Sovereign default probabilities online

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CountryCDS spread [Bp] *Ann. PD [%] **Last CDS Date    
AustraliaAustralia230.32016-12-01
AustriaAustria300.42016-12-01
BelgiumBelgium330.42016-12-01
BrazilBrazil3063.52016-12-01
BulgariaBulgaria1561.92016-12-01
ChileChile911.12016-12-01
ChinaChina1171.42016-12-01
ColombiaColombia1922.32016-12-01
CroatiaCroatia2242.62016-12-01
Czech RepublicCzech Republic440.52016-12-01
DenmarkDenmark230.32016-12-01
EgyptEgypt4775.22016-12-01
EstoniaEstonia640.82016-12-01
FinlandFinland240.32016-12-01
FranceFrance400.52016-12-01
GermanyGermany230.32016-12-01
HungaryHungary1361.62016-12-01
IndonesiaIndonesia1742.12016-12-01
IrelandIreland690.82016-12-01
IsraelIsrael750.92016-12-01
ItalyItaly1772.12016-12-01
JapanJapan330.42016-12-01
KazakhstanKazakhstan1912.22016-12-01
Korea, RepublicKorea, Republic500.62016-12-01
LatviaLatvia620.82016-12-01
LithuaniaLithuania610.82016-12-01
MalaysiaMalaysia1601.92016-12-01
MexicoMexico1832.22016-12-01
NetherlandsNetherlands280.32016-12-01
NorwayNorway190.22016-12-01
PanamaPanama1401.72016-12-01
PeruPeru1231.52016-12-01
PhilippinesPhilippines1191.42016-12-01
PolandPoland821.02016-12-01
PortugalPortugal2783.22016-12-01
RomaniaRomania1131.42016-12-01
RussiaRussia2222.62016-12-01
SlovakiaSlovakia450.62016-12-01
SloveniaSlovenia1051.32016-12-01
South AfricaSouth Africa2422.82016-12-01
SpainSpain871.12016-12-01
SwedenSweden250.32016-12-01
ThailandThailand931.12016-12-01
TurkeyTurkey3003.42016-12-01
United KingdomUnited Kingdom380.52016-12-01
United StatesUnited States200.22016-05-09
VenezuelaVenezuela456218.92016-12-01

*) Source: Bloomberg Finance L.P., Markit Group Ltd.    **) Source: Deutsche Bank Research

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