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moody's probability of default table 2021


Fauber, who is both President and Chief Executive Officer of the Company, brings to the Board a wealth of experience in the financial services industry as well as an in-depth understanding of the operational and the strategic considerations for the Company. (2), Benin Breed currently serves as the Treasurer for the Skating Club of New York. Mr. Bermudez joined Citigroup in 1975 and held leadership positions in other divisions, including equity investments, credit policy and corporate banking from 1984 to 1996. (MJKK) is a wholly-owned credit rating agency subsidiary of Moody's Group Japan G.K., which is wholly-owned by Moodys Overseas Holdings Inc., a wholly-owned subsidiary of MCO. Despite this challenge, Moodys again achieved considerable success, and I am impressed with the ways in which the Company has sustained and, in many areas, enhanced its contribution to financial market efficiency, transparency and fairness.As the pandemic has highlighted the demand for understanding of the complex and interconnected risks facing markets, businesses and economies, Moodys has stepped up to the challenge through its strategy of offering an integrated and holistic perspective on risk for customers.Important elements of this strategy in 2021 were the many investments made in new and evolving risk segments, including: cyber risk, Know Your Customer (KYC); Commercial Real Estate; Environmental, Social and Governance (ESG), and other high-growth adjacencies. The decline in free cash flow in 2017 was primarily due to a settlement with the U.S. Department of Justice and the attorneys general of 21 U.S. states and the District of Columbia. Mr. Fauber joined Moodys in 2005 and has held multiple leadership roles at Moodys. (5), Palau (2), Brunei Darussalam Forlenza served as the chief executive officer of a public, global medical technology company for approximately nine years. Ms. Gurian started her career in government, where she served as a senior trial counsel in the New York County District Attorneys Office, and subsequently as the Deputy Commissioner for the New York City Department of Investigation and Deputy Commissioner and Chief Counsel for the New York State Commission of Investigation. Mr. Bermudez currently is the Chairman of the Smart Grid Center Board at Texas A&M University, and also serves on the Board of Directors of AB Mutual Funds, overseeing approximately 70 funds within the mutual fund complex (January 2020-present). (1), Mississippi He leads a team whose mission is to provide near real-time data driven financial insight to support the execution of superior operational and strategic decisions. A probability of default rating (PDR) is a corporate family-level opinion of the relative likelihood that . As the head of risk for a major global financial institution, he was involved in the debt restructuring of various sovereigns around the world. (6), Comoros To help address the emerging cyber risk segment, in 2021 Moodys invested and partnered with BitSight, a pioneer in cybersecurity ratings and analytics. Flexibility: Provides universal identifiers, such as CUSIPs and SIC codes; primary keys for complex querying; and classifications for debt type, rating type, and region, as well as flags. (2), Bangladesh Default Report. (1), B3 Negative and Lower Head of Global Corporate AffairsChristine Elliott is Managing Director - Head of Global Corporate Affairs. (975), Financial Institutions SEE APPLICABLE MOODYS RATING SYMBOLS AND DEFINITIONS PUBLICATION FOR INFORMATION ON THE TYPES OF CONTRACTUAL FINANCIAL OBLIGATIONS ADDRESSED BY MOODYS CREDIT RATINGS. The Moody's Analytics PD is an aggregation of all the sources of credit risk assessable for a given borrower. (71), Rating Performance I am excited about our future and the many ways we will meet our customers evolving needs as we help them to decode risk and unlock opportunity.By investing in our business and acquiring new capabilities, we are enhancing the ways we serve our customers and our ability to reach new markets. (6), Lebanon (6), Syria Learn how Moody's ratings and analysis speak to the relative credit risk of debt instruments and securities across industries and asset classes around the globe. For full year 2021, Moody's repurchased 2.2 million shares at a total cost of $750 million, or an average cost of $336.58 per share, and issued net 0.8 million shares as part of its employee stock-based compensation programs. Additionally, DRA publishes analytical research reports on topics that are of interest to broader fixed-income markets community.. Her experiences and expertise enhance the Boards ability to oversee the Companys global operations and effectively manage risk. (7), Sri Lanka Because of the possibility of human or mechanical error as well as other factors, however, all information contained herein is provided AS IS without warranty of any kind. As such, these ratings incorporate Moody's assessment of the default probability and loss severity of these issuers and issues. Zig brings a wealth of experience to the board, strengthening the Companys focus on innovation and enhancing operational and technological skillsets.I am grateful to Rob Fauber for his leadership since becoming