Highest Default Probabilities
Entity Name
Mid Spread CPD (%)
Greece 874.22 50.66
Venezuela 841.28 44.57
Argentina 832.50 43.17
Pakistan 708.40 38.22
Ukraine 601.41 34.24
Iraq 458.30 28.02
Portugal 378.17 27.94
Dubai/Emirate of 441.11 26.42
Iceland 421.00 25.08
Latvia, Republic of 356.02 22.00
Sovereign Tighteners
Entity Name
5 Yr Mid Change (%) Change (bps) CPD (%)
Spain 196.02 -6.30 -13.19 15.88
Norway 19.87 -4.09 -0.85 1.76
Panama 114.52 -3.28 -3.88 7.81
Argentina 832.50 -2.36 -20.11 43.17
Portugal 378.17 -2.01 -7.74 27.94
Belgium 85.56 -1.80 -1.57 7.33
Sweden 42.62 -1.60 -0.69 3.72
Italy 157.87 -1.25 -2.00 12.89
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