Moody's puts out a report each year on corporate bond default and recovery rates. Lots of good data on default rates, for example, default rates by industry, default rates by rating category at the time of default, etc. Unfortunately, I see nothing there that answers your question concerning default rates by rating category at the time of issue. Still, the article makes for interesting reading. Here's a summary of Moody's February 2001 report. (It includes a link to download the complete report.) -http://www.defaultrisk.com/pp_other_16.htm
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