Probability of default for AA+ rating (3 years)

Name: Probability of default for AA+ rating (3 years)
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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The index shows the probability of default at a certain level of credit rating on the national scale for the Russian Federation on a 3-years horizon

La valeur de l'indice peut être extrait via le Cbonds add-in pour Excel en utilisant la formule CbondsIndexValue(161637, date)

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Indice	Dernière valeur	Date
Probability of default for A rating (3 years)	1,23 %	29/03/2023
Probability of default for A+ rating (3 years)	0,86 %	29/03/2023
Probability of default for A- rating (3 years)	1,77 %	29/03/2023
Probability of default for AA rating (3 years)	0,43 %	29/03/2023
Probability of default for AA+ rating (3 years)	0,31 %	29/03/2023
Probability of default for AA- rating (3 years)	0,58 %	29/03/2023
Probability of default for AAA rating (3 years)	0,23 %	29/03/2023
Probability of default for B rating (3 years)	32,04 %	29/03/2023
Probability of default for B+ rating (3 years)	22,3 %	29/03/2023
Probability of default for B- rating (3 years)	46,02 %	29/03/2023
Probability of default for BB rating (3 years)	10,81 %	29/03/2023
Probability of default for BB+ rating (3 years)	7,52 %	29/03/2023
Probability of default for BB- rating (3 years)	15,53 %	29/03/2023
Probability of default for BBB rating (3 years)	3,65 %	29/03/2023
Probability of default for BBB- rating (3 years)	5,24 %	29/03/2023
Probability of default for CCC rating (3 years)	66,11 %	29/03/2023
Probability of default for ВВВ+ rating (3 years)	2,54 %	29/03/2023