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

Table 7

Companies used for the IG BBB- sample.

#	CDS COMPANY NAME	CDS CORP TICKER	#	CDS COMPANY NAME	CDS CORP TICKER
1	Allergan Inc./United States	AGN	28	Koninklijke KPN NV	KPN
2	Altadis SA	NA	29	Kraft Heinz Foods Co	KHC
3	Anadarko Petroleum Corp	APC	30	LANXESS AG	LXSGR
4	Anglo American PLC	AALLN	31	Macy's Inc.	M
5	Apache Corp	APA	32	Marathon Oil Corp	MRO
6	Arrow Electronics Inc.	ARW	33	Marks & Spencer PLC	MARSPE
7	Avnet Inc.	AVT	34	Masco Corp	MAS
8	Barrick Gold Corp	ABXCN	35	Mattel Inc.	MAT
9	Boston Scientific Corp	BSX	36	METRO AG	CECGR
10	Carlton Communications Ltd	ITVLN	37	Motorola Solutions Inc.	MSI
11	Clariant AG	CLNVX	38	Newell Brands Inc.	NWL
12	Conagra Brands Inc.	CAG	39	Noble Energy Inc.	NBL
13	Constellation Brands Inc.	STZ	40	Pernod Ricard SA	RIFP
14	Darden Restaurants Inc.	DRI	41	Renault SA	RENAUL
15	Deutsche Lufthansa AG	LHAGR	42	Repsol Oil & Gas Canada Inc.	TLMCN
16	Devon Energy Corp	DVN	43	Repsol SA	REPSM
17	Domtar Corp	UFS	44	SKF AB	SKFBSS
18	DR Horton Inc.	DHI	45	STMicroelectronics NV	STM
19	EDP - Energias de Portugal S	EDPPL	46	TDC A/S	TDCDC
20	Enbridge Energy Partners LP	EEP	47	Telefonica SA	TELEFO
21	Energy Transfer LP	ETP	48	Tesoro Corp	TSO
22	Exelon Corp	EXC	49	UBM PLC	UBMLN
23	Fresenius SE & Co KGaA	FREGR	50	Universal Corp/VA	UVV
24	GKN Holdings PLC	GKNLN	51	UPM-Kymmene OYJ	UPMFH
25	Imperial Brands PLC	IMBLN	52	Viacom Inc.	VIA
26	ITV PLC	ITVLN	53	Wendel SA	MWDP
27	Kohl's Corp	KSS	54	Xerox Corp	XRX