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Table 9 Comparison of the one-default and two-default cases over a range of credit ratings
| Rating | One-default | Two-default |
|---|---|---|
| AAA | 303.76 | 310.24 |
| AA | 632.60 | 661.51 |
| A | 822.47 | 875.13 |
| BBB | 1,215.01 | 1,330.24 |
| BB | 2,548.34 | 3,185.29 |
| B | 4,224.85 | 6,964.76 |
