Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework

Table 6

Companies used for the IG BBB sample.

#	CDS COMPANY NAME	CDS CORP TICKER	#	CDS COMPANY NAME	CDS CORP TICKER
1	Amcor Ltd/Australia	AMCAU	44	Martin Marietta Materials Inc.	MLM
2	AutoZone Inc.	AZO	45	McKesson Corp	MCK
3	BAE Systems PLC	BALN	46	Medco Health Solutions Inc.	ESRX
4	BCE Inc.	BCECN	47	Metso OYJ	METSO
5	British American Tobacco PLC	BATSLN	48	Mondelez International Inc.	MDLZ
6	CA Inc.	CA	49	Newmont Mining Corp	NEM
7	Canadian Natural Resources LP	CNQCN	50	Next PLC	NXTLN
8	Canadian Pacific Railway Co	CP	51	NiSource Inc.	NI
9	Capgemini SE	CAPFP	52	Packaging Corp of America	PKG
10	Cardinal Health Inc.	CAH	53	Pearson PLC	PSON
11	Carlsberg Breweries A/S	CARLB	54	Pioneer Natural Resources Co	PXD
12	CBS Corp	CBS	55	PostNL NV	PNLNA
13	CenterPoint Energy Inc.	CNP	56	Publicis Groupe SA	PUBFP
14	Cie de Saint-Gobain	SGOFP	57	Reliance Industries Ltd	RILIN
15	CMS Energy Corp	CMS	58	Rentokil Initial PLC	RTOLN
16	Computer Sciences Corp	COMPSC	59	Republic Services Inc.	RSG
17	Cox Communications Inc.	COXENT	60	Rohm & Haas Co	DOW
18	Delhaize America LLC	ADNA	61	RWE AG	RWE
19	Dominion Energy Inc.	D	62	Securitas AB	SECUSS
20	Dow Chemical Co/The	DOW	63	SES SA	SESGFP
21	DTE Energy Co	DTE	64	Sky PLC	SKYLN
22	E.ON SE	EOANGR	65	Smiths Group PLC	SMINLN
23	Eastman Chemical Co	EMN	66	Solvay SA	SOLBBB
24	Enbridge Inc.	ENBCN	67	Spectra Energy Capital LLC	SE
25	Endesa SA	ELESM	68	Starwood Hotels & Resorts	HOT
26	Enel S.p.A.	ENELIM	69	Swedish Match AB	SWEMAT
27	Entergy Corp	ETR	70	Tate & Lyle PLC	TATELN
28	Exelon Generation Co LLC	EXC	71	TECO Energy Inc.	TE
29	FedEx Corp	FDX	72	Telekom Austria AG	TKAAV
30	Gas Natural SDG SA	GASSM	73	Textron Inc.	TXT
31	GATX Corp	GMT	74	Time Warner Inc.	TWX
32	Glencore International AG	GLENLN	75	Tyson Foods Inc.	TSN
33	GS Caltex Corp	GSCCOR	76	Valeo SA	FRFP
34	Hasbro Inc.	HAS	77	Valero Energy Corp	VLO
35	Hillshire Brands Co/The	HSH	78	Veolia Environnement SA	VIEFP
36	International Paper Co	IP	79	Vivendi SA	VIVFP
37	ISS Global A/S	ISSDC	80	Waste Management Inc.	WM
38	Kering	KERFP	81	Western Union Co/The	WU
39	Kingfisher PLC	KGFLN	82	WestRock MWV LLC	WRK
40	Koninklijke Ahold Delhaize N	ADNA	83	Whirlpool Corp	WHR
41	Kroger Co/The	KR	84	Woolworths Ltd	WOWAU
42	Lafarge SA	LGFP	85	WPP 2005 Ltd	WPPLN
43	Marriott International Inc.	MAR	86	Xstrata Ltd	XTALN