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| Guides to Moody's Default Research |
Publication Date |
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Guide to Moody's Default Research:
April 2010
Update |
April 2010 |
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| Corporate and
Other Fundamental Default Studies |
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Global and Regional Corporate Default Studies |
Publication Date |
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Corporate Default and Recovery Rates,
1920-2008 |
February 2009 |
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Emerging Market Corporate Defaults and Sovereign
Crises: Perspectives on Country Risk |
February 2009 |
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Migration of Debt Structures and Revolver Usage as
Firms Approach Default |
December 2008 |
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Moody's Comments On Debtor-In-Possession Lending |
October 2008 |
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Refinement to ABL Ratings |
October 2008 |
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Default and Recovery Rates
of Canadian Corporate
Issuers, 1989-2007 |
June 2008 |
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The Corporate Default Rate Outlook: An Update |
April 2008 |
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European Corporate Default and Recovery Rates,
1985-2007 |
March 2008 |
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Compendium of 2007 Corporate Defaults |
March 2008 |
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Corporate Default and Recovery Rates, 1920-2007 |
February 2008 |
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Latin American Corporate Default and Recovery Rates,
1990-H1 2007 |
November 2007 |
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Default and Recovery Rates of Asia-Pacific Corporate
Bond and Loan Issuers, Excluding Japan, 1990 -1H2007 |
September 2007 |
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| Recovery Rates on Corporate Bonds |
Publication Date |
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Migration of Debt Structures and Revolver Usage as
Firms Approach Default |
December 2008 |
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Moody's Comments On Debtor-In-Possession Lending |
October 2008 |
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Strong Loan Issuance in Recent
Years Signals Low Recovery
Prospects for Loans and Bonds
of Defaulted U.S. Corporate
Issuers |
June 2008 |
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Refinement to ABL Ratings |
January 2008 |
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Adjusting Moody's LGD
Assessments to Meet Basel II
Downturn Requirements |
November 2007 |
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Back-Testing Moody's LGD Methodology |
June 2007 |
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Moody's Ultimate Recovery Database |
April
2007 |
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Bond Prices at Default and at Emergence from
Bankruptcy for US Corporate Issuers |
June
2005 |
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Determinants
of Recovery Rates on Defaulted Bonds and Loans for North American Corporate
Issuers: 1983-2003 |
December 2004 |
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| Corporate Bond Rating Transitions |
Publication Date |
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Testing The Cross-Sectional Power Of The Credit
Transition Model |
June 2008 |
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Moody's Credit Transition Model: A Summary of the Watchlist/Outlook Extension.
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June 2008 |
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Corporate One-to-Five-Year Rating Transition Rates. |
March 2008 |
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Comparing Withdrawal Adjustment Methods: An Application of Moody's Credit
Transition Model |
March 2008 |
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Short-Term Corporate and Structured Finance Rating
Transition Rates |
June 2007 |
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Rating Transitions and Defaults Conditional on
Rating Outlooks Revisited: 1995-2005 |
February 2004 |
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Annual Default Study Addendum: Global Corporate Rating Transition Rates |
March 2004 |
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| Corporate Bond Rating Performance |
Publication Date |
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Emerging Market Corporate and Sub-Sovereign Defaults
and Sovereign Crises: Perspectives on Country Risk |
February 2009 |
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The Performance of Moody's Corporate Bond Ratings:
December 2008 Quarterly Update |
February 2009 |
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The Performance of Moody's Corporate Bond Ratings:
September 2008 Quarterly Update |
October 2008 |
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Analyzing the Tradeoff Between Ratings Accuracy and
Stability |
September 2006 |
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Measuring The Performance Of Corporate Bond Ratings |
April 2003 |
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| Syndicated Corporate Loans |
Publication Date |
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Syndicated Bank Loans: 2008 Default Review and 2009
Outlook |
March
2009 |
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Syndicated Bank Loans: 2007 Default Review and 2008
Outlook |
January
2008 |
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Adjusting Moody's LGD Assessments to Meet Basel II
Downturn Requirements |
November
2007 |
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Credit
Loss Rates on Similarly Rated Loans and Bonds |
December 2004 |
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| Municipal Bond Defaults |
Publication Date |
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Mapping to the Global Rating Scale And Assigning
Global Scale Ratings to Municipal Obligations |
March
2007 |
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| Sovereign Bond Defaults |
Publication Date |
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Sovereign Default and Recovery Rates, 1983-2008 |
March 2009 |
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Emerging Market Corporate and Sub-Sovereign Defaults
and Sovereign Crises: Perspectives on Country Risk |
February 2009 |
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Sovereign Defaults and Interference: Perspectives on
Government Risks |
August 2008 |
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Sovereign
Default and Recovery Rates, 1983-2007 |
March
2008 |
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| Sub - Sovereign Bond Defaults |
Publication Date |
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Rating Migration and Default Rates of Non-U.S.
