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
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