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Probability of default for CCC rating (1 year)

periodic
%
UTC+3
Previous value
on 29/03/2023
from
to
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Index description

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

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Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(161633, date)

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Subgroup indices

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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The composition of the index list

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