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Bank Of America 10 Year Annualized Default Probability 0.48%

|Includes: Bank of America Corporation (BAC)

The term structure of annualized default probabilities for Bank of America today show default risk of 0.18%, 0.24%, and 0.48% at 1 year, 5 years and 10 years. Kamakura Risk Information Services default probabilities are based on 1.76 million observations and more than 2,000 defaults since 1990. For more information contact

Disclosure: I have no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours.