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Average Cumulative Default Rate print

(Term : 1998 ~ 2018, Unit : %)
Average Cumulative Default Rate
1
Year
2
Year
3
Year
4
Year
5
Year
6
Year
7
Year
8
Year
9
Year
10
Year
11
Year
12
Year
13
Year
14
Year
15
Year
16
Year
17
Year
18
Year
19
Year
AAA 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
AA 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
A 0.06 0.18 0.32 0.60 0.76 0.84 1.02 1.13 1.25 1.25 1.25 1.25 1.25 1.25 1.25 1.25 1.25 1.25 1.25
BBB 0.42 0.91 1.63 2.14 2.60 2.83 3.07 3.16 3.33 3.61 3.80 4.01 4.25 4.65 4.95 5.29 5.50 5.50 5.50
BB 4.14 7.00 8.64 9.33 9.75 10.05 10.36 10.99 11.15 11.15 11.15 11.34 11.52 11.71 11.71 11.71 11.71 11.71 11.71
B~C 10.13 14.43 16.74 17.10 17.10 17.10 17.10 17.30 17.52 17.52 17.52 17.52 17.52 17.52 17.52 17.52 17.52 17.52 17.52
Investment Grade 0.13 0.31 0.57 0.82 1.01 1.12 1.27 1.34 1.45 1.57 1.66 1.76 1.88 2.09 2.25 2.44 2.56 2.56 2.56
Speculative Grade 6.66 10.14 12.07 12.61 12.86 13.02 13.20 13.65 13.84 13.84 13.84 13.95 14.08 14.22 14.22 14.22 14.22 14.22 14.22
All 1.37 2.22 2.84 3.16 3.37 3.49 3.65 3.82 3.95 4.04 4.10 4.21 4.34 4.52 4.63 4.75 4.82 4.82 4.82


Average Cumulative Default Rate
20
Year


















AAA 0.00
AA 0.00
A 1.25
BBB 5.50
BB 11.71
B~C 17.52
Investment Grade 2.56
Speculative Grade 14.22
All 4.82