12-month credit Z-scores
The chart shows the 12-month credit Z-scores across different credit categories and rating tiers for US, Euro, and Emerging Markets (EM).
| Label | Value shown on the chart |
|---|---|
| US IG | 2.1 |
| Euro IG | 3.9 |
| EM IG | 3.1 |
| US BBB | 2.1 |
| Euro BBB | 3.9 |
| EM BBB | 1.9 |
| US HY | 2.8 |
| Euro HY | 3.5 |
| EM HY | 1.6 |
| US BB | 2.6 |
| Euro BB | 3.4 |
| EM BB | 1.3 |
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