注释
- All values before 2022-04-29 (in grey area) are back-calculated using the most recent calibration results to this month (2022-04). All values after this date will be updated and supplemented to the series daily.
- We have modified 4 risk factors and calibration method in PD model since 2017-12-18. For more details please refer to Version 2017 Update 1 Addendum 5 and Version 2017 Update 1 Addendum 4.
- We have added two common covariates and modified calibration method in PD model since 2018-05-02. For more details please refer to Version 2017 Update 1 Addendum 9, Version 2017 Update 1 Addendum 10 and Version 2017 Update 1 Addendum 11.
About CVI
企业脆弱性指数（CVI）衡量选定地区、经济体或利益组合的信用度。它有三组指数，从不同角度衡量一个群体的风险程度。
等权重 CVI 是一组中各个 PD 的平均值。这个聚合衡量标准侧重于一组中处于风险中的公司数量。
The value-weighted CVI sums up the individual PDs with their market capitalizations as weights. This measure takes into account the size of each firm.
The tail CVI is the top 5th percentile of the individual PDs in a group. It can also be interpreted as the conditional median of the 10th percentile tail. It focuses on the riskiness of the most vulnerable firms in a group.
CVI 现在可用于 25 个组。它每天更新。除了 CRI网站，也可以通过彭博社（股票代码：CRII）和CBonds获取。