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CREDIT POLICY RESEARCH INDEX - CURRENT


 

   
Publication Date Guides to Moody's Default Research
October 2017

Guide to Moody's Default Research: October 2017

 
Corporate and Other Fundamental Default Studies
   
Publication Date

Global, Regional, and Industry Corporate Default Studies

February 2016 Corporate Default and Recovery Rates - 1920-2015
March 2015 Infrastructure Default and Recovery Rates, 1983-2014
March 2015 Comprehensive Review of Moody's Corporate Default Forecast Accuracy
March 2015 Annual Default Study: Corporate Default and Recovery Rates, 1920-2014
December 2014 European Corporate Default and Recovery Rates, 1985–2014H1
October 2014 Default and Rating Transitions of Japanese Debt Issuers, 1990 – 2013
October 2014 Latin American Corporate Default and Recovery Rates, 1990 to June 2014
May 2014 Latin American Corporate Default and Recovery Rates, 1990 – 2013 Semi-Annual Update
May 2014 Infrastructure Default and Recovery Rates, 1983 – 2013
May 2014 Default and Recovery Rates of Canadian Corporate Issuers, 1989 – 2013
February 2014 Annual Default Study: Corporate Default and Recovery Rates, 1920-2013
October 2013 Default and Recovery Rates of Corporate Commercial Paper Issuers, 1972 – H1
September 2013 Default and Rating Transitions of Japanese Debt Issuers, 1990 – 2012
August 2013 Latin American Corporate Default and Recovery Rates, 1990 to July 2013
June 2013 European Corporate Default and Recovery Rates, 1985 – 2012
March 2013 Semi-annual Performance Statistics Update: 2012 H2
February 2013 Annual Default Study: Corporate Default and Recovery Rates, 1920 – 2012
February 2013 2013 Asian Corporate High-Yield Default Rates to Remain Low
December 2012 Infrastructure Default and Recovery Rates, 1983-2012H1
November 2012 Preferred Stock Impairments and Recoveries, 1980 – 2012
September 2012 Default and Rating Transitions of Japanese Debt Issuers, 1990-2011
August 2012 Semi-annual Performance Statistics Update: 2012 H1
August 2012 Latin American Corporate Default and Recovery Rates Update, 1990-July 2012
February 2012 Annual Default Study: Corporate Default and Recovery Rates, 1920-2011
February 2012 Semi-annual Performance Statistics Update: 2011 H2
January 2012 Default and Recovery Rates for Project Finance Bank Loans, 1983–2010
August 2011 Latin American Corporate Default and Recovery Rates Update, H1 2011
August 2011 Semi-annual Performance Statistics Update: 2011 H1
August 2011 European Corporate Default and Recovery Rates, 1985 – 1H 2011
June 2011 Compendium of 2010 Corporate Defaults
February 2011 Corporate Default and Recovery Rates, 1920 – 2010
February 2011 Semi-annual Performance Statistics Update: 2010 H2
February 2011 Defaults and Recoveries for Financial Institution Debt Issuers, 1983 – 2010
February 2011 Credit Events by Moody’s-Rated Financial Institutions, 2008 – 2010
October 2010 Default and Recovery Rates for Project Finance Bank Loans, 1983 – 2008
September 2010 Latin American Corporate Default and Recovery Rates, 1990 – H1 2010
August 2010 Semi-annual Default Statistics Update: 2010 H1
July 2010 Default and Rating Transitions of Japanese Debt Issuers, 1990-2009
June 2010 Default and Recovery Rates of Corporate Commercial Paper Issuers, 1972-2009
May 2010 Compendium of 2009 Corporate Defaults
April 2010 Default & Recovery Rates of Canadian Corporate Issuers, 1989-2009
April 2010 European Corporate Default and Recovery Rates, 1985-2009
February 2010 Corporate Default and Recovery Rates, 1920-2009
November 2009 Default and Recovery Rates for Project Finance Debts, 1992-2008
August  2009 Default and Recovery Rates of Asia-Pacific Corporate Bond and Loan Issuers, Excluding Japan, 1990-H1 2009
July  2009 Latin American Corporate Default and Recovery Rates, 1990-H1 2009
June 2009 Defaults and Recoveries for Financial Institution Debt Issuers, 1983-2008
May 2009 Default, Recovery and Credit Loss Rates for Regulated Utilities, 1983-2008
May 2009 Compendium of 2008 Corporate Defaults
February  2009 Corporate Default and Recovery Rates, 1920-2008
February 2009 Emerging Market Corporate Defaults and Sovereign Crises: Perspectives on Country Risk
October 2008 Moody's Comments On Debtor-In-Possession Lending
October 2008 Refinement to ABL Ratings
June  2008 Default and Recovery Rates of Canadian Corporate Issuers, 1989-2007
April  2008 The Corporate Default Rate Outlook: An Update
March  2008 European Corporate Default and Recovery Rates, 1985-2007
March  2008 Compendium of 2007 Corporate Defaults
February  2008 Corporate Default and Recovery Rates, 1920-2007
November 2007 Latin American Corporate Default and Recovery Rates, 1990-H1 2007
September 2007 Default and Recovery Rates of Asia-Pacific Corporate Bond and Loan Issuers, Excluding Japan, 1990 -1H2007
   
