viernes, 30 de marzo de 2012

Actualización de la lista CMA con los 10 países con más riesgo de impago

Highest Default Probabilities
Entity Name Mid Spread CPD (%)
Cyprus1158.2763.97
Portugal1066.3760.48
Pakistan851.2946.63
Argentina841.3746.44
Ukraine843.3245.07
Venezuela728.7541.68
Ireland568.9839.34
Egypt554.6532.60
Hungary553.3332.45
Spain439.0032.35
Sovereign Tighteners
Entity Name 5 Yr Mid Change (%) Change (bps) CPD (%)
Finland64.90-4.56-3.105.64
Austria154.62-3.76-6.0312.96
Netherlands120.31-3.03-3.7610.18
Philippines142.15-2.59-3.7812.07
Portugal1066.37-2.49-27.2060.48
Malaysia105.59-2.44-2.649.03
Germany73.85-2.39-1.816.42
South Africa158.48-2.29-3.7110.76
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Sovereign Wideners
Entity Name 5 Yr Mid Change (%) Change (bps) CPD (%)
New Zealand
78.14
+1.87
+1.43
6.80
Japan
100.00
+1.39
+1.38
7.97
Qatar
119.18
+1.15
+1.36
8.17
Norway
22.75
+1.10
+0.25
2.03
Abu Dhabi/Emirate of
118.00
+0.95
+1.11
8.08
Czech Republic
113.57
+0.84
+0.94
7.82
Estonia
114.18
+0.82
+0.93
7.81
Peru
121.74
+0.77
+0.93
8.35

Unos links muy interesantes

Para seguir los precios de los CDS soberanos

Para seguir la rentabilidad de la deuda a 10 años de diferentes países con sus gráficos

Y en esta tabla se acumulan varios links interesantes de diferentes países

Charts: 5Y CDS, 10Y Bond Yields, Inflation
5Y CDS Inflation 10Y Bond Rates
5Y CDS Inflation 10Y Bond Rates

Greece CDS
Greece 10Yr B.
US Treasury CDS dollar USA 10Yr B.
Portugal CDS Portugal 10Yr B.
China Gov CDS China 10Yr B.
Ireland CDS Ireland 10Yr B.
Japan CDS yen Japan 10Yr B.
Spain CDS Spain 10Yr B.
Canada CDS dollar Canada 10Yr B.
Italy CDS peso Italy 10Yr B.
Australia CDS dollar Australia 10Yr B.
PIIGS CDS euro PIIGS 10Yr B.










Belgium CDS Belgium 10Yr B.
Brazil CDS real Brazil 10Yr B.
France CDS France 10Yr B.
India CDS rupee India 10Yr B.
Austria CDS Austria 10Yr B.
Russia CDS ruble Russia 10Yr B
Netherlands CDS Netherlands 10Yr B
Ukraine CDS Ukraine 10Yr B.
Germany CDS Germany 10Yr B.
Kazakhstan CDS Kazakhstan 10Yr B
Sweden CDS krona Sweden 10Yr B.



U.K. CDS pound U.K. 10Yr B.
Mexico CDS Mexico 10Yr B.
Poland CDS zloty Poland 10Yr B.
Turkey CDS Turkey 10Yr B.
Hungary CDS Hungary 10Yr B.
South Africa CDS rand S. Africa 10Yr B
Bulgaria CDS Bulgaria 10Yr B



Latvia CDS Latvia 10Yr B.
South Korea CDS won S. Korea 10Yr B.
Iceland CDS Iceland 10Yr B.
Israel 5y CDS shekel Israel 10Yr B
Finland CDS Finland 10Yr B.
Venezuela CDS Venezuela 10Yr B.
Switzerland CDS swissie Switzerland 10Yr B
Chile CDS Chile 10Yr B
Norway CDS Norway 10 Yr B
Indonesia CDS Indonesia 10Yr B
Sources: Bloomberg, CNBC, Trading Economics

