Research Article
Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework
Table 5
Companies used for the IG BBB+ sample.
| | # | CDS COMPANY NAME | CDS CORP TICKER | # | CDS COMPANY NAME | CDS CORP TICKER |
| | 1 | Aetna Inc. | AET | 39 | Humana Inc. | HUM | | 2 | Akzo Nobel NV | AKZANA | 40 | Husky Energy Inc. | HSECN | | 3 | Alltel Corp | VZ | 41 | Hyundai Motor Co | HYNMOT | | 4 | American Electric Power Co Inc. | AEP | 42 | Ingersoll-Rand Co | IR | | 5 | Anthem Inc. | ANTM | 43 | International Paper Co | IP | | 6 | AstraZeneca PLC | AZN | 44 | Johnson Controls International | JCI | | 7 | AT&T Corp | T | 45 | Kellogg Co | K | | 8 | Atlantia S.p.A. | ATLIM | 46 | Kinder Morgan Energy Partner | KMI | | 9 | Auchan Holding SA | AUCHAN | 47 | Kohl's Corp | KSS | | 10 | Baxter International Inc. | BAX | 48 | Kraft Heinz Foods Co | KHC | | 11 | Bertelsmann SE & Co KGaA | BERTEL | 49 | Kroger Co/The | KR | | 12 | BorgWarner Inc. | BWA | 50 | Lockheed Martin Corp | LMT | | 13 | Bouygues SA | ENFP | 51 | Omnicom Group Inc. | OMC | | 14 | British Telecommunications PLC | BRITEL | 52 | ONEOK Inc. | OKE | | 15 | Campbell Soup Co | CPB | 53 | Packaging Corp of America | PKG | | 16 | Carrefour SA | CAFP | 54 | Pepco Holdings LLC | EXC | | 17 | Centrica PLC | CNALN | 55 | Pioneer Natural Resources Co | PXD | | 18 | Cigna Corp | CI | 56 | POSCO | POHANG | | 19 | Clorox Co/The | CLX | 57 | Potash Corp of Saskatchewan | POTCN | | 20 | Coca-Cola Amatil Ltd | CCLAU | 58 | Progress Energy Inc. | DUK | | 21 | ConocoPhillips | COP | 59 | PSEG Power LLC | PEG | | 22 | Continental AG | CONGR | 60 | Qantas Airways Ltd | QANAU | | 23 | Corning Inc. | GLW | 61 | Quest Diagnostics Inc. | DGX | | 24 | CSR Ltd | CSRAU | 62 | Reliance Industries Ltd | RILIN | | 25 | CSX Corp | CSX | 63 | Repsol Oil & Gas Canada Inc. | TLMCN | | 26 | CVS Health Corp | CVS | 64 | Republic Services Inc. | RSG | | 27 | Eaton Corp | ETN | 65 | Reynolds American Inc. | RAI | | 28 | Enbridge Energy Partners LP | EEP | 66 | RPM International Inc. | RPM | | 29 | Enbridge Inc. | ENBCN | 67 | Ryder System Inc. | R | | 30 | Energy Transfer LP | ETP | 68 | Sempra Energy | SRE | | 31 | Entergy Corp | ETR | 69 | Shaw Communications Inc. | SJRCN | | 32 | FedEx Corp | FDX | 70 | Sherwin-Williams Co/The | SHW | | 33 | GATX Corp | GMT | 71 | Southern Co/The | SO | | 34 | General Mills Inc. | GIS | 72 | Southwest Airlines Co | LUV | | 35 | GS Caltex Corp | GSCCOR | 73 | Spectra Energy Capital LLC | SE | | 36 | Halliburton Co | HAL | 74 | Starwood Hotels & Resorts Wo | HOT | | 37 | Hasbro Inc. | HAS | 75 | Suncor Energy Inc. | SUCN | | 38 | HP Inc. | HPQ | 76 | TE Connectivity Ltd | TEL |
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