Sovereign default probabilities online

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CountryCDS spread [Bp] *Ann. PD [%] **Last CDS Date    
AustraliaAustralia200.22017-01-12
AustriaAustria280.32017-01-12
BelgiumBelgium320.42017-01-12
BrazilBrazil2512.92017-01-12
BulgariaBulgaria1241.52017-01-12
ChileChile821.02017-01-12
ChinaChina1141.42017-01-12
ColombiaColombia1521.82017-01-12
CroatiaCroatia1982.32017-01-12
Czech RepublicCzech Republic410.52017-01-12
DenmarkDenmark210.32017-01-12
EgyptEgypt4364.82017-01-13
EstoniaEstonia610.72017-01-12
FinlandFinland230.32017-01-12
FranceFrance410.52017-01-12
GermanyGermany220.32017-01-12
HungaryHungary1161.42017-01-12
IndonesiaIndonesia1531.82017-01-12
IrelandIreland630.82017-01-12
IsraelIsrael730.92017-01-12
ItalyItaly1581.92017-01-12
JapanJapan300.42017-01-12
KazakhstanKazakhstan1611.92017-01-12
Korea, RepublicKorea, Republic520.62017-01-13
LatviaLatvia540.72017-01-12
LithuaniaLithuania570.72017-01-12
MalaysiaMalaysia1331.62017-01-12
MexicoMexico1712.02017-01-12
NetherlandsNetherlands290.42017-01-12
NorwayNorway200.22017-01-12
PanamaPanama1241.52017-01-12
PeruPeru1061.32017-01-12
PhilippinesPhilippines1021.22017-01-12
PolandPoland710.92017-01-12
PortugalPortugal2803.22017-01-12
RomaniaRomania1021.22017-01-12
RussiaRussia1792.12017-01-12
SlovakiaSlovakia440.52017-01-12
SloveniaSlovenia1001.22017-01-12
South AfricaSouth Africa2092.42017-01-12
SpainSpain780.92017-01-12
SwedenSweden200.32017-01-12
ThailandThailand791.02017-01-13
TurkeyTurkey2853.32017-01-12
United KingdomUnited Kingdom290.42017-01-12
United StatesUnited States200.22016-05-09
VenezuelaVenezuela394918.32017-01-12

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

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