Estimated losses in global corporate bond markets 2000-2016

Estimated losses in corporate bond markets worldwide from 2000 to 2016*

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Sources

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Release date

June 2017

Region

Worldwide

Survey time period

2000 to 2016

Supplementary notes

* The source adds the following information: "Estimated losses on Barclays’ Global Aggregate Corporate Bond index following a 100 basis point increase in interest rates. The chart is a measure of how aggregate risk exposures to corporate bond markets globally have risen over time. It is calculated based on the Barclays Global Aggregate Corporate Bond Index, which can be used as a representative measure of global investment-grade corporate bond markets. However, the index does not capture all investment-grade corporate bonds. The measure has been inflation-adjusted, with prices indexed to January 2017."

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