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  Issue 19 | Archive May 2014

RMI Publishes the Latest Quaterly Credit Report

On 6 May, RMI published its latest issue of the Quarterly Credit Report (QCR), one of the flagship publications under its Credit Research Initiative (CRI).

In this Volume, namely QCR Volume 3, Issue 4, the first quarter of 2014 is covered. The team discussed the general credit outlook for a selection of economies from around the world, based on relevant indicators, and related this discussion to forecasts provided by RMI¡¯s probability of default (PD) model.

The appendices in this volume include a comprehensive overview of various outputs that are produced by the operational PD system of RMI. While the PD system outputs default forecasts at horizons ranging from one month to five years, the QCR reports only 1-year PDs in order to allow the reader to make consistent comparisons. In addition to the PD produced by the RMI system, the appendices provide important macroeconomic, corporate credit and sovereign risk indicators. These summarize the credit situation, as well as make detailed data available for reference purposes.

The QCR, an analysis of credit outlooks across regions, economies and sectors, provides insights on trends in credit outlooks to credit professionals, investors and researchers. The economies that are considered in each region are based on a selection of 70 economies covered by RMI¡¯s default forecast model.

More details and the full report can be retrieved here: http://rmi.nus.edu.sg/gcr/files/QCR-2014-Q1.pdf

 

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Published quarterly by Risk Management Institute, NUS
Editor: Ivy Wang (rmiwy@nus.edu.sg)