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I'm mostly interested in Moody's average corporate cumulative default rates, possibly in 2020 or the latest version. I tried to take a look at Moody's website but I am still in trouble. The latest version I've found is from 15 years ago.

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I also had this problem, because the available annual default studies did not have these information (to the best of my knowledge). Cumulative default rates can be found in the series Semi-Annual Performance Statistics, which is a short publication with the average historical corporate default rates and structured finance impairment rates for various time horizons. There is a breakdown by letter rating and geographical region. The latest version that I managed to find is the following:

Moody’s Investors Service (2018) Cross-sector: Semi-annual performance statistics update: 2018 H1

This report includes cumulative default rates for the periods 1983-2018, 2008-2018 and 2013-2018.

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