Count of bank financial strength rating changes for the total rated Western European non-financial corporate universe. Excludes structured transactions. Annual data available back to 1996. Quarterly data available back to 1Q96.
Count of commercial paper credit rating changes for the total rated Western European corporate universe. Latest data is year-to-date. Excludes structured transactions. Annual data available back to 1990.
Count of fallen angels and rising stars for the total rated Western European corporate universe. Latest data is year-to-date. Includes amount of debt affected. Excludes structured transactions. Annual data available back to 1990.
Count of rating changes for the total rated Western European corporate universe broken out by country. Latest data is year-to-date. Excludes financial sector rating changes and structured finance transactions. Annual data available back to 2003.
Count of rating changes for the total rated Eastern European corporate universe, including Russia, broken out by broad sector. Latest data is year-to-date. Excludes structured transactions. Annual data available since 1990.
Count of rating changes for the total rated Western European corporate universe broken out by investment/speculative grade and financial/non-financial issuers. Excludes structured transactions. Annual data available back to 1990. Quarterly data available back to 1Q90. Monthly data available back to Jan-90.
Count of rating changes for Investment grade Western European issuers broken out by broad sector. Includes amount of debt affected. Excludes structured transactions. Annual data available back to 1990. Quarterly data available back to 1Q95.
Count of rating changes for Speculative grade Western European issuers broken out by broad sector. Includes amount of debt affected. Excludes structured transactions. Annual data available back to 1990. Quarterly data available back to 1Q95.
Count of rating changes for the total rated Western European corporate universe broken out by investment/speculative grade and financial/non-financial issuers. Includes amount of debt affected. Excludes structured transactions. Annual data available back to 1990. Quarterly data available back to 1Q95.
Count of outlook changes for all investment grade Western European issuers broken out by broad sector. Excludes structured transactions. Archive includes Annual data back to 2001. Quarterly data back to 3Q01. Monthly data available back to January-01.
Count of outlook changes for all speculative grade Western European issuers broken out by broad sector. Excludes structured transactions. Archive includes Annual data back to 2001. Quarterly data back to 3Q01. Monthly data available back to January-01.
Count of outlook changes for all rated Western European issuers broken out by broad sector. Excludes structured transactions. Archive includes Annual data back to 2001. Quarterly data back to 3Q01. Monthly data available back to January-01.
Count of rating reviews for all investment grade Western European issuers broken out by broad sector. Excludes structured transactions. Archive includes Annual data back to 2001. Quarterly data back to 1Q01. Monthly data back to Jan 01.
Count of rating reviews for all speculative grade Western European issuers broken out by broad sector. Excludes structured transactions. Archive includes Annual data back to 2001. Quarterly data back to 1Q01. Monthly data back to Jan 01.
Count of rating reviews for all rated Western European issuers broken out by investment/speculative grade and financial/non-financial issuers. Excludes structured transactions. Archive includes Annual data back to 2001. Quarterly data back to 1Q01. Monthly data back to Jan 01.
They are derived from pricing data on a regularly-replenished population of fixed-rate bonds denominated in the respective currency. Short-Term bonds have remaining maturities of between 2 and 5 years and Intermediate bonds have remaining maturities of between 5 and 11 years; they are dropped from the list if their remaining life falls below the respective lower maturity band or if their ratings change. All yields are yield-to-maturity calculated on a semi-annual basis. Each observation is an unweighted average. The composite investment-grade average is a simple average of the yields and spreads for the four rating categories. Current Euro benchmark is German Government Bond. Yields in %; spreads in basis points. Archive includes: Monthly data available back to Jan 05. Weekly data available back to 01-Oct-98.
