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Global Abs 2010

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This is an updated version of my rating transition research for Structured Finance bonds - to be shown at the forthcoming Global ABS conference in June 2010.

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Global Abs 2010

  1. 1. Global SF Bond Downgrades by CRA 200,000 TOTAL S&P Moody's Fitch 176,046 150,000 111,605 100,000 74,674 68,372 64,186 50,000 49,594 50,968 47,510 36,129 30,749 7,992 1,166 2,042 0 1Q07 2Q07 3Q07 4Q07 1Q08 2Q08 3Q08 4Q08 1Q09 2Q09 3Q09 4Q09 1Q10 (Since January 2007 - Source: Bloomberg / RATT function) Copyright © 2010 Markus Krebsz, All rights reserved.
  2. 2. Regional problem Global impact 200,000 TOTAL Europe US 175,208 150,000 111,239 100,000 74,150 68,073 64,017 50,000 49,160 50,676 47,284 35,837 30,597 7,981 1,161 2,035 0 1Q07 2Q07 3Q07 4Q07 1Q08 2Q08 3Q08 4Q08 1Q09 2Q09 3Q09 4Q09 1Q10 (Since January 2007 - Source: Bloomberg / RATT function) Copyright © 2010 Markus Krebsz, All rights reserved.

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