Documente Academic
Documente Profesional
Documente Cultură
Corporates weights
4.42% 5 100
Cost of Capital PD LGD EL s&p
Investment grade
9.0% 0.40% 90% 0.36% AA-
9.0% 0.50% 90% 0.45% A+
9.0% 0.75% 90% 0.68% A
9.0% 1.00% 90% 0.90% A-
9.0% 1.30% 90% 1.17% BBB+
9.0% 1.42% 90% 1.28% BBB
9.0% 1.50% 90% 1.35% BBB-
9.0% 2.00% 90% 1.80% BB+
Speculative grade
9.0% 2.15% 90% 1.94% BB
9.0% 2.50% 90% 2.25% BB-
9.0% 3.00% 90% 2.70% B+
9.0% 3.50% 90% 3.15% B
9.0% 4.00% 90% 3.60% B-
9.0% 5.00% 90% 4.50% CCC+
9.0% 5.50% 90% 4.95% CCC
High yield investment
9.0% 6.00% 90% 5.40% CCC-
9.0% 10.00% 90% 9.00% CC+
9.0% 12.40% 90% 11.16% CC
9.0% 15.00% 90% 13.50% CC-
9.0% 18.32% 90% 16.49% C+
9.0% 23.16% 90% 20.84% C
9.0% 30.00% 90% 27.00% C-
orates weights
124.14