Publication Date Recovery Rates on Corporate Bonds
March  2012 Trading Prices as Predictors of Ultimate Corporate Recovery Rates
November 2011 Moody’s Ultimate Recovery Database: Lessons from 1,000 Corporate Defaults
July 2011 Firm-Wide LGD: Still No Silver Bullets
December 2010 Building the Better LGD Mousetrap
July 2010 Hard Data for Hard Times
December 2008 Migration of Debt Structures and Revolver Usage as Firms Approach Default
October 2008 Moody's Comments On Debtor-In-Possession Lending
June 2008 Strong Loan Issuance in Recent Years Signals Low Recovery Prospects for Loans and Bonds of Defaulted U.S. Corporate Issuers
January 2008 Refinement to ABL Ratings
November 2007 Adjusting Moody's LGD Assessments to Meet Basel II Downturn Requirements
June 2007 Back-Testing Moody's LGD Methodology
April 2007 Moody's Ultimate Recovery Database
June 2005 Bond Prices at Default and at Emergence from Bankruptcy for US Corporate Issuers
December 2004 Determinants of Recovery Rates on Defaulted Bonds and Loans for North American Corporate Issuers: 1983-2003
 
Publication Date Corporate Bond Rating Transitions
March 2015 Investment-Grade Transition Risk Quarterly Update - Fourth Quarter 2014
December 2014 Investment-Grade Transition Risk Quarterly Update - Third Quarterly 2014
October 2014 Average One-to-Five-Year Corporate Rating Migration Rates, 1970 - 1H2014
December 2013 Rating Transition Risk for Investment-Grade Issuers, Third Quarter 2013
October 2013 Rating Transition Risk for Investment-Grade Issuers, Second Quarter 2013
June 2013 Rating Transition Risk for Investment-Grade Issuers, First Quarter 2013
June 2013 Average One-to-Five-Year Corporate Rating Migration Rates, 1970 – 2012
March 2013 Rating Transition Risk for Investment-Grade Issuers, Fourth Quarter 2012
November 2012 Rating Transition Risk for Investment-Grade Issuers, Third Quarter 2012
September 2012 Rating Transition Risk for Investment-Grade Issuers, Second Quarter 2012
August 2011 Effects of Watches, Outlooks, and Previous Rating Actions on Rating Transitions and Default Rates
March 2010 Average One-to-Five-Year Rating Transition Rates, 1970-2009
February 2009 Rating Transition Rates for Covered Bond Programs, 1996-2008
June 2008 Testing The Cross-Sectional Power Of The Credit Transition Model
June 2008 Moody's Credit Transition Model: A Summary of the Watchlist/Outlook Extension.
March 2008 Corporate One-to-Five-Year Rating Transition Rates.
March 2008 Comparing Withdrawal Adjustment Methods: An Application of Moody's Credit Transition Model
June 2007 Short-Term Corporate and Structured Finance Rating Transition Rates
February 2004 Rating Transitions and Defaults Conditional on Rating Outlooks Revisited: 1995-2005
March 2004 Annual Default Study Addendum: Global Corporate Rating Transition Rates
 
