- Cbonds Bond Market Statistics
- Defaults (according to Russian rating agencies)
- Final frequency of defaults on the horizon of 3 years (Expert RA)
Total default frequency for A rating category (3 years)
periodic
%
Previous value
2.59% on 01/07/2023
Country: Russia,
calculating organization: Expert RA
Latest data on 01/01/2024
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Index description
Country: Russia
calculating organization: Expert RA
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
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(161837, date)
Subgroup indices
Index | Current value | Date |
---|---|---|
Total default frequency for A rating category (3 years) | 2.56 % | 01/01/2024 |
Total default frequency for AA rating category (3 years) | 0.79 % | 01/01/2024 |
Total default frequency for AAA rating category (3 years) | 0 % | 01/07/2021 |
Total default frequency for В rating category (3 years) | 17.03 % | 01/01/2024 |
Total default frequency for ВВ rating category (3 years) | 16.19 % | 01/01/2024 |
Total default frequency for ВВВ rating category (3 years) | 7.2 % | 01/01/2024 |
Total default frequency for СС rating category (3 years) | 42.86 % | 01/01/2024 |
Total default frequency for ССС rating category (3 years) | 25.69 % | 01/01/2024 |