- September 8, 2010
What company has a 98% probability of default in 10 years?
According to risk-management software and analytics provider, Kamakura Corporation, YRC Worldwide (YRCW), parent company of trucking companies Yellow Transportation (get the hint), Roadway Corp and USF has approximately a 20-30% 1-year probability of default, 50-60% 5-year probability of default, and 98% 10-year probability of default.
YRCW actually ranks as the riskiest rated company in the USA. The following table lists out the top 20 riskiest American corporations (as measured by 5-year cumulative default probability).