Publication Date Corporate Bond Rating Performance
February 2015 The Performance of Moody's Corporate Debt Ratings - January 2015 Quarterly Update
November 2014 The Performance of Moody's Corporate Debt Ratings: September 2014 Quarterly Update
September 2014 The Performance of Moody’s Corporate Debt Ratings: July 2014 Quarterly Update
May 2014 The Performance of Moody’s Corporate Debt Ratings: April 2014 Quarterly Update
March 2014 The Performance of Moody’s Corporate Debt Ratings: January 2014 Quarterly Update
November 2013 The Performance of Moody’s Corporate Debt Ratings: October 2013 Quarterly Update
August 2013 The Performance of Moody’s Corporate Debt Ratings: July 2013 Quarterly Update
May 2013 The Performance of Moody’s Corporate Debt Ratings: March 2013 Quarterly Update
February 2013 The Performance of Moody’s Corporate Debt Ratings: December 2012 Quarterly Update
November 2012 The Performance of Moody’s Corporate Debt Ratings: September 2012 Quarterly Update
August 2012
The Performance of Moody’s Corporate Debt Ratings: June 2012 Quarterly Update
May 2012 The Performance of Moody’s Corporate Debt Ratings: March 2012 Quarterly Update
February 2012 The Performance of Moody’s Corporate Debt Ratings: December 2011 Quarterly Update
November 2011 The Performance of Moody’s Corporate Debt Ratings: September 2011 Quarterly Update
July 2011 The Performance of Moody’s Corporate Debt Ratings: June 2011 Quarterly Update
April 2011 The Performance of Moody’s Corporate Debt Ratings: March 2011 Quarterly Update
February 2011 The Performance of Moody’s Corporate Debt Ratings: December 2010 Quarterly Update
October 2010 The Performance of Moody’s Corporate Debt Ratings: September 2010 Quarterly Update
August 2010 The Performance of Moody’s Corporate Debt Ratings: June 2010 Quarterly Update
May 2010 The Performance of Moody's Corporate Debt Ratings: March 2010 Quarterly Update
April 2010 Moody's Rating Actions, Reviews, and Outlooks: Quarterly Update – First Quarter 2010
January 2010 The Performance of Moody's Corporate Debt Ratings: December 2009 Quarterly Update
October 2009 The Performance of Moody’s Corporate Debt Ratings: September 2009 Quarterly Update
July 2009 The Performance of Moody’s Corporate Debt Ratings: June 2009 Quarterly Update
May 2009 The Performance of Moody’s Corporate Debt Ratings: March 2009 Quarterly Update
February 2009 Emerging Market Corporate and Sub-Sovereign Defaults and Sovereign Crises: Perspectives on Country Risk
February 2009 The Performance of Moody's Corporate Debt Ratings: December 2008 Quarterly Update
October 2008 The Performance of Moody's Corporate Debt Ratings: September 2008 Quarterly Update
September 2006 Analyzing the Tradeoff Between Ratings Accuracy and Stability
April 2003 Measuring The Performance Of Corporate Bond Ratings
 
Publication Date Syndicated Corporate Loans
March 2009 Syndicated Bank Loans: 2008 Default Review and 2009 Outlook
January 2008 Syndicated Bank Loans: 2007 Default Review and 2008 Outlook
November 2007 Adjusting Moody's LGD Assessments to Meet Basel II Downturn Requirements
December 2004 Credit Loss Rates on Similarly Rated Loans and Bonds
 
Publication Date Municipal Bond Defaults
June 2014 Measuring the Consistency of Moody’s Corporate and Public Finance Credit Ratings across Regions
May 2014 Municipal Bankruptcy: Update & Insights
May 2014 US Municipal Bond Defaults and Recoveries, 1970 – 2013
April 2014 Municipal Bankruptcy: Update & Insights
March 2014 Municipal Bankruptcy: Update & Insights
March 2014 Municipal Bankruptcy: Update & Insights
September 2013 Recent US Local Government Defaults Point to Lower Recovery Rates
May 2013 US Municipal Bond Defaults and Recoveries, 1970-2012
December 2012 Infrastructure Default and Recovery Rates, 1983-2012H1
March 2012 U.S. Municipal Bond Defaults and Recoveries, 1970-2011
February 2010 U.S. Municipal Bond Defaults and Recoveries, 1970-2009
March 2007 Mapping to the Global Rating Scale And Assigning Global Scale Ratings to Municipal Obligations
 
