This Weekly Credit Brief was published 53 days ago. The information within it may have since developed or changed.
Notice
The following companies have been chosen as they are referenced in this issue.
Probabilities of Default for Different Prediction Horizons:
Data Table
Time period |
Volkswagen AG (Vo... (bps) |
BYD Co Ltd (bps) |
XPeng Inc (bps) |
NIO Inc (bps) |
Li Auto Inc (bps) |
1M |
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3M |
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6M |
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1Y |
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2Y |
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3Y |
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5Y |
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Actuarial Spreads for Different Tenors:
Set Individual Recovery Rates (RR)
Data Table
Time period |
Volkswagen AG (Vo... (bps)
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BYD Co Ltd (bps)
(Recovery Rate: )
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XPeng Inc (bps)
(Recovery Rate: )
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NIO Inc (bps)
(Recovery Rate: )
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Li Auto Inc (bps)
(Recovery Rate: )
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1Y |
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2Y |
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3Y |
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4Y |
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5Y |
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The probability over time that the selected entity(s) will default within the
next:
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.
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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).