The global speculative-grade default rate will rise sharply for most of 2009, reaching a peak of 16.4% in November and then falling slightly to 15.5% by January 2010, says Moody’s Investors Service.
The rating agency reports that the default rate came in at 4.8% in January, up from a revised level of 4.1% at the end of 2008. A year ago, the rate was much lower at 1.1%.
“Rapidly deteriorating global economic conditions and the ongoing banking crisis signal a flood of corporate defaulters in 2009. Moody’s now forecasts that roughly 300 rated corporate issuers will default this year, compared with 104 issuers in 2008 and only 18 in 2007,” says Moody’s director of corporate default research, Kenneth Emery.
Measured on a dollar volume basis, the global speculative-grade bond default rate opened at 6.0% in January, up from a revised level of 5.8% in December. At this time last year, the global dollar-weighted bond default rate was 0.9%.
Across industries over the coming year, Moody’s default rate forecasting model indicates that the consumer transportation sector will be the most troubled in the U.S. and the durable consumer goods sector will have the highest default rate in Europe.
Moody’s speculative-grade corporate distress index–which measures the percentage of rated issuers that have debt trading at distressed levels– ended January at 52.6%, slightly lower than the 54.7% level recorded a month earlier.
In total, 22 Moody’s-rated corporate issuers defaulted in January, of which 12 were in the U.S., three in Canada, three were from Europe, and the remainder were from other regions.
In the leveraged loan market, nine Moody’s-rated loan issuers defaulted in January, out of which eight were from the U.S. and one from Canada. The trailing 12 month U.S. leveraged loan default rate rose to 4.0% in January from December’s revised level of 3.5%.
Junk bond default rate set to soar: Moody’s
Rating agency forecasts a flood of corporate defaulters in 2009
- By: James Langton
- February 10, 2009 February 10, 2009
- 12:45