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

Table 8

Companies used for the HY BB+ sample.

#	CDS COMPANY NAME	CDS CORP TICKER	#	CDS COMPANY NAME	CDS CORP TICKER
1	Alstom SA	ALOFP	20	MDC Holdings Inc.	MDC
2	ArcelorMittal Finance SCA	MTNA	21	Metsa Board OYJ	METSA
3	Arconic Inc.	ARNC	22	Nielsen Co BV/The	NLSN
4	Belo Corp	TGNA	23	Nokia OYJ	NOKIA
5	British Airways PLC	IAGLN	24	NOVA Chemicals Corp	NCX
6	Casino Guichard Perrachon SA	COFP	25	Peugeot SA	PEUGOT
7	Centex LLC	PHM	26	Pitney Bowes Inc.	PBI
8	Edison S.p.A.	EDFFP	27	Plains All American Pipeline	PAA
9	Embarq Corp	EQ	28	PulteGroup Inc.	PHM
10	Encana Corp	ECACN	29	Qwest Corp	CTL
11	Expedia Inc.	EXPE	30	Smurfit Kappa Funding DAC	SKGID
12	FirstEnergy Corp	FE	31	Tata Motors Ltd	TTMTIN
13	Gap Inc./The	GPS	32	TEGNA Inc.	TGNA
14	Gazprom PJSC	GAZPRU	33	Telecom Italia S.p.A./Milano	TITIM
15	Hanson Ltd	HEIGR	34	Telefonaktiebolaget LM Ericsson	ERICB
16	Hess Corp	HES	35	Tesco PLC	TSCOLN
17	L Brands Inc.	LB	36	Toll Brothers Inc.	TOL
18	Lennar Corp	LEN	37	TransAlta Corp	TACN
19	Leonardo S.p.A.	LDOIM	38	Universal Health Services Inc.	UHS