Publication Date Sovereign Bond Defaults
May 2014 Elevated Risk of Sovereign Default Accompanies Country Break-Ups
April 2014 Sovereign Default and Recovery Rates, 1983 – 2013
January 2014 European Sovereign Debt and Banking Crises: Contagion, Spillovers, and Causality
June 2013 Sovereign Default and Recovery Rates, 1983 – 2012
October 2012 The Price Impact of Sovereign Rating Announcements
July 2012 Sovereign Default and Recovery Rates, 1983-2012H1
May 2011 Sovereign Default and Recovery Rates, 1983-2010
April 2010 Sovereign Default and Recovery Rates, 1983-2009
March 2009 Sovereign Default and Recovery Rates, 1983-2008
February 2009 Emerging Market Corporate and Sub-Sovereign Defaults and Sovereign Crises: Perspectives on Country Risk
August 2008 Sovereign Defaults and Interference: Perspectives on Government Risks
March 2008 Sovereign Default and Recovery Rates, 1983-2007
 
Publication Date Sub - Sovereign Bond Defaults
April 2014 Default and Rating Transitions of Regional and Local Governments outside the U.S., 1983-2013
September 2012 Default and Recovery Rates for Regional and Local Governments outside the U.S., 1983-2011
September 2008 Rating Migration and Default Rates of Non-U.S. Sub-Sovereign Debt Issuers, 1983-2007
 
Publication Date Convertible Bond Defaults
July 2001 Default & Recovery Rates of Convertible Bond Issuers
 
Publication Date Commercial Paper Defaults
October 2013 Default and Recovery of Corporate Commercial Paper Issuers, 1972 – H1 2013
June 2010 Default and Recovery Rates of Corporate Commercial Paper Issuers, 1972 – 2009
June 2007 Short-Term Corporate and Structured Finance Rating Transition Rates
October 2004 Short-Term Rating Performance and Corporate Commercial Paper Defaults, 1972-2004
 
