Default frequency for СС rating category (3 years)

Name: Default frequency for СС rating category (3 years)
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

FIND, SAVE & TRACK INVESTMENTS WITH CBONDS WATCHLIST

With Cbonds Watchlist you can always stay updated on your investments to make conscious decisions!

Watchlist

You need to request access

periodic

UTC+3

Previous value

on 01/01/2026

from

ADD-IN
Cbonds add-in API
bond data api

Data for this index is not available for download

Authorization required

You need to request access

New to Cbonds? · Take a 90-second tour of the platform.

Discover what you can do with Cbonds

Everything you need for fixed income research and monitoring.

00:23 Coverage
00:40 Bond screener
00:54 Parameters
01:10 Watchlist, Mobile app
01:15 Excel Add-in

Unlock data Watch full tour

Index description

The index shows the frequency of defaults of a certain rating category. It is calculated over a 3-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.

Excel + Cbonds

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(161547, date)

Cbonds add-in

Quotes by Market Participants

List of securities for index calculation

Export to Excel

Subgroup indices

Index	Current value	Date
Default frequency for A rating category (3 years)	0.01	01/07/2026
Default frequency for AA rating category (3 years)	0	01/07/2026
Default frequency for AAA rating category (3 years)	0	01/07/2026
Default frequency for В rating category (3 years)	0.03	01/07/2026
Default frequency for ВВ rating category (3 years)	0	01/07/2026
Default frequency for ВВВ rating category (3 years)	0	01/07/2026
Default frequency for С rating category (3 years)	0	01/07/2026
Default frequency for СС rating category (3 years)	0	01/07/2026
Default frequency for ССС rating category (3 years)	0	01/07/2026

The composition of the index list

The data is available via upload

Export to Excel

Get access to the largest financial database

Try in 7-days Demo access

Free for company representative

Evaluate advanced analytical tools
Get full online access to the database
Try our powerful bond screener
Track bond prices from 400+ sources

Get access to the largest financial database

Representative of the company 7 days FREE trial

Professional access to the data

Private investor

Individual access