Value

8x8 stochastic matrix; e.g. A→A=92.0%, A→Baa=5.2%, A→Default=0.07%

sourceMoody's Annual Default and Recovery Studies
derivationpublished_source
qualitypublished
regulatory frameworksNAIC RBC C1
set2026-05-25
last reviewed2026-05-25
next review due2026-06-30

Notes

Drives multi-year credit migration projection; refreshed annually post-Moody's release (typically Q1).