Publication Date Other Corporate and Fundamental Default Studies
January 2015 A Comprehensive History of the Performance of Moody’s Corporate Ratings
December 2014 Industry Credit Risk: Recent Trends for Global Non-Financial Corporations, 2014
November 2014 Drivers of US Residential Electricity Demand
November 2014 Default Rates Indicate Ratings Accurately Incorporate the Credit Implications of Firm Size
June 2014 Measuring the Consistency of Moody’s Corporate and Public Finance Credit Ratings across Regions
March 2014 A Strong Performance in 2013 for Moody’s Nonfinancial Corporate Debt Ratings
Feburary 2014 Why Fallen Angels Fall
October 2013 Industry Credit Risk: Recent Trends for Global Non-Financial Corporations, 2013
May 2013 Evaluating Moody’s Corporate Default Forecasts for 2012
February 2013 A Solid Performance in 2012 for Moody’s Non-Financial Corporate Debt Ratings
October 2012 US Corporate Default Monitor: Third Quarter 2012
October 2012 Industry Credit Risk: Recent Trends for Global Non-Financial Corporations
August 2012 Selective Subordinated Debt Defaults Among European Banks
July 2012 US Corporate Default Monitor: Second Quarter 2012
April 2012 US Corporate Default Monitor: First Quarter 2012
March 2012 Continued Strong Performance for Moody’s Non-Financial Corporate Debt Ratings
March 2012 Evaluating Moody’s Corporate Default Forecasts for 2011
January 2012 Moody’s Financial Metrics™ Key Ratios by Rating and Industry for North American Non-Financial Corporations: December 2011
January 2012 Moody’s Financial Metrics™ Key Ratios by Rating and Industry for Global Non-Financial Corporations: December 2011
January 2012 Moody’s Financial Metrics™ Key Ratios by Rating and Industry for European, Middle Eastern and African Non-Financial Corporations: December 2011
January 2012 US Corporate Default Monitor: Defaults Pick Up in Fourth Quarter
December 2011 Assessing Future Health- and Age-Related Government Expenditures in France, Germany, the UK and the US
November 2011 Measuring the Performance of Credit Ratings
October 2011 Industry Credit Risk: Recent Trends for Global Non-Financial Corporations, 2011
October 2011 North American Corporates: Under a Severe Recession Scenario, Defaults Would Trail Credit Crisis Peak
October 2011 Statistical Testing of Differences in Average Positions
September 2011 Glossary of Moody’s Ratings Performance Metrics
August 2011 Effects of Watches, Outlooks, and Previous Rating Actions on Rating Transitions and Default Rates
May 2011 Statistical Testing of Differences in Default Rates
April 2011 A Strong Performance for Moody’s Non-Financial Corporate Ratings: Powerfully Rank-Ordering Credit Risk Prior to the Great Recession
February 2011 Evaluating Moody’s Corporate Default Forecasts for 2010
February 2011 Measuring Ratings Accuracy Using the Average Default Position
January 2011 Moody’s Financial Metrics™ Key Ratios by Rating and Industry for North American Non-Financial Corporations: December 2010
January 2011 Moody’s Financial Metrics™ Key Ratios by Rating and Industry for Global Non-Financial Corporations: December 2010
January 2011 Moody’s Financial Metrics™ Key Ratios by Rating and Industry for European, Middle Eastern, and African Non-Financial Corporations: December 2010
November 2010 Ratings Assigned to Non-Financial Corporates Emerging from Bankruptcy
October 2010 Why US States are Better Credit Risks Than Almost All US Corporates
September 2010 Moody’s Non-Financial Corporate Ratings During the Great Recession: A Strong Performance
September 2010 Updating Moody’s Credit Transition Model: The Default Risk of Loans and Bonds
May 2010 Evaluating Moody’s Corporate Default Forecasts Through the Crisis
May 2010 Distressed-Exchange Defaults Surged in 2009, and Many Could Default Again
December 2009 Moody’s Financial Metrics™ Key Ratios by Rating and Industry for North American Non-Financial Corporations: December 2009
December 2009 Moody’s Financial Metrics™ Key Ratios by Rating and Industry for Global Non-Financial Corporations: December 2009
December 2009 Moody’s Financial Metrics™ Key Ratios by Rating and Industry for European, Middle Eastern and African Non-Financial Corporations: December 2009
September 2009 Past the Peak: How Rapidly Default Rates Decline
July 2009 Reconciling Default Forecasts: Can a Five Year Cumulative Default Forecast Inform Future One Year Default Forecasts?
May 2009 Are Corporate Bond Ratings Procyclical?: An Update
March 2009 Moody’s Approach to Evaluating Distressed Exchanges
February 2009 Moody's Rating Algorithm & Estimated Senior Rating
February 2009 Emerging Market Corporate and Sub-Sovereign Defaults and Sovereign Crises: Perspectives on Country Risk
December 2008 Migration of Debt Structures and Revolver Usage as Firms Approach Default
August 2008 Sovereign Defaults and Interference: Perspectives on Government Risks
August 2008 Maintaining Consistent Corporate Ratings Over Time
June 2008 Strong Loan Issuance in Recent Years Signals Low Recovery Prospects for Loans and Bonds of Defaulted U.S. Corporate Issuers
June 2008 Testing The Cross-Sectional Power Of The Credit Transition Model
June 2008 Moody's Credit Transition Model: A Summary of the Watchlist/Outlook Extension
March 2008 Comparing Withdrawal Adjustment Methods: An Application of Moody's Credit Transition Model
August 2007 Introducing Moody's Credit Transition Model
August 2007 A Cyclical Model of Multiple-Horizon Credit Rating Transitions and Default
June 2007 Back-Testing Moody's LGD Methodology
April 2007 Confidence Intervals for Corporate Default Rates
November 2006 Deal Sponsor and Credit Risk of U.S ABS and MBS Securities November 2006
November 2006 Moody's Credit Rating Prediction Model November 2006
November 2006 Measuring Corporate Default Rates November 2006
November 2006 Default and Migration Rates for Private Equity-Sponsored Issuers November 2006
August 2006 The Distribution of Common Financial Ratios by Rating and Industry for North American Non-Financial Corporations: July 2006
December 2005 Defaults, Losses and Rating Transitions on Bonds Issued by Financial Institutions: 1983-2004
December 2005 2005 Annual Report on Industry Credit Risk: Current Indicators for Recent Trends for North American Non-Financial Corporation
December 2005 The Relationship between Par Coupon Spreads and Credit Ratings in US Structured Finance
July 2005 Relationships between Speculative-Grade Liquidity Ratings and Credit Default Swap Spreads
July 2005 CEO Compensation and Credit Risk
December 2004 Takeover Defenses and Credit Risk
November 2004 Measuring the Quality and Consistency of Corporate Ratings across Regions
   
