This Weekly Credit Brief was published 32 days ago. The information within it may have since developed or changed.
Probabilities of Default for Different Prediction Horizons:
* There is a total
of 2 event(s)
for
China Evergrande Group (China Evergrande)
- Suspended in Oct-2021.
- Default/bankruptcy in Dec-2021.
| Time period |
Country Garden Ho... (bps) |
China Evergrande ... (bps) |
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| 3M |
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| 6M |
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| 3Y |
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| 5Y |
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Actuarial Spreads for Different Tenors:
* There is a total
of 2 event(s)
for
China Evergrande Group (China Evergrande)
- Suspended in Oct-2021.
- Default/bankruptcy in Dec-2021.
Set Individual Recovery Rates (RR)
Data Table
| Time period |
Country Garden Ho... (bps)
|
China Evergrande ... (bps)
|
| 1Y |
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| 2Y |
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| 3Y |
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| 4Y |
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The probability over time that the selected entity(s) will default within the
next:
Data notes
- China Evergrande Group (China Evergrande): The latest financial statement is up to 2021, we will calculate PD for China Evergrande Group after the new financial statement is released.
- There is a total
of 2 event(s)
for China Evergrande Group (China Evergrande)
- Suspended in 2021-10.
- Default/bankruptcy in 2021-12.
- 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).