Serving the Quantitative Finance Community

 
User avatar
annesophie
Topic Author
Posts: 0
Joined: June 8th, 2004, 4:25 pm

Historical default rate for various credit classes

January 11th, 2005, 4:23 pm

I need historical default and recovery rates for my project. Credit rating organizations such as Moodys will disclose this data onlky if I am a subscriber. Do any of you know the freebie ways to retrive this data. I even tried Prof. Altman's website which also required some fee. Thanks very much in advance.
 
User avatar
annesophie
Topic Author
Posts: 0
Joined: June 8th, 2004, 4:25 pm

Historical default rate for various credit classes

January 11th, 2005, 9:26 pm

90 something reviews and no response?
 
User avatar
bti
Posts: 0
Joined: January 9th, 2003, 1:32 pm

Historical default rate for various credit classes

January 12th, 2005, 2:17 pm

They are available on bloomberg, as far as I remember
 
User avatar
annesophie
Topic Author
Posts: 0
Joined: June 8th, 2004, 4:25 pm

Historical default rate for various credit classes

January 13th, 2005, 3:03 pm

Thanks but they discontinued posting the rates.