ESMA has recently improved its CEREP and released the latest data on CRA performance. This dataset includes transition matrices and default rates and covers ratings data until December 2022.
CEREP serves as a platform for investors to evaluate the reliability and performance of credit ratings from various CRAs, asset classes, regions, and timeframes.
Updates to CEREP are made every six months, with reporting periods from January to June and July to December. The next update is anticipated to be published in early 2024.
Other Features
credit
investors
market data
performance
reporting
Date Published: 2023-07-07
Regulatory Framework: Credit Rating Agencies Regulation (CRAR)
Regulatory Type: information
[JC 2023 82 ] List of Financial Conglomerates 2023
ID 26470
The three European Supervisory Authorities (ESAs) have published a revised list of firms c ...
ESMA consults on possible changes to the securitisation disclosure templates
ID 26449
ESMA has initiated a consultation on potential changes to the securitisation disclosure te ...
ESAs propose extending the EMIR equity option exemption
ID 26434
The ESAs have proposed a two-year extension to the equity option exemption from bilateral ...
[ESMA84-2037069784-2106 ] Report on CRA Market Share Calculation 2023
ID 26412
In order to enhance market competition among credit rating agencies (CRA) and to foster th ...