Approche et notations | LENS® Indice Fondamental HBDO (en anglais)
Approach – Countries are classified according to the ease of resolving insolvency and based on the recovery rate.
The Lens® Recovery Rating Index (cents on the dollar),
– measures the cents on the dollar recovered by creditors,
– present a value of debt recovered,
– officials costs of the insolvency proceedings are deducted,
– depreciation of the furniture is taken into account ,
– outcome for the business (survival or not) affects the maximum value that can be recovered.
The basic methodology is provided by Djankov and others, Debt Enforcement Around the World, Journal of Political Economy, Dec 2008.
Ratings – HBDO’s short-term LENS® Recovery rating index indicate the potential level of default within a 12-month period. LENS®Rating Index is assigned on an alphabetic scale from ‘AAA’ (Prime Quality Grade) to ‘D’ (In default).
HBDO RATINGS | Cents on the US dollar | Rates |
Prime Quality Grade | 100(1$)-95 | AAA |
High Quality Grade | 94-90 | AA+ |
89-85 | AA | |
84-80 | AA- | |
Upper Medium Grade | 79-75 | A+ |
74-70 | A | |
69-65 | A- | |
Lower Medium Grade | 64-50 | BBB+ |
49-45 | BBB | |
44-40 | BBB- | |
Speculative | 39-35 | BB+ |
34-30 | BB | |
29-25 | BB- | |
Highly speculative | 24-20 | B+ |
19-15 | B | |
14-10 | B- | |
In default | 09-05 | CCC |
04-00 | CC | |
NR | D | |
Source: Powered by HBDO Indexes, propelled by the World Bank, 2014.
Ex: HBDO affirms #Netherlands at ‘AA’ – High Quality Grade|LENS®Recovery Rating Index
#Netherlands rated at ‘AA’/High Quality Grade. It means claimants (creditors, tax authorities, and employees) can recover between 85 and 89 US cents on the dollar from an insolvent firm.