jueves, 29 de marzo de 2012

Actualización de la lista CMA con los 10 países con más riesgo de impago

Highest Default Probabilities
Entity Name Mid Spread CPD (%)
Cyprus1154.9963.88
Portugal1063.0660.46
Pakistan845.7246.43
Argentina835.0046.25
Ukraine820.7944.44
Venezuela729.3841.73
Ireland568.0139.25
Egypt557.5032.76
Spain435.6132.17
Hungary540.5331.85
Sovereign Tighteners
Entity Name 5 Yr Mid Change (%) Change (bps) CPD (%)
Norway22.68-3.88-0.912.02
Malaysia105.05-1.52-1.629.10
Morocco242.50-1.02-2.5015.85
Bahrain355.33-0.83-2.9822.35
Finland62.75-0.53-0.335.47
Colombia108.88-0.48-0.537.51
Thailand133.74-0.35-0.4711.42
United Mexican States117.66-0.35-0.418.09
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Sovereign Wideners
Entity Name 5 Yr Mid Change (%) Change (bps) CPD (%)
Japan
98.31
+5.85
+5.43
7.85
Germany
74.35
+3.98
+2.85
6.48
Italy
386.05
+3.48
+13.00
29.12
Portugal
1063.06
+3.35
+34.46
60.46
Vietnam
295.00
+3.13
+8.94
23.17
Netherlands
120.08
+3.11
+3.62
10.17
Spain
435.61
+2.87
+12.14
32.17
Ukraine
820.79
+1.76
+14.22
44.44

Previsiones de deuda pública respecto al PIB de la OCDE

miércoles, 28 de marzo de 2012

Actualización de la lista CMA con los 10 países con más riesgo de impago

A pesar de todas las informaciones y comentarios en prensa, España tenía sus CDS y sus posibilidades de quiebra más altas el viernes pasado (441 y 32.68%) cuando era noveno del mundo en esta lista que esta semana ha cambiado su primer puesto por la mejora de Portugal
Highest Default Probabilities
Entity Name Mid Spread CPD (%)
Cyprus1155.0063.91
Portugal1042.5859.54
Pakistan836.4446.11
Argentina810.9145.47
Ukraine794.9443.42
Venezuela743.7442.37
Ireland559.5138.94
Egypt557.0232.75
Hungary535.3631.61
Spain421.5031.32
Sovereign Tighteners
Entity Name 5 Yr Mid Change (%) Change (bps) CPD (%)
Norway21.88-9.63-2.331.95
Portugal1042.58-4.32-47.0459.54
United States of America29.85-2.47-0.752.66
Estonia112.13-2.23-2.567.69
Ireland559.51-1.85-10.5638.94
Slovakia214.49-1.54-3.3414.16
Dubai/Emirate of330.00-1.26-4.2221.38
Germany71.15-1.24-0.896.21
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Sovereign Wideners
Entity Name 5 Yr Mid Change (%) Change (bps) CPD (%)
Japan
92.08
+2.30
+2.07
7.36
Indonesia
163.92
+2.20
+3.53
13.78
China
109.11
+1.98
+2.11
9.41
Korea, Republic of
118.61
+1.71
+1.99
10.18
Finland
62.80
+1.64
+1.02
5.47
Philippines
142.02
+1.64
+2.29
12.08
Malaysia
102.98
+1.40
+1.43
8.93
Australia
70.78
+1.11
+0.78
6.13

