Default frequency for ВВ rating category (2 years)

Name: Default frequency for ВВ rating category (2 years)
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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periodic

UTC+3

Previous value

on 01/01/2026

from

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Index description

The index shows the frequency of defaults of a certain rating category. It is calculated over a 2-year horizon as the ratio of the number of rating object defaults at the end of the period to the total number of ratings in this category at the beginning of the period.

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Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(161523, date)

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Subgroup indices

Index	Current value	Date
Default frequency for A rating category (2 years)	0.01	01/07/2026
Default frequency for AA rating category (2 years)	0	01/07/2026
Default frequency for AAA rating category (2 years)	0	01/07/2026
Default frequency for В rating category (2 years)	0.03	01/07/2026
Default frequency for ВВ rating category (2 years)	0	01/07/2026
Default frequency for ВВВ rating category (2 years)	0	01/07/2026
Default frequency for С rating category (2 years)	0	01/07/2026
Default frequency for СС rating category (2 years)	0	01/07/2026
Default frequency for ССС rating category (2 years)	0	01/07/2026

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