   
Structured Finance Default Studies
   
Publication Date Structured Finance Default, Loss and Performance
March 2015 Post 2008 SF Performance – Investment Grade Tranches See No Impairment
February 2015 Rating Transition Rates for Covered Bond Deals, 1993-2013
January 2015 The Performance of Moody's Structured Finance Ratings: December 2014 Quarterly Update
October 2014 The Performance of Moody's Structured Finance Ratings: September 2014 Quarterly Update
September 2014 Default & Loss Rates of Structured Finance Securities: 1993-2013
July 2014 The Performance of Moody’s Structured Finance Ratings: June 2014 Quarterly Update
June 2014 Structured Finance Short-Term Rating Transitions and Defaults: 1983-2013
April 2014 The Performance of Moody’s Structured Finance Ratings: March 2014 Quarterly Update
March 2014 The Performance of Moody’s Structured Finance Ratings: December 2013 Quarterly Update
November 2013 Default and Loss Rates of Structured Finance Securities: 1993 – 2012
November 2013 The Performance of Moody’s Structured Finance Ratings: September 2013 Quarterly Update
August 2013 The Performance of Moody’s Structured Finance Ratings: June 2013 Quarterly Update
March 2013 Semi-annual Performance Statistics Update: 2012 H2
February 2013 The Performance of Moody’s Structured Finance Ratings: December 2012 Quarterly Update
December 2012 Structured Finance Short-Term Rating Transitions and Defaults: 1983-2012 H1
December 2012 The Performance of Moody’s Structured Finance Ratings: September 2012 Quarterly Update
November 2012 Default and Loss Rates of Structured Finance Securities: 1993 – 2011
August 2012 Semi-annual Performance Statistics Update: 2012 H1
August 2012 The Performance of Moody’s Structured Finance Ratings: June 2012 Quarterly Update
June 2012 The Performance of Moody’s Structured Finance Ratings: March 2012 Quarterly Update
February 2012 Semi-annual Performance Statistics Update: 2011 H2
February 2012 The Performance of Moody’s Structured Finance Ratings: December 2011 Quarterly Update
December 2011 The Performance of Moody’s Structured Finance Ratings: September 2011 Quarterly Update
September 2011 Default and Loss Rates of Structured Finance Securities: 1993 – 2010
August 2011 Semi-annual Performance Statistics Update: 2011 H1
August 2011 Structured Finance Short-Term Rating Transitions and Defaults: 1983 – 2011 H1
July 2011 The Performance of Moody’s Structured Finance Ratings: June 2011 Quarterly Update
April 2011 The Performance of Moody’s Structured Finance Ratings: March 2011 Quarterly Update
February 2011 Semi-annual Performance Statistics Update: 2010 H2
February 2011 The Performance of Moody’s Structured Finance Ratings: December 2010 Quarterly Update
October 2010 The Performance of Moody’s Structured Finance Ratings: September 2010 Quarterly Update
September 2010 Default and Loss Rates of Structured Finance Securities: 1993-2009
September 2010 The Performance of Moody’s Structured Finance Ratings: June 2010 Quarterly Update
August 2010 Semi-annual Default Statistics Update: 2010 H1
August 2010 Structured Finance Short-Term Rating Transitions and Defaults: 1983-2009
June 2010 The Performance of Moody’s Structured Finance Ratings: March 2010 Quarterly Update
December 2009 The Performance of Structured Finance Ratings: Mid-Year 2009 Report
August 2009 Default and Loss Rates of Structured Finance Securities: 1993-2008
August 2009 The Performance of Structured Finance Ratings: Full Year 2008 Report
November 2008 The Performance of Structured Finance Ratings: Mid-Year 2008 Report
July 2008 Default & Loss Rates of Structured Finance Securities: 1993-2007
July 2008 The Performance of Structured Finance Ratings: Full-Year 2007 Report
December 2006 Measuring Loss-Given-Default for Structured Finance Securities: An Update
 
