Corporate default rates by year and industry
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Labels: Credit
posted by David Murphy at 08:39
Tuesday, 28 July 2009
About Me
- Name: David Murphy
- Location: London, United Kingdom
I'm a consultant working mostly with investment banks, hedge funds and insurance companies. My academic background is physics and theoretical computer science.
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4 Comments:
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?
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...
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)?
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.
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