.jpg)
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 2015 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 the certified credit rating agency Egan-Jones Ratings Co. (EJR) that will be made available by the end of November 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 semi-annual 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.