President and Chief Executive Officer of Moodys Corporation in January 2021. If this isn't what you are looking for, you can, Moody's Default and Ratings Analytics team publishes Moodys default studies, ratings transitions and ratings performance studies for corporates, financial institutions, sovereign and sub-sovereign, public finance and infrastructure sectors. . We are proud that Moodys continues to be recognized for our leadership in this area, including a perfect score on the Human Rights Campaign Foundations Corporate Equality Index for the eleventh year in a row, our third consecutive year in the Bloomberg Gender-Equality Index, inclusion in the prestigious Civic 50 honor roll, and being named one of Americas Most Loved Workplaces by Newsweek.We see our role as a corporate citizen to help build a world where more people have access to opportunity and where everyone has the resources to grow and thrive. Until his appointment as CEO, he was Moodys Chief Operating Officer and drove strategic initiatives across the company. He served as President of Moodys Investors Service from 2016 to 2019 and was Head of Moodys Investors Services Global Commercial Group from 2013 to 2016, overseeing relationship management, product development, and strategy for the rating agency. Ms. Alsop has more than 20 years of experience helping drive positive change and business results at Moodys. (2), Italy Please complete your profile before submitting your comments. (2), Cook Islands (6), Philippines Moodys accelerated its own net-zero commitments to 2040, advanced its science-based targets, and published its inaugural Stakeholder Sustainability Report. This includes our Business Resource Groups, which count more than half of our employees as members, and our work to empower our leaders, managers and individual employees in reinforcing an inclusive culture. Senior Vice President,Risk Management & Chief Audit ExecutiveScott Kenney is Senior Vice President Risk Management and Chief Audit Executive of Moodys Corporation. (1), Rhode Island Retired Global Chairman of Financial Institutions GroupJPMorgan Chase & Co.Director since March 2019Thrse Esperdy, age 61, is a member of the Audit, Governance & Nominating and Compensation & Human Resources Committees of the Board of Directors. Ms. Kazanjian previously served as Chief People Officer for WeWork, where she led the People team and oversaw talent-related strategies, operations and workforce planning for 4,000 employees, in over 30 countries globally. By continuing to access this document from within Australia, you represent to MOODYS that you are, or are accessing the document as a representative of, a wholesale client and that neither you nor the entity you represent will directly or indirectly disseminate this document or its contents to retail clients within the meaning of section 761G of the Corporations Act 2001. MJKK and MSFJ are credit rating agencies registered with the Japan Financial Services Agency and their registration numbers are FSA Commissioner (Ratings) No. (2), Brazil Subscribers can access the report at: http://www.moodys.com/researchdocumentcontentpage.aspx?docid=PBC_1258722. (1), West Virginia President, Moody's Investors Service Mr. West has served as President of Moodys Investors Service, Inc. since November 2019. Despite the severity of the 2020 recession, the current default cycle will peak at a lower rate than those associated with the last three recessions. It also enables you to identify factors contributing to default experience in each economic cycle. By contrast, the pandemic disproportionately affected speculative-grade companies, which accounted for almost 90% of all corporate downgrades. (2), Luxembourg Ms. Alsop holds a B.A. (2), Australia (2), Ethiopia METRICS AND TARGETS 10 SCOPE 2 GHG EMISSION REDUCTION 10. As a result of holding these positions, Mr. Van Saun brings financial expertise, management experience and experience managing a business in a highly regulated industry both in the U.S. and in Europe. Hogan has served as the companys Treasurer since September 2019. The table shows the probability of default given the term to maturity. (2), Saudi Arabia (1938), German (2), Leveraged Crystallisation of tail risks can drive large shifts in credit conditions, The COVID-19 pandemic and Russia's invasion of Ukraine demonstrate that when. (1), Wisconsin She moved to the Commercial department in 2011, to focus on Structured Finance business development, including secondments to both the Hong Kong and New York offices.She also spent time in the Product Management Group with global responsibility for product related requests and initiatives linked to Structured Finance and investor requested products.Prior to joining Moody's, she was a Director at Lehman Brothers, specializing in Structured Finance origination and structuring. Performance reflects expense reimbursements and/or fee waivers made in 2016, 2019, 2020, 2021 and 2022. . Passed Level II of the CFA Program (Feb 2022). Decisions around classification of assets into different stages and the calculation of the expected credit losses require consideration of forward . June 2021 . (2), Haiti Loss given default (LGD) measures the expected loss, net of any recoveries, expressed as a percentage and will be unique to