Who we are

The Credit Research Initiative (CRI), founded in 2009 at the Risk Management Institute of National University of Singapore, is a non-profit undertaking offering credit risk measures for exchange-listed firms around the world. The CRI team has officially moved to the Asian Institute of Digital Finance of NUS since September 16, 2020. Pioneering the “public good” credit risk measures, the CRI is committed to advancing big data analytics and providing directly useful credit intelligence to academic and professional communities.

Read MoreOur Global Impact

PD & AS Global Search

The aggregate PD & AS measure the creditworthiness of a region, economy or sector. The indicator is calculated using the median PD and AS of all companies in the selected region, economy and industry. The aggregate forecast is now available for NoOfRegions geographic regions, NoOfEconomies economies, and NoOfSectors sectors/subsectors.

CVI

The Corporate Vulnerability Index (CVI) measures the creditworthiness of a selected region, economy or portfolio of interest. Three sets of indices, i.e. the equally-weighted CVI, value-weighted CVI, and the tail CVI, are now available for 25 selected groups.

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Publication

Latest

05-18-2023

Published report explains the estimation of the probability of default for each insurance entity in the US, Canada, and France for the period 2009–2021 and its performance by NUS CRI, commitioned by American Academy of Actuaries.

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WCB

11-28-2023

Chinese property sector risk in focus: government support does little for structural demand downturn

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SR

01-13-2021

When a significant credit related event merits special attention...

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