2003-12 Credit Risk Loss Experience Study: Private Placement Bonds
The Society of Actuaries' Private Placement Experience Committee has completed this report, which measures incidence rates, loss severities and economic loss rates associated with credit risk events for privately placed debt during the years 2003-2012. One of the values of this report is the comparison between private placement bond default experience and that of publicly traded bonds.
The Committee also created a database with a variety of pivot tables that allow companies to do their own analysis of the data.
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