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The index shows the overall default rate for a particular rating category as of a given date. The calculation takes into account ratings on the national scale for the Russian Federation. A value of 0 indicates that there are no defaults in this rating category.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(161573, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| Default rate for A rating category | 0 | 01/01/2026 |
| Default rate for AA rating category | 0 | 01/01/2026 |
| Default rate for AAA rating category | 0 | 01/01/2026 |
| Default rate for B rating category | 1 | 01/01/2026 |
| Default rate for BBB rating category | 1 | 01/01/2026 |
| Default rate for C rating category | 0 | 01/01/2026 |
| Default rate for CCC rating category | 1 | 01/01/2026 |
| Default rate for D rating category | 0 | 01/01/2026 |
| Default rate for RD rating category | 0 | 01/01/2026 |
| Default rate for SD rating category | 0 | 01/01/2026 |
| Default rate for ВВ rating category | 0 | 01/01/2026 |
| Default rate for СС rating category | 0 | 01/01/2026 |
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