This Weekly Credit Brief was published 16 days ago. The information within it may have since developed or changed.
Probabilities of Default for Different Prediction Horizons:
* There is a total
of 1 event(s)
for
AP Moller - Maersk A/S
- Other exit in Feb-1991.
* There is a total
of 1 event(s)
for
Hapag-Lloyd AG
- Other exit in Aug-2002.
| Time period |
AP Moller - Maers... (bps) |
Hapag-Lloyd AG (bps) |
| 1M |
|
|
| 3M |
|
|
| 6M |
|
|
| 1Y |
|
|
| 2Y |
|
|
| 3Y |
|
|
| 5Y |
|
|
Actuarial Spreads for Different Tenors:
* There is a total
of 1 event(s)
for
AP Moller - Maersk A/S
- Other exit in Feb-1991.
* There is a total
of 1 event(s)
for
Hapag-Lloyd AG
- Other exit in Aug-2002.
Set Individual Recovery Rates (RR)
Data Table
| Time period |
AP Moller - Maers... (bps)
|
Hapag-Lloyd AG (bps)
|
| 1Y |
|
|
| 2Y |
|
|
| 3Y |
|
|
| 4Y |
|
|
| 5Y |
|
|
The probability over time that the selected entity(s) will default within the
next:
Data notes
- There is a total
of 1 event(s)
for AP Moller - Maersk A/S
- There is a total
of 1 event(s)
for Hapag-Lloyd AG
- 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).