Cuánto ha subido la gasolina por países, en los últimos 12 meses

martes, 27 de marzo de 2012

Actualización de la lista CMA con los 10 países con más riesgo de impago

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Highest Default Probabilities
Entity Name Mid Spread CPD (%)
Cyprus
1154.98
63.92
Portugal
1101.43
61.65
Pakistan
823.21
45.55
Argentina
788.71
44.48
Ukraine
790.00
43.24
Venezuela
732.96
41.93
Ireland
587.20
40.43
Egypt
555.48
32.69
Hungary
535.22
31.62
Spain
424.30
31.50
Sovereign Tighteners
Entity Name 5 Yr Mid Change (%) Change (bps) CPD (%)
Portugal1101.43-7.32-86.9661.65
Sweden43.00-5.26-2.393.79
Japan88.93-4.21-3.907.13
New Zealand73.83-3.67-2.816.45
Ireland587.20-2.87-17.3640.43
Norway24.42-2.66-0.672.18
Finland60.41-2.49-1.545.28
Czech Republic107.68-2.31-2.557.45
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Sovereign Wideners
Entity Name 5 Yr Mid Change (%) Change (bps) CPD (%)
Panama
108.95
+2.06
+2.20
7.51
Netherlands
113.67
+1.77
+1.97
9.66
United States of America
30.50
+1.38
+0.41
2.72
Korea, Republic of
116.58
+1.37
+1.58
10.02
Denmark
112.75
+1.10
+1.23
9.57
Estonia
115.48
+0.63
+0.72
7.91
Spain
424.30
+0.54
+2.30
31.50
Bahrain
360.00
+0.43
+1.54
22.63

Crecimiento del PIB y rentabilidad de la bolsa con cada presidente en los EUA

Fuente: http://www.nytimes.com/interactive/2012/03/23/business/among-the-best-presidents-or-the-worst-in-economic-terms.html

lunes, 26 de marzo de 2012

Actualización de la lista CMA con los 10 países con más riesgo de impago

Highest Default Probabilities
Entity Name Mid Spread CPD (%)
Portugal1188.1464.52
Cyprus1164.4464.24
Pakistan820.1045.47
Argentina773.7743.83
Ukraine800.5843.69
Venezuela736.9742.13
Ireland603.2841.28
Egypt555.0032.69
Hungary542.4031.98
Spain423.6831.48
Sovereign Tighteners
Entity Name 5 Yr Mid Change (%) Change (bps) CPD (%)
Japan93.00-10.58-11.007.45
Norway23.40-10.18-2.652.09
Sweden44.10-5.73-2.683.88
Denmark111.02-3.46-3.989.44
Germany72.00-3.36-2.506.28
Finland60.60-3.26-2.045.29
United States of America30.08-2.96-0.922.68
Italy372.18-2.38-9.0828.26
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Sovereign Wideners
Entity Name 5 Yr Mid Change (%) Change (bps) CPD (%)
Australia
71.67
+2.39
+1.67
6.21
Indonesia
164.55
+1.26
+2.05
13.86
Morocco
243.73
+0.51
+1.23
15.95
Bahrain
359.41
+0.44
+1.56
22.61
Saudi Arabia
118.50
+0.29
+0.34
8.10
Philippines
144.40
+0.28
+0.40
12.29
Russia
178.33
+0.13
+0.23
12.06
Thailand
131.00
+0.05
+0.07
11.22

