This text presents a methodology to calculate the probabilities of predetermined agents from the information available in the market. Using the risk rates as a useful approximation to extract the survival probabilities of the observed spreads, through the JPMorgan model. In addition, closed formulas are derived for average risk rates. The model is then tested with current data and the difference is estimated versus the results proposed by the information provider Bloomberg. Finally, the results obtained are used to calculate the unilateral default risk adjustment of the parties in a contract with a single cash