Probability of default for A rating (3 years)

Name: Probability of default for A rating (3 years)
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 3-years horizon

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(161645, date)

Cbonds add-in

Index	Current value	Date
Probability of default for A rating (3 years)	0.75 %	23/07/2024
Probability of default for A+ rating (3 years)	0.51 %	23/07/2024
Probability of default for A- rating (3 years)	1.09 %	23/07/2024
Probability of default for AA rating (3 years)	0.24 %	23/07/2024
Probability of default for AA+ rating (3 years)	0.16 %	23/07/2024
Probability of default for AA- rating (3 years)	0.35 %	23/07/2024
Probability of default for AAA rating (3 years)	0.07 %	23/07/2024
Probability of default for B rating (3 years)	23.11 %	23/07/2024
Probability of default for B+ rating (3 years)	15.78 %	23/07/2024
Probability of default for B- rating (3 years)	33.85 %	23/07/2024
Probability of default for BB rating (3 years)	7.36 %	23/07/2024
Probability of default for BB+ rating (3 years)	5.03 %	23/07/2024
Probability of default for BB- rating (3 years)	10.78 %	23/07/2024
Probability of default for BBB rating (3 years)	2.34 %	23/07/2024
Probability of default for BBB- rating (3 years)	3.43 %	23/07/2024
Probability of default for CCC rating (3 years)	49.56 %	23/07/2024
Probability of default for ВВВ+ rating (3 years)	1.6 %	23/07/2024

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