Credit rating agency/Addendum: Difference between revisions
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imported>Nick Gardner No edit summary |
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{{subpages}} | {{subpages}} | ||
::::: | ==Sovereign ratings and implied default probabilities== | ||
:([[basis point]]s) | |||
===Moody's=== | |||
::::::{|class="wikitable" | |||
| | |||
!Credit rating | |||
!Sovereign | |||
!Corporate | |||
|- | |||
|- | |||
|Investment grade | |||
|align="center"|Aaa-AA | |||
|align="center"|0 | |||
|align="center"|0 | |||
|- | |||
| | |||
|align="center"|A | |||
|align="center"|5.4 | |||
|align="center"|6.1 | |||
|- | |||
| | |||
|align="center"|Baa | |||
|align="center"|48.8 | |||
|align="center"|40.6 | |||
|- | |||
|Speculative grade | |||
|align="center"|Ba | |||
|align="center"|64.0 | |||
|align="center"|139.1 | |||
|- | |||
| | |||
|align="center"|B | |||
|align="center"|123.5 | |||
|align="center"|280.5 | |||
|} | |||
===Standard and Poor=== | |||
::::::{|class="wikitable" | |||
| | |||
!Credit rating | |||
!Sovereign | |||
!Corporate | |||
|- | |||
|- | |||
|Investment grade | |||
|align="center"|Aaa-AA | |||
|align="center"|0 | |||
|align="center"|0 | |||
|- | |||
| | |||
|align="center"|A | |||
|align="center"|5.4 | |||
|align="center"|6.1 | |||
|- | |||
| | |||
|align="center"|Baa | |||
|align="center"|48.8 | |||
|align="center"|40.6 | |||
|- | |||
|Speculative grade | |||
|align="center"|Ba | |||
|align="center"|64.0 | |||
|align="center"|139.1 | |||
|- | |||
| | |||
|align="center"|B | |||
|align="center"|123.5 | |||
|align="center"|280.5 | |||
|} | |||
===Fitch=== | |||
::::::{|class="wikitable" | ::::::{|class="wikitable" | ||
Revision as of 11:32, 22 February 2010
Sovereign ratings and implied default probabilities
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 5.4 6.1 Baa 48.8 40.6 Speculative grade Ba 64.0 139.1 B 123.5 280.5
Fitch
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