Scribd Logo
Upload

Welcome to Scribd!

  • Default Spreads For 10-Year Corporate Bonds: 2015 Thru 2017

    Uploaded by

    ruchi gulati
    9 views4 pages
    The document shows default spreads for 10-year corporate bonds from 2015 to 2019 across different bond ratings. The default spreads generally increased from 2015 to 2019, with higher spreads associated with lower bond ratings indicating higher risk of default. Bonds rated B3/B- or lower had default spreads above 5% in 2019, while bonds rated Aa2/AA or higher had spreads below 1.5%.

    Original Description:

    Original Title

    bondspreads18.xlsx

    Copyright

    © © All Rights Reserved

    Available Formats

    XLSX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    The document shows default spreads for 10-year corporate bonds from 2015 to 2019 across different bond ratings. The default spreads generally increased from 2015 to 2019, with higher spreads associated with lower bond ratings indicating higher risk of default. Bonds rated B3/B- or lower had default spreads above 5% in 2019, while bonds rated Aa2/AA or higher had spreads below 1.5%.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    9 views4 pages

    Default Spreads For 10-Year Corporate Bonds: 2015 Thru 2017

    Uploaded by

    ruchi gulati
    The document shows default spreads for 10-year corporate bonds from 2015 to 2019 across different bond ratings. The default spreads generally increased from 2015 to 2019, with higher spreads associated with lower bond ratings indicating higher risk of default. Bonds rated B3/B- or lower had default spreads above 5% in 2019, while bonds rated Aa2/AA or higher had spreads below 1.5%.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 4

    Default Spreads for 10-year Corporate Bonds: 2015 thru 2017

    25.00%

    20.00%

    15.00%
    Axis Title

    10.00%

    5.00%

    0.00%
    Aaa/AAA Aa2/AA A1/A+ A2/A A3/A- Baa2/BBB Ba1/BB+ Ba2/BB B1/B+ B2/B B3/B- Caa/CCC Ca2/CC C2/C D2/D
    Default Spreads - By Bond Rating
    25.00%

    20.00%

    15.00%

    10.00%

    5.00%

    0.00%
    Aaa/AAA Aa2/AA A1/A+ A2/A A3/A- Baa2/BBB Ba1/BB+ Ba2/BB B1/B+ B2/B B3/B- Caa/CCC Ca2/CC C2/C D2/D

    Spread 2018 Spread: 2017 Spread: 2016 Spread: 2015


    Rating is Spread 2019 Spread 2018 Spread: 2017 Spread: 2016 Spread: 2015
    Aaa/AAA 0.75% 0.54% 0.60% 0.75% 0.40%
    Aa2/AA 1.00% 0.72% 0.80% 1.00% 0.70%
    A1/A+ 1.25% 0.90% 1.00% 1.10% 0.90%
    A2/A 1.38% 0.99% 1.10% 1.25% 1.00%
    A3/A- 1.56% 1.13% 1.25% 1.75% 1.20%
    Baa2/BBB 2.00% 1.27% 1.60% 2.25% 1.75%
    Ba1/BB+ 3.00% 1.98% 2.50% 3.25% 2.75%
    Ba2/BB 3.60% 2.38% 3.00% 4.25% 3.25%
    B1/B+ 4.50% 2.98% 3.75% 5.50% 4.00%
    B2/B 5.40% 3.57% 4.50% 6.50% 5.00%
    B3/B- 6.60% 4.37% 5.50% 7.50% 6.00%
    Caa/CCC 9.00% 8.64% 6.50% 9.00% 7.00%
    Ca2/CC 11.08% 10.63% 8.00% 12.00% 8.00%
    C2/C 14.54% 13.95% 10.50% 16.00% 10.00%
    D2/D 19.38% 18.60% 14.00% 20.00% 12.00%
    25.00%

    25.00%

    20.00%

    38.46%

    You might also like