- Cbonds Bond Market Statistics
- Defaults (according to Russian rating agencies)
- Final frequency of defaults on the horizon of 1 year (Expert RA)
Total default frequency for В rating category (1 year)
periodic
%
Previous value
7.5% on 01/07/2023
Country: Russia,
calculating organization: Expert RA
Latest data on 01/01/2024
explore the most comprehensive database
800 000
bonds globally
Over 400
pricing sources
80 000
stocks
9 000
ETF
track your portfolio in the most efficient way
Bond Search
Watchlist
Excel ADD-IN
×
— Are you looking for the complete & verified bond data?
— We have everything you need:
full data on over 700 000 bonds, stocks & ETFs; powerful bond screener; over 350 pricing sources among stock exchanges & OTC market; ratings & financial reports; user-friendly interface; available anywhere via Website, Excel Add-in and Mobile app.
Register×
Why
You will have detailed descriptive & pricing data for 650K bonds, 76K stocks, 8K ETFs
Get full access to the platform from any device & via Cbonds app
Enhance your portfolio management with Cbonds Excel Add-in
Build yield maps, make chart comparison within a click
Quotes by Market Participants
Index description
Country: Russia
calculating organization: Expert RA
The index shows the final frequency (level) of defaults for a certain rating category over a 1-year horizon. The calculation takes into account the ratings on the national scale for the Russian Federation
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(161799, date)
Subgroup indices
Index | Current value | Date |
---|---|---|
Total default frequency for A rating category (1 year) | 0.67 % | 01/01/2024 |
Total default frequency for AA rating category (1 year) | 0.11 % | 01/01/2024 |
Total default frequency for AAA rating category (1 year) | 0 % | 01/07/2021 |
Total default frequency for В rating category (1 year) | 5.91 % | 01/01/2024 |
Total default frequency for ВВ rating category (1 year) | 4.69 % | 01/01/2024 |
Total default frequency for ВВВ rating category (1 year) | 1.54 % | 01/01/2024 |
Total default frequency for СС rating category (1 year) | 28.57 % | 01/01/2024 |
Total default frequency for ССС rating category (1 year) | 13.3 % | 01/01/2024 |