Rating transition probabilities, cumulative default rates
| type | download |
| url | https://www.moodys.com/ |
| auth | subscription |
| cost | paid |
| update frequency | annual |
| consumers | insmodel, finview |
Public Moody's tables in finlib/credit_data.py: 7 ratings × 4 tenors (1Y/3Y/5Y/10Y) cumulative PD + 7×8 transition matrix. 3Y tenor added 2026-03-03 via log-linear survival interpolation. Annual update from Moody's public default study sufficient.