Probability of default for AA+ rating (1 year)

Name: Probability of default for AA+ rating (1 year)
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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periodic

UTC+3

Previous value

on 29/03/2023

from

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The index shows the probability of default at a certain level of credit rating on the national scale for the Russian Federation on a 1-year horizon

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(161603, date)

Cbonds add-in

Index	Current value	Date
Probability of default for A rating (1 year)	0.57 %	23/07/2024
Probability of default for A+ rating (1 year)	0.41 %	23/07/2024
Probability of default for A- rating (1 year)	0.79 %	23/07/2024
Probability of default for AA rating (1 year)	0.21 %	23/07/2024
Probability of default for AA+ rating (1 year)	0.15 %	23/07/2024
Probability of default for AA- rating (1 year)	0.29 %	23/07/2024
Probability of default for AAA rating (1 year)	0.06 %	23/07/2024
Probability of default for B rating (1 year)	11.23 %	23/07/2024
Probability of default for B+ rating (1 year)	8.06 %	23/07/2024
Probability of default for B- rating (1 year)	15.65 %	23/07/2024
Probability of default for BB rating (1 year)	4.15 %	23/07/2024
Probability of default for BB+ rating (1 year)	2.98 %	23/07/2024
Probability of default for BB- rating (1 year)	5.78 %	23/07/2024
Probability of default for BBB rating (1 year)	1.53 %	23/07/2024
Probability of default for BBB- rating (1 year)	2.14 %	23/07/2024
Probability of default for CCC rating (1 year)	21.8 %	23/07/2024
Probability of default for ВВВ+ rating (1 year)	1.1 %	23/07/2024

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