05/18/2010 | Shooter

http://www.cmavision.com/market-data

Sovereign Risk Monitor

The CMA Sovereign Risk Monitor identifies and ranks the world’s most volatile sovereign debt issuers according to percentage changes in their 5 year CDS (Credit Default Swap). CDS values are calculated by CMA’s market leading CDS price verification service, DataVision.

CMA DataVision provides a daily calculation of CPD (Cumulative Probability of Default), and a variety of other risk metrics, on over 1,200 CDS issuers.

Highest Default Probabilities

Entity Name Mid Spread CPD (%)
Venezuela 1068.42 51.42
Argentina 961.63 47.16
Greece 612.04 40.16
Pakistan 699.10 37.62
Ukraine 591.07 33.52
Dubai/Emirate of 440.84 26.15
California/State of 271.00 21.20
Latvia, Republic of 344.15 21.14
Sicily/Region of 269.00 20.71
Portugal 269.13 20.62