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 July to 31 December 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. Please note that the current publication does not include the rating information of two certified credit rating agencies: HR Ratings de México, S.A. de C.V. that will be made available in May 2015 and Egan-Jones Ratings Co. (EJR) that will be made available at the next bi-annual publication (October 2015).
CEREP 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.
The CEREP data can be accessed here.
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ESMA Updates Data On Performance Of Credit Rating Agencies
Date 15/04/2015