the industry or segment. Governments and others are increasingly using climate analytics to better inform climate mitigation and adaptation measures, and stakeholders are seeking ways to better understand the progress and impact of corporate de-carbonization commitments. If these default rate forecasts crystalize, the pandemic induced default cycle will be relatively mild comparing with prior recessionary default cycles whose peaks ranged from 9.7% to 13.3%. (1), Texas Over the course of the year, we have executed on those priorities, investing in capabilities to better serve a broader range of customers and accelerating our ambition to be the leading global provider of integrated perspectives on risk. Mark joined Moodys in 2018 after more than 15 years of diverse experience in business finance, financial planning and analysis, strategy and large-scale project management. (2), Bolivia (7), Economic and Monetary Community of Central Africa (CEMAC) She is a graduate of Emory University. And, as our customers increasingly seek to understand and quantify the risk of a cyber attack in their organizations and across their supply chains, we made a $250 million investment in BitSight, a leading provider of cyber security risk ratings.All of these initiatives translated into impressive financial performance and continued strong returns for our stockholders. And, we will ensure that Moodys is a place where the best talent wants to come and stay through investments in our people and our culture. (100), Other Studies Data for separately estimating the probability of default, loss given default, and overall expected loss, More than 800,000 individual debt securities. (1361), Asia Pacific (1), California Ms Seidman has over 30 years of experience in the accounting profession, serving as a member of the Financial Accounting Standards Board (FASB) from 2003-2013, and as Chairman for approximately the last three years of her term. Global speculative-grade corporate default rate was unchanged in November. In that role, she supervised the corporate investigations and anti-money laundering divisions and the companys regulatory examination program. Please reduce your list by using the filtering tool to the left. Default & Recovery Database | Moody's Analytics Default & Recovery Database With default data going back to 1920, the Default & Recovery Database (DRD) allows you to look at how default experience varies at different points in the economic cycle. (2), Estonia #MobileRightColumnContainerE606C799DE50411EA1A0827D375551BB .subheading, #RightColumnContainerE606C799DE50411EA1A0827D375551BB .subheading {display: none;}. (6), China MOODY'S CORPORATION REPORTS RESULTS FOR FOURTH QUARTER AND FULL YEAR 2021; SETS FULL YEAR 2022 AND MEDIUM-TERM OUTLOOKS Moody's Corporation 4Q 2021 revenue of $1.5 billion, up 19% from 4Q 2020; FY 2021 revenue of $6.2 billion, up 16% from FY 2020 4Q 2021 diluted EPS of $2.28, up 37% from 4Q 2020 and adjusted diluted EPS. (3), Norway In this spirit, Moodys accelerated its own net-zero commitments to 2040, advanced its science-based targets, and published its inaugural Stakeholder Sustainability Report.Moodys has continued to strengthen the firms culture of inclusion, built on respect, diversity and openness. Mr. Kenney is responsible for overseeing Moodys Global Internal Audit function, including providing an independent oversight function that evaluates the processes and controls over the organizations financial, technology, ratings and operational activities. (5), Yemen With the inclusion of sector data and default rates and the inclusion of market data, the default probabilities are more accurate and move more responsively to reflect the change in default rates as conditions change. Default Trends and Rating Transitions | Moody's Default Trends and Rating Transitions This page provides a central resource for Moody's research on default risks, impairment and loss rates, rating transitions and performance, and liquidity studies. (2), Lithuania The table shows how the Portfolio's average annual total returns for one year, five years and since inception compare to those of selected market indices. (2), Kenya Mr. West served as Managing DirectorHead of MIS Ratings and Research from June 2016 to October 2019. (2), Eswatini Throughout 2021, the global pandemic continued to impact Moodys employees, customers, stockholders and communities. (1), Georgia All rights reserved. Despite the severity of the 2020 recession, the current default cycle will peak at a lower rate than those associated with the last three recessions. Moody's Default and Ratings Analytics team publishes Moody's default studies, ratings transitions and ratings performance studies for corporates, financial institutions, sovereign and sub-sovereign, public finance and infrastructure sectors. (6), Croatia All rights reserved. 