Credit rating agency/Addendum: Difference between revisions
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imported>Nick Gardner No edit summary |
imported>Nick Gardner |
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|Investment grade | |Investment grade | ||
|align="center"| | |align="center"|AAA-AA | ||
|align="center"|0 | |align="center"|0 | ||
|align="center"|0 | |align="center"|0 | ||
| Line 55: | Line 55: | ||
| | | | ||
|align="center"|A | |align="center"|A | ||
|align="center"|5 | |align="center"|4.5 | ||
|align="center"| | |align="center"|9.4 | ||
|- | |- | ||
| | | | ||
|align="center"| | |align="center"|BBB | ||
|align="center"| | |align="center"|45.6 | ||
|align="center"| | |align="center"|41.7 | ||
|- | |- | ||
|Speculative grade | |Speculative grade | ||
|align="center"| | |align="center"|BB | ||
|align="center"| | |align="center"|111.9 | ||
|align="center"|139. | |align="center"|139.3 | ||
|- | |- | ||
| | | | ||
|align="center"|B | |align="center"|B | ||
|align="center"| | |align="center"|266.4 | ||
|align="center"| | |align="center"|315.7 | ||
|} | |} | ||
Revision as of 14:31, 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 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 5.4 6.1 Baa 48.8 40.6 Speculative grade Ba 64.0 139.1 B 123.5 280.5