Publication Date Structured Finance Rating Transitions
March 2015 February 2015 Structured Rating Transitions
August 2014 Asia-Pacific (ex-Japan) Structured Finance Rating Transitions: 1990-2013
June 2014 Structured Finance Short-Term Rating Transitions and Defaults: 1983-2013
June 2014 EMEA Structured Finance Rating Transitions: 1989-2013
June 2014 Structured Finance Rating Transitions: 1983-2013
August 2013 Asia-Pacific (ex-Japan) Structured Finance Rating Transitions: 1990 – 2012
July 2013 Japanese Structured Finance Rating Transitions: 1994 – 2012
June 2013 Structured Finance Rating Transitions: 1983 – 2012
May 2013 EMEA Structured Finance Rating Transitions: 1989 – 2012
December 2012 Structured Finance Short-Term Rating Transitions and Defaults: 1983-2012 H1
June 2012 Asia-Pacific (ex-Japan) Structured Finance Rating Transitions: 1990-2011
May 2012 Japanese Structured Finance Rating Transitions: 1994-2011
April 2012 EMEA Structured Finance Rating Transitions: 1989 – 2011
March 2012 Structured Finance Rating Transitions: 1983 – 2011
August 2011 Structured Finance Short-Term Rating Transitions and Defaults: 1983 – 2011 H1
April 2011 EMEA Structured Finance Rating Transitions: 1989 - 2010
April 2011 Asia-Pacific (ex-Japan) Structured Finance Rating Transitions: 1990 - 2010
April 2011 Japanese Structured Finance Rating Transitions: 1994 - 2010
March 2011 Structured Finance Rating Transitions: 1983 - 2010
April 2010 EMEA Structured Finance Rating Transitions: 1988 - 2009
March 2010 Japanese Structured Finance Rating Transitions: 1994 - 2009
March 2010 Asia-Pacific (ex-Japan) Structured Finance Rating Transitions: 1990 - 2009
March 2010 Structured Finance Rating Transitions: 1983 - 2009
April 2009 EMEA Structured Finance Rating Transitions: 1988-2008
March 2008 Credit Migration of CDO Notes, 1996 - 2007, for US and European Transactions
March 2008 Asia-Pacific (ex-Japan) Structured Finance Rating Transitions: 1990-2007
March 2008 EMEA Structured Finance Rating Transitions: 1988-2007
March 2008 Japanese Structured Finance Rating Transitions: 1994-2007
February 2008 Structured Finance Rating Transitions: 1983-2007
June 2007 Short-Term Corporate and Structured Finance Rating Transition Rates
   
Publication Date Other Structured Finance Default Studies
November 2011 Measuring the Performance of Credit Ratings
September 2011 Glossary of Moody’s Ratings Performance Metrics
December 2008 Updated Report on Volatility Scores and Parameter Sensitivities for Structured Finance Securities
May 2008 Introducing Assumption Volatility Scores and Loss Sensitivities for Structured Finance Securities
April 2007 Comparing Ratings on Jointly-Rated International Structured Finance Securities: 2007 Update
March 2007 Comparing Ratings on Jointly-Rated U.S. Structured Finance Securities: 2007 Update
December 2006 Deal Sponsor and Credit Risk of U.S. ABS and MBS Securities
December 2005 The Relationship between Par Coupon Spreads and Credit Ratings in US Structured Finance
   
   
Subscription-based Reports
   
Publication Date Current Samples
February 2010 Monthly Corporate Bond and Loan Default Report Sample: January 2010 Default Report
February 2010 Moody’s Structured Finance Rating Transition Report Sample: January 2010 Structured Rating Transitions
January 2010 Moody’s Rating Actions, Reviews, and Outlooks: Quarterly Update – Fourth Quarter 2009
October 2008 Monthly Corporate Bond and Loan Default Report Sample: Sept. 2008 Default Report
October 2008 Moody's Structured Finance Rating Transition Reports Sample: Sept. 2008 Structured Transitions
October 2008 Quarterly Rating Actions, Review ad Outlook Report Sample: Moody's rating Actions, reviews and Outlook Quarterly Update
   
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