Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors. Kamakura Corporation launched the world's first quantitative default probability model for sovereigns in 2008 ...

Right now, there is renewed worry about the fiscal position of states in the U.S. Just yesterday, Illinois passed Iceland on the rankings of sovereign CDS compiled by CMA Datavision. Today we have the ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

Sovereign debt is now at the center of world worries as states come to grips with the costs of bailouts and slowing economies, which have hampered tax returns. While many of the names on this list are ...

CMA, opens new tab is out with its quarterly Global Sovereign Debt Credit Risk Report, which includes this league table: CPD stands for cumulative probability of default, which means that according to ...

The assessment of default risk is also critical in the valuation of corporate bonds and credit derivatives such as basket-default swaps. There is an important distinction between default risk under ...

CMA Datavision has released its sovereign risk report for the second quarter of 2010. It’s based on CDS prices, and it makes for fascinating reading. It was a bad quarter for sovereign credit: 93% of ...