Total default frequency for AA rating category (2 years)

Name: Total default frequency for AA rating category (2 years)
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

FIND, SAVE & TRACK INVESTMENTS WITH CBONDS WATCHLIST

With Cbonds Watchlist you can always stay updated on your investments to make conscious decisions!

Watchlist

You need to request access

periodic

UTC+3

Previous value

on 01/01/2026

from

ADD-IN
Cbonds add-in API
bond data api

Data for this index is not available for download

Authorization required

You need to request access

New to Cbonds? · Take a 90-second tour of the platform.

Discover what you can do with Cbonds

Everything you need for fixed income research and monitoring.

00:23 Coverage
00:40 Bond screener
00:54 Parameters
01:10 Watchlist, Mobile app
01:15 Excel Add-in

Unlock data Watch full tour

Index description

The index shows the final frequency (level) of defaults for a certain rating category over a 2-year horizon. The calculation takes into account the ratings on the national scale for the Russian Federation

Excel + Cbonds

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(161813, date)

Cbonds add-in

Quotes by Market Participants

List of securities for index calculation

Export to Excel

Subgroup indices

Index	Current value	Date
Total default frequency for A rating category (2 years)	1.48 %	01/07/2026
Total default frequency for AA rating category (2 years)	0.43 %	01/07/2026
Total default frequency for AAA rating category (2 years)	0 %	01/07/2021
Total default frequency for В rating category (2 years)	11.28 %	01/07/2026
Total default frequency for ВВ rating category (2 years)	9.54 %	01/07/2026
Total default frequency for ВВВ rating category (2 years)	3.76 %	01/07/2026
Total default frequency for СС rating category (2 years)	38.1 %	01/07/2026
Total default frequency for ССС rating category (2 years)	21.36 %	01/07/2026

The composition of the index list

The data is available via upload

Export to Excel

Get access to the largest financial database

Try in 7-days Demo access

Free for company representative

Evaluate advanced analytical tools
Get full online access to the database
Try our powerful bond screener
Track bond prices from 400+ sources

Get access to the largest financial database

Representative of the company 7 days FREE trial

Professional access to the data

Private investor

Individual access