Зв'яжіться з нами (наш номер в месенджерах: + 7 (921) 446-25-10)
×
Для відправки повідомлення потрібна реєстрація.
Будь ласка, перейдіть в форму реєстрації або авторизуйтеся на сайті.
×
Ваш запит відправлено. Найближчим часом з вами зв'яжуться менеджери Cbonds. Дякуємо!

Група індексів:RMI CVI - North America



Організація(ї), яка розраховує індекс:RMI Credit Research Initiative

Опис групи індексів
Group of index covers Canada (CAN) and United States of America (USA) 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.

Індекси, що входять в групу
US CVI value weighted
Canada CVI value weighted
US CVI tail
US CVI equally weighted
Canada CVI tail
Canada CVI equally weighted

Детальний опис англійською (*.pdf)

minimizeexpand
Cbonds is a global fixed income data platform
  • Cbonds is a global data platform on bond market
  • Coverage: more than 170 countries and 250,000 domestic and international bonds
  • Various ways to get data: descriptive data and bond prices - website, xls add-in, mobile app
  • Analytical functionality: bond market screener, Watchlist, market maps and other tools
×