Credit profiles of Chinese and EU automakers diverge amidst demand and financing headwinds

2023-07-25 ~ 2023-07-31

Published on: 2023-07-31

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This Weekly Credit Brief was published 53 days ago. The information within it may have since developed or changed.
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PD – Term Structure

AS – Term Structure

Recovery Rate:

PD – Historical Time Series

Forecast Horizon:

AS – Historical Time Series

Contract Term: Recovery Rate:
Probabilities of Default for Different Prediction Horizons:
Data Table
Actuarial Spreads for Different Tenors:
Set Individual Recovery Rates (RR) Data Table
The probability over time that the selected entity(s) will default within the next:
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The historical time series of the Actuarial Spread for the selected entity(s) based on a contract term of:
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Set Individual Recovery Rates (RR)

Data notes

    • The PDs and Actuarial Spreads of each company/economy are computed using model parameters that were calibrated
      • on 2023-09-11.
      • using data that was available on 2023-08-31.
    • The aggregate PD and Actuarial Spread displayed are calculated using the simple median of the individual measures in each group. The aggregate PD and Actuarial Spread using mean values are accessible through the data download section.
    • The regions are regrouped on 2017-12-18 as: Asia Pacific (Developed), Asia Pacific (Emerging), North America, Europe (including 2 subgroups: Eurozone and Non-Eurozone), Latin America & Caribbean (including 2 subgroups: Latin America and Caribbean), Sub-Saharan Africa, and Middle East, North Africa & Central Asia (including 3 subgroups: Middle East, North Africa and Central Asia).

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