Credit rating agency/Addendum: Difference between revisions

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imported>Nick Gardner
imported>Nick Gardner
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|Investment grade
|Investment grade
|align="center"|Aaa-AA
|align="center"|AAA-AA
|align="center"|0
|align="center"|0
|align="center"|0
|align="center"|0
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|align="center"|A
|align="center"|A
|align="center"|5.4
|align="center"|13.2
|align="center"|6.1
|align="center"|12.0
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|
|
|align="center"|Baa
|align="center"|BBB
|align="center"|48.8
|align="center"|58.8
|align="center"|40.6
|align="center"|39.6
|-
|-
|Speculative grade
|Speculative grade
|align="center"|Ba
|align="center"|BB
|align="center"|64.0
|align="center"|92.8
|align="center"|139.1
|align="center"|90.9
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|align="center"|B
|align="center"|B
|align="center"|123.5
|align="center"|142
|align="center"|280.5
|align="center"|125.3
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Revision as of 14:39, 22 February 2010

This article is developing and not approved.
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https://en.citizendium.org/wiki/index.php?title=Credit_rating_agency/Addendum&printable=yes
This addendum is a continuation of the article Credit rating agency.

Sovereign ratings and implied default probabilities

(basis points)

Moody's

Credit rating Sovereign Corporate
Investment grade Aaa-AA 0 0
A 5.4 6.1
Baa 48.8 40.6
Speculative grade Ba 64.0 139.1
B 123.5 280.5

Standard and Poor

Credit rating Sovereign Corporate
Investment grade AAA-AA 0 0
A 4.5 9.4
BBB 45.6 41.7
Speculative grade BB 111.9 139.3
B 266.4 315.7

Fitch

Credit rating Sovereign Corporate
Investment grade AAA-AA 0 0
A 13.2 12.0
BBB 58.8 39.6
Speculative grade BB 92.8 90.9
B 142 125.3
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