Tipos de interés oficiales en el mundo y sus movimientos en 2012

Country
Bank Name
Current level
YTD Change
Albania
Bank of Albania
4.50%
-25 bps
Angola
Banco Nacional de Angola
10.25%
-25 bps
Argentina
Central Bank of Argentina
9.00%
-
Armenia
Central Bank of Armenia
8.00%
-
Australia
Reserve Bank of Australia
4.25%
-
Azerbaijan
Central Bank of the Republic of Azerbaijan
5.25%
-
Bahamas
Central Bank of The Bahamas
4.50%
-
Bahrain
Central Bank of Bahrain
0.50%
-
Bangladesh
Central Bank of Bangladesh
7.75%
50 bps
Barbados
Central Bank of Barbados
3.00%
-
Belarus
National Bank of the Republic of Belarus
38.00%
-700 bps
Botswana
Bank of Botswana
9.50%
-
Brazil
Banco Central do Brasil
9.75%
-125 bps
Bulgaria
National Bank of Bulgaria
0.18%
-4 bps
Canada
Bank of Canada
1.00%
-
Cape Verde
Bank of Cape Verde
5.75%
150 bps
Chile
Central Bank of Chile
5.00%
-25 bps
China
People's Bank of China
6.56%
-
Colombia
Banco de la Republica de Colombia
5.25%
50 bps
Congo Dem. Rep
Bank of Central African States
22.00%
-
Croatia
Croatian National Bank
6.00%
-
Czech Republic
Czech National Bank
0.75%
-
Denmark
National Bank of Denmark
0.70%
-
Dominican Republic
Central Bank of the Dominican Republic
6.75%
-
Egypt
Central Bank of Egypt
9.25%
-
EU
European Central Bank
1.00%
-
Fiji
Reserve Bank of Fiji
0.50%
-
Gambia
Central Bank of The Gambia
13.00%
-100 bps
Georgia
National Bank of Georgia
6.50%
-25 bps
Ghana
Bank of Ghana
13.50%
100 bps
Hong Kong
Hong Kong Monetary Authority
0.50%
-
Hungary
Magyar Nemzeti Bank
7.00%
-
Iceland
Central Bank of Iceland
5.00%
25 bps
India
Reserve Bank of India
8.50%
-
Indonesia
Bank Indonesia
5.75%
-25 bps
Israel
Bank of Israel
2.50%
-25 bps
Jamaica
Bank of Jamaica
6.25%
-
Japan
Bank of Japan
0.10%
-
Jordan
Central Bank of Jordan
5.00%
50 bps
Kazakhstan
National Bank of Kazakhstan
7.00%
-50 bps
Kenya
Central Bank of Kenya
18.00%
-
Kuwait
Central Bank of Kuwait
2.50%
-
Latvia
Latvijas Banka
3.50%
-
Macedonia
National Bank of the Republic of Macedonia
4.00%
-
Malawi
Reserve Bank of Malawi
13.00%
-
Malaysia
Bank Negara Malaysia
3.00%
-
Mauritius
Central Bank of Mauritius
4.90%
-50 bps
Mexico
Banco de Mexico
4.50%
-
Moldova
National Bank of Moldova
8.00%
-
Mongolia
Bank of Mongolia
12.25%
-
Morocco
Bank of Morocco
3.25%
-
Mozambique
Bank of Mozambique
13.75%
-125 bps
Namibia
Bank of Namibia
6.00%
-
New Zealand
Reserve Bank of New Zealand
2.50%
-
Nigeria
Central Bank of Nigeria
12.00%
-
Norway
Norges Bank
1.50%
-25 bps
Pakistan
State Bank of Pakistan
12.00%
-
Peru
Banco Central de Reserva del Peru
4.25%
-
Philippines
Bangko Sentral ng Pilipinas
4.00%
-50 bps
Poland
National Bank of Poland
4.50%
-
Qatar
Qatar Central Bank
4.50%
-
Romania
National Bank of Romania
5.50%
-50 bps
Russia
Bank Rossii
8.00%
-
Rwanda
National Bank of Rwanda
7.00%
-
Samoa
Central Bank of Samoa
5.00%
-
Saudi Arabia
Saudi Arabian Monetary Agency
2.00%
-
Serbia
National Bank of Serbia
9.50%
-25 bps
Sierra Leone
Bank of Sierra Leone
20.00%
-
South Africa
South African Reserve Bank
5.50%
-
South Korea
Bank of Korea
3.25%
-
Sri Lanka
Central Bank of Sri Lanka
7.50%
50 bps
Sweden
Riksbank
1.50%
-25 bps
Switzerland
Swiss National Bank
0.25%
-
Taiwan
Central Bank of the Republic of China
1.88%
-
Tajikistan
National Bank of Tajikistan
9.00%
-80 bps
Thailand
Bank of Thailand
3.00%
-25 bps
Trinidad & Tobago
Central Bank of Trinidad & Tobago
3.00%
-
Tunisia
Central Bank of Tunisia
3.50%
-
Turkey
Central Bank of the Republic of Turkey
5.75%
-
UAE
Central Bank of United Arab Emirates
1.00%
-
Uganda
Bank of Uganda
21.00%
-200 bps
Ukraine
National Bank of Ukraine
7.50%
-25 bps
United Kingdom
Bank of England
0.50%
-
Uruguay
Banco Cental Del Uruguay
8.75%
-
USA
Federal Reserve
0.25%
-
Uzbekistan
Central Bank of the Republic of Uzbekistan
12.00%
-
Vietnam
State Bank of Vietnam
14.00%
-100 bps
West African States
Central Bank of West African States
4.25%
-


Fuente: CentralBankNews.info