Tuesday, 28 July 2009

Corporate default rates by year and industry

The details are below: click for a larger picture.

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4 Comments:

Blogger Vaudt Varken said...

The maxima at the bottom of the table do not match the numbers in the table. For instance in 'Energy and Natural Resources' the stated maximum is 11.11%, but the highest number in the table is 10.00%. Thus: are these numbers reliable?

9:23 am  
Blogger David Murphy said...

Oh, how interesting. Thank you. The data is from BarCap. Clearly they have some explaining to do. I will send an email and see what happens...

6:48 pm  
Blogger SteveHei said...

Hi, can anyone tell me the name of the research study where this table has been taken from, please? Or even better: How can I get this study (I understood it's from BarCap)?

2:19 pm  
Blogger Vaudt Varken said...

Well, David didn't post a follow-up. I suppose Barclays has studies with default rates through-out the years. Just like most banks have. They will most likely want to keep this confidential.
There is some S&P data though. With lots of default rates from 1981 on, if I remember well. That data set is available in a lot of companies.

2:27 pm  

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