Sub-Sovereign Debt Issuers, 1983-2007 |
September 2008 |
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| Convertible Bond Defaults |
Publication Date |
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Default & Recovery Rates of Convertible Bond Issuers |
July 2001 |
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| Commercial Paper Defaults |
Publication Date |
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Short-Term Corporate and Structured Finance Rating
Transition Rates |
June
2007 |
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Short-Term
Rating Performance and Corporate Commercial Paper Defaults, 1972-2004 |
October 2004 |
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| Other Corporate and
Fundamental Default Studies |
Publication Date |
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Moody's Rating Algorithm & Estimated Senior Rating |
February 2009 |
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Emerging Market Corporate and Sub-Sovereign Defaults
and Sovereign Crises: Perspectives on Country Risk |
February 2009 |
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Sovereign Defaults and Interference: Perspectives on
Government Risks |
August 2008 |
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Maintaining Consistent Corporate Ratings Over Time |
August 2008 |
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Strong Loan Issuance in Recent
Years Signals Low Recovery
Prospects for Loans and Bonds
of Defaulted U.S. Corporate
Issuers |
June 2008 |
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Testing The Cross-Sectional
Power Of The Credit
Transition Model |
June 2008 |
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Moody's Credit Transition Model: A Summary of the Watchlist/Outlook Extension |
June 2008 |
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Comparing Withdrawal Adjustment Methods: An
Application of Moody's Credit Transition Model |
March 2008 |
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Introducing Moody's Credit Transition Model |
August 2007 |
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A Cyclical Model of Multiple-Horizon Credit Rating
Transitions and Default |
August 2007 |
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Back-Testing Moody's LGD Methodology |
June 2007 |
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Confidence Intervals for Corporate Default Rates |
April 2007 |
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Deal Sponsor and
Credit Risk of U.S ABS and MBS Securities November
2006 |
November 2006 |
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Moody's Credit Rating
Prediction Model November 2006 |
November 2006 |
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Measuring Corporate
Default Rates November 2006 |
November 2006 |
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Default and Migration
Rates for Private Equity-Sponsored Issuers November
2006 |
November 2006 |
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The
Distribution of Common Financial Ratios by Rating and Industry for North
American Non-Financial Corporations: July 2006 |
August 2006 |
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Defaults,
Losses and Rating Transitions on Bonds Issued by Financial Institutions:
1983-2004 |
December 2005 |
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2005
Annual Report on Industry Credit Risk: Current Indicators for Recent Trends for
North American Non-Financial Corporation |
December 2005 |
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The
Relationship between Par Coupon Spreads and Credit Ratings in US Structured
Finance |
December 2005 |
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Relationships
between Speculative-Grade Liquidity Ratings and Credit Default Swap Spreads |
July 2005 |
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CEO
Compensation and Credit Risk |
July 2005 |
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Takeover
Defenses and Credit Risk |
December 2004 |
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Measuring
the Quality and Consistency of Corporate Ratings across Regions |
November 2004 |
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Structured Finance Default Studies |
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| Structured Finance Default, Loss and Performance |
Publication Date |
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The Performance of Structured Finance Ratings:
Mid-Year 2008 Report |
November
2008 |
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Default & Loss Rates of Structured Finance
Securities: 1993-2007 |
July 2008 |
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The Performance of Structured Finance Ratings:
Full-Year 2007 Report |
July 2008 |
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Measuring Loss-Given-Default for Structured Finance
Securities: An Update |
December 2006 |
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| Structured Finance Rating Transitions |
Publication Date |
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Credit Migration of CDO Notes, 1996 - 2007, for US
and European Transactions |
March
2008 |
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Asia-Pacific (ex-Japan) Structured Finance Rating
Transitions: 1990-2007 |
March
2008 |
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EMEA Structured Finance Rating Transitions:
1988-2007 |
March
2008 |
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Japanese Structured Finance Rating Transitions:
1994-2007 |
March
2008 |
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Structured Finance Rating Transitions: 1983-2007 |
February
2008 |
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Short-Term Corporate and Structured Finance Rating
Transition Rates |
June
2007 |
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| Other Structured Finance Default
Studies |
Publication Date |
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Introducing Assumption Volatility Scores and Loss
Sensitivities for Structured Finance Securities |
May
2008 |
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Comparing Ratings on Jointly-Rated International
Structured Finance Securities: 2007 Update |
April 2007 |
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Comparing Ratings on Jointly-Rated U.S. Structured
Finance Securities: 2007 Update |
March 2007 |
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Deal Sponsor and Credit Risk of U.S. ABS and MBS
Securities |
December 2006 |
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The Relationship between Par Coupon Spreads and
Credit Ratings in US Structured Finance |
December 2005 |
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| Subscription-based Reports
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| Current Samples |
Publication Date |
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Monthly Corporate Bond and Loan Default Report
Sample: Sept. 2008 Default Report |
October 2008 |
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Moody's Structured Finance Rating Transition Reports
Sample: Sept. 2008 Structured Transitions |
October 2008 |
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Quarterly Rating Actions, Review ad Outlook Report
Sample: Moody's rating Actions, reviews and Outlook
Quarterly Update |
October 2008 |
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