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Monthly Default Report |
The Monthly Default Report Service (MDR)
provides default and credit quality statistics
and commentary at the industry, regional and
rating category levels, information designed to
help credit professionals monitor the corporate
market. Specifically, the report includes a
total of 45 exhibits displaying trailing twelve
month default rates, issuer-weighted default
rate forecasts, historical default experience,
historical recovery experience, and rating
changes.
The report has recently been enhanced to include
additional default rate forecasts that take into
account the economic environment based on
Moody's new default rate forecasting model, the
Credit Transition Model. The MDR service
includes both a PDF research piece and an excel
containing all the data points underlying the
report's exhibits.
Sample � August 2007 Default Report
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Service Features
- Trailing Twelve Month Default Rates:
Issuer-weighted, dollar-weighted, Speculative
grade, all corporate, bond v. loan breakdowns.
- Issuer-Weighted Default Rate Forecasts:
Broken out: U.S., Europe, and Global. 1 year and
5 year. 35 different industries.
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Default Experience: Defaulted corporate issuer
counts, bond v. loan, monthly default & other
event listings.
- Recovery Experience: Trailing 12-month
defaulted bond recovery rates, Loan v. Sr.
Unsecure Bond Recovery Rates, Moody�s Bankrupt
Bond Index.
- Rating Changes: Trailing 12-month rating
action rates, rating drift, fallen angel
listing, rising star listing.
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