ESMA 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 2013 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.
The CRAs rating scales are available in the Rating scale link. If all mandatory filters are not selected, all rating scales are available. If all mandatory filters are selected, and therefore, statistics are displayed on the screen, only the rating scale applicable to the selection is available.
CEREP- statistics
Press release
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