- Cbonds Bond Market Statistics
- Defaults (according to Russian rating agencies)
- Frequency of defaults by rating objects on the horizon of 2 years (Expert RA)
Default frequency for СС rating category (2 years)
阶段
以前的价值
0 在 2023-07-01
国家: 俄罗斯,
结算机构: Expert RA
最新数据在 2024-01-01
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80 万
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超过 400
定价来源
8 万
股票
9 千
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指数 描述
国家: 俄罗斯
结算机构: Expert RA
The index shows the frequency of defaults of a certain rating category. It is calculated over a 2-year horizon as the ratio of the number of rating object defaults at the end of the period to the total number of ratings in this category at the beginning of the period.
指数值可以通过 Cbonds Excel插件 使用公式获得。 CbondsIndexValue(161529, date)
子群指数
指数 | 当前值 | 日期 |
---|---|---|
Default frequency for A rating category (2 years) | 0 | 2024-01-01 |
Default frequency for AA rating category (2 years) | 0 | 2024-01-01 |
Default frequency for AAA rating category (2 years) | 0 | 2024-01-01 |
Default frequency for В rating category (2 years) | 0 | 2024-01-01 |
Default frequency for ВВ rating category (2 years) | 0,01 | 2024-01-01 |
Default frequency for ВВВ rating category (2 years) | 0 | 2024-01-01 |
Default frequency for С rating category (2 years) | 0 | 2024-01-01 |
Default frequency for СС rating category (2 years) | 0 | 2024-01-01 |
Default frequency for ССС rating category (2 years) | 0 | 2024-01-01 |