The European Securities and Markets Authority (ESMA) has published its latest set of semi-annual statistical data on the performance of credit ratings, including transition matrices and default rates.
This latest dataset covers the period from 1 January to 30 June 2014 and is available in the Central Rating Repository (CEREP).
CEREP provides information on credit ratings issued by the Credit Rating Agencies (CRAs) which are either registered or certified in the European Union. It allows investors to assess, on a single platform, the performance and reliability of credit ratings on different types of ratings, asset classes and geographical regions over a given time period. CEREP is updated on a twice-yearly basis with statistics covering the preceding 6-month period, the reporting periods are January to June and July to December.
FTSE Mondo Visione Exchanges Index:
ESMA Publishes Updated Data On Performance Of The Credit Rating Agencies
Date 14/10/2014