› CFA › CFA Level 2 › Probability of default of bond Search for:Search Button CFAFRMCAIACareersLounge GeneralLevel 1Level 2Level 3 Probability of default of bond Add A Reply Login Sign Up This topic has 0 replies, 1 voice, and was last updated Apr-1911:18 am by JFD. Author Posts JFDParticipant CFA Level 2 24 Apr 2019 at 11:18 am Up0:: Hi everyone, doing the final review for saturday but can’t seem to find the formula for the probability of default of a bond. Is it: 1- (e^(-(default intensity)(time to maturity))) Thanks! Author Posts Viewing 0 reply threads You must be logged in to reply to this topic. Log In Username: Password: Keep me signed in Register Log In