The Credit Research Initiative (CRI) is a non-profit undertaking by the Risk Management Institute at NUS, and seeks to promote research and development in the critical area of credit risk. The foundation of the CRI is the probability of default (PD) model which has been developed using a database of over 60,000 listed firms in Asia-Pacific, North America, Europe, Latin America, the Middle East and Africa. The outputs of RMI's PD model are avilable on http://www.rmicri.org/, including daily updated PDs for individual firms in the aforementioned regions and aggregate PDs for different economies and sectors. The RMI family of Corporate Vulnerability Indices (RMI CVI) are derived from firm-specific RMI PDs.
This non-profit initiative was conceptualized by Professor Jin-Chuan Duan in March 2009. It takes a "public good" approach to credit rating with the goal of keeping the PD model current, evolutionary and organic, and functions like a "selective Wikipedia." RMI announced the CRI in July 2009 and started releasing results from its PD model in July 2010 at its fourth Annual Risk Management Conference.
|10/22/2014||New RMI indices on Cbonds website|
|08/07/2013||Risk Management Institute extends CVI indices|
|03/20/2013||Cbonds presents new indices from Risk Management Institute|
|RMI Corporate Vulnerability Index Whitepaper - OCTOBER 2014|
|RMI CRI Probability of Default Model: Technical Report (2013 Version 2b)|
|RMI Corporate Vulnerability Index Whitepaper - NOVEMBER 2013|
|RMI Corporate Vulnerability Index Whitepaper - AUGUST 2013|
|RMI CRI Probability of Default Model: Technical Report (2013 Version 1)|
|RMI Corporate Vulnerability Index Whitepaper (FIRST VERSION: JULY 2012)|
|RMI CRI Probability of Default Model: Academic Paper 2013|
|RMI CRI Probability of Default Model: Academic Paper 2011|
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|03/31/2020||Weekly Credit Brief (Mar 24 - Mar 30)|
|03/24/2020||Weekly Credit Brief (Mar 17 - Mar 23)|
|03/17/2020||Weekly Credit Brief (Mar 10 - Mar 16)|
|03/10/2020||Weekly Credit Brief (Mar 3 - Mar 9)|
|03/03/2020||Weekly Credit Brief (Feb 25 - Mar 2)|
|02/25/2020||Weekly Credit Brief (Feb 18 - Feb 24)|
|02/18/2020||Weekly Credit Brief (Feb 11 - Feb 17)|
|02/11/2020||Weekly Credit Brief (Feb 4 - Feb 10)|
|02/04/2020||Weekly Credit Brief (Jan 28 - Feb 3)|
|01/28/2020||Weekly Credit Brief (Jan 21 - Jan 27)|