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 January 01, 2016 to December 31, 2017 and is available in the Central Rating Repository (CEREP).
CEREP provides information on credit ratings issued by the credit rating agencies (CRAs) that are either registered or certified in the EU. It allows investors to assess, on a single platform, the performance and reliability of credit ratings for different CRAs, asset classes, geographical regions, and time horizons over a given time period. CEREP is updated using data from semi-annual reporting periods of January to June and July to December.
Keywords: Europe, EU, Securities, CRA, CEREP, Credit Ratings, Data, ESMA
FSB published the annual report that examines to-date progress toward implementation of climate-related disclosure recommendations of the industry-led Task Force on Climate-related Financial Disclosures (TCFD).
APRA is consulting on the reporting standard for credit risk management (ARS 220.0).
PRA launched a consultation (CP18/20) setting out proposals for the "Contractual Recognition of Bail-in" and "Stay in Resolution" Rules.
FASB is consulting on the XBRL US Data Quality Committee (DQC) Rules Taxonomy (DQCRT) along with two technical guides.
EC published draft of a delegated regulation amending liquidity coverage rules for covered bond issuers.
ESMA published an update to its March 2019 statement on the endorsement of credit ratings from UK.
PRA published Version 2 of the questions and answers (Q&A) on the Branch Return form.
FCA and PRA in the UK, FED in the US, and the authorities in Singapore have fined Goldman Sachs for risk management failures in connection with the 1Malaysia Development Berhad (1MDB).
ISDA launched the IBOR Fallbacks Supplement and the IBOR Fallbacks Protocol, with both becoming effective on January 25, 2021.
BCBS announced that OSFI and the Bank of Canada hosted the 21st International Conference of Banking Supervisors (ICBS) virtually on October 19-22, 2020.