI value weighted
Singapore CVI value weighted
Australia CVI value weighted
Taiwan CVI value weighted
Malaysia CVI tail
Malaysia CVI equally weighted
Philippines CVI tail
Philippines CVI equally weighted
Thailand CVI tail
Thailand CVI equally weighted
Vietnam CVI tail
Vietnam CVI equally weighted
Pakistan CVI tail
Pakistan CVI equally weighted
Hong Kong CVI value weighted
Indonesia CVI tail
Indonesia CVI equally weighted
China CVI tail
China CVI equally weighted
Japan CVI tail
Japan CVI equally weighted
Singapore CVI tail
Singapore CVI equally weighted
Australia CVI tail
Australia CVI equally weighted
Taiwan CVI tail
Taiwan CVI equally weighted

完整的英文索引说明 (*.pdf)

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