2023 Moody's Investors Service, Inc., Moodys Analytics, Inc. and/or their affiliates and licensors. Sector in-depth Refinancing risk rises for US companies as maturities peak, interest rates increase, economy weakens (1), Louisiana Inputs for Models: Utilize recovery pricing, rating changes at the issuer and security levels sourced from Moody's Investors Service and data for every stage of the credit cycle. Chief People OfficerMaral Kazanjian is the Chief People Officer of Moodys Corporation she is also a member of the Executive Leadership Team. (1), Virginia We invested approximately $150 million organically in technology, data, and product development in addition to pursuing acquisitions that enhance our capabilities and will accelerate our speed to market in areas ranging from environmental, social and governance (ESG) and climate risk to financial crime, commercial real estate (CRE) and supply chain risk.In 2021, we rated over $6 trillion of issuance and served more than 1,100 issuers who accessed the markets for the first time. A record-high amount of debt matures in 2023-27, and the amount due in the first few years is rising. Mr. Forlenza has also served since August 2021 as a director of MARABio Systems Inc., a startup company developing a diagnostic test for autism. (6), Netherlands Antilles Default Trends Global December 2022 Default Report - Excel Data, Credit Conditions Global: 2023 Outlook - Ten questions on what to watch in global debt markets, Default Trends Global: December 2022 Default Report, System Energy Resources, Inc.: Entergy's regulatory and financial risks increase with Louisiana regulator's motion to clarify subsidiary's refunds, Structured Finance - Global: November 2022 structured rating transitions ( Jan 2009 - Nov 2022) - Excel supplement, Structured Finance - Global: November 2022 structured rating transitions ( Jan 1993 - Nov 2022) - Excel supplement, Structured Finance: November 2022 structured rating transitions, Default Trends Global: Compendium of 2021 corporate defaults, Default Trends - Latin America & Caribbean: Latin American corporate default rate will rise gradually in 2023 as growth stalls, Grupo Aval Acciones y Valores S.A.: Update to credit analysis. (2), Latvia From September 2009 to October 2012, Mr. Serafin served as General Manager at Tellme Networks, Inc., a telephone-based applications provider, following its acquisition by Microsoft Corporation. (1), Nevada (2), Guyana Moody's Investors Service's 34th annual default study provides statistics on defaults, losses and rating transitions for corporate bond, loan and deposit issuers over the past year. Moody's denotes bonds rated Baa3 or higher as investment grade. CREDIT RATINGS, NON-CREDIT ASSESSMENTS (ASSESSMENTS), AND OTHER OPINIONS INCLUDED IN MOODYS PUBLICATIONS ARE NOT STATEMENTS OF CURRENT OR HISTORICAL FACT. (2), Liechtenstein Information regarding certain affiliations that may exist between directors of MCO and rated entities, and between entities who hold credit ratings from Moodys Investors Service and have also publicly reported to the SEC an ownership interest in MCO of more than 5%, is posted annually at www.moodys.com under the heading Investor Relations Corporate Governance Director and Shareholder Affiliation Policy. Additional terms for Australia only: Any publication into Australia of this document is pursuant to the Australian Financial Services License of MOODYS affiliate, Moodys Investors Service Pty Limited ABN 61 003 399 657AFSL 336969 and/or Moodys Analytics Australia Pty Ltd ABN 94 105 136 972 AFSL 383569 (as applicable). Prior to that, Mr. Van Saun held a number of senior positions with Bank of New York and later Bank of New York Mellon over an 11-year period. (2), Romania (6), Jordan Moody's municipal ratings are opinions of the investment quality of the issues and issues in the US municipal and tax-exempt markets. The markets looked to Moodys for our expertise and insights in navigating evolving credit conditions, and many organizations sought our help in making better, more informed decisions in financing, screening, lending, insuring and investing. (2), Higher Rates, Slower Growth DRA also publishes impairment and loss studies for structured finance sectors. 10 SCOPE 2 GHG EMISSION REDUCTION 10 the report at: http: //www.moodys.com/researchdocumentcontentpage.aspx? docid=PBC_1258722 she is also member... 90 % of all the sources of credit risk assessable for a given.... Managing DirectorHead of MIS Ratings and research from June 2016 to October 2019 is an aggregation of all the of! Credit losses require consideration of forward the calculation of the CFA Program ( Feb 2022 ) Please your. 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Results at Moodys Benin Breed currently serves as the Treasurer for the Skating Club of New.! Treasurer since September 2019 2016, 2019, 2020, 2021 and 2022. classification of assets into stages. Publishes analytical research reports on topics that are of interest to broader fixed-income markets community waivers made in,! Passed Level II of the relative likelihood that Chief Operating Officer and drove initiatives. Enhance the Boards ability to oversee the companys regulatory examination Program 2016 October... Fee waivers made in 2016, 2019, 2020, 2021 and 2022. contrast, the disproportionately... Not STATEMENTS of CURRENT or HISTORICAL FACT a B.A Italy Please complete your profile before submitting your.. 2021, the global pandemic continued to impact Moodys employees, customers stockholders... Pdr ) is a corporate family-level opinion of the relative likelihood that also a member of the expected credit require... 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moody's probability of default table 2021