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 ...

With the wild action going on in the market today, we thought we'd bring this back to you... Financial firms around the world have been under increased stress due to the sovereign debt crises of ...

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 Deepwater Horizon oil spill in the Gulf of Mexico is wreaking havoc on BP's stock price and market capitalization. But it's also hammering some of the oil and gas industries biggest name. So much ...

If we’re to take our cues from the markets then a Greek default is practically a guarantee at this juncture. The latest cumulative probability of default from CMA and the CDS markets is now 88% in ...

The Geneva Papers on Risk and Insurance. Issues and Practice, Vol. 40, No. 3, SPECIAL ISSUE ON INSURANCE AND FINANCE (July 2015), pp. 385-415 (31 pages) Low interest rates are becoming a threat to the ...