historical default rates

sudhakar682 · April 7th, 2005, 7:29 pm

Does anyone know where can I find the default rates for AAA-, AA-, and A-rated corporate bonds for 2002, 2003 and 2004 (if available)?Thanks in advance,

Aaron · April 9th, 2005, 4:07 pm

You can get this information from any of the three major rating agencies, S&P, Moody's and Fitch. Of course, each one uses their own ratings.