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Total default frequency for AAA rating category (3 years)

Name: Total default frequency for AAA rating category (3 years)
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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periodic

UTC+3

Previous value

on 01/01/2021

from

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Index description

The index shows the final frequency (level) of defaults for a certain rating category over a 3-year horizon. The calculation takes into account the ratings on the national scale for the Russian Federation

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Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(161833, date)

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Subgroup indices

Index	Current value	Date
Total default frequency for A rating category (3 years)	2.22 %	01/07/2026
Total default frequency for AA rating category (3 years)	0.6 %	01/07/2026
Total default frequency for AAA rating category (3 years)	0 %	01/07/2021
Total default frequency for В rating category (3 years)	16.07 %	01/07/2026
Total default frequency for ВВ rating category (3 years)	14.21 %	01/07/2026
Total default frequency for ВВВ rating category (3 years)	6.49 %	01/07/2026
Total default frequency for СС rating category (3 years)	42.86 %	01/07/2026
Total default frequency for ССС rating category (3 years)	26.36 %	01/07/2026