Thursday, May 13, 2010

Top ten most likely sovereign defaults

Highest Default Probabilities
Entity Name Mid Spread CPD (%)
Venezuela 1002.63 48.82
Argentina 900.74 44.58
Pakistan 668.50 36.28
Greece 526.00 35.56
Ukraine 568.07 32.44
Dubai/Emirate of 429.58 25.63
California/State of 265.00 20.84
Latvia, Republic of 333.05 20.58
Sicily/Region of 250.10 19.45
Iraq 304.00 19.26

Source

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