PD (Probability of Default)
Calculate PD (Probability of Default) instantly with the exact formula and a worked example. Free online calculator — no signup, works on mobile.
PD (Probability of Default)
Defaulted
Total
PD
5%
More about: PD (Probability of Default)
What it calculates
The “PD (Probability of Default)” calculator computes PD in % from 2 parameters: defaulted, total.
Used by investors to estimate returns, project savings, and analyze a portfolio.
Example calculation
With parameters Defaulted = 5, Total = 100 the result is 5 %.
How to use
- Enter the parameter values — every field above is adjustable with a slider.
- The result and related metrics are calculated automatically as you type.
- Use the additional metrics shown (if any) where needed.
- Copy the result or bookmark the page.