We are pleased to announce the publication of our research report “Sovereign Assessments: Comparison between the Sovereign Ratings of 12 CRAs and the OECD Country Risk Classification – ECAI rules and Risk Weights analysis”. This research reports contains the following key sections:
– historic performance of EU registered CRAs having data published at the CEREP database for the period 2005 to 2012 measured on the level of Risk weights. More recent figures shall be made available by CEREP probably end of April 2014.
– historic performance of the OECD Country Risk Classification for the period 2005 to 2012.
– comparison of ratings as of december 2013 for the 12 sources and a “ranking” of Sovereigns based on the average ratings and spread in the rating classification..
– how does Risk Weighted Exposure perform when using 2 or more CRAs in Europe? How are the comparative figures for other regions. If you would like to receive a copy, please send us an email via our contact form. The price for the report is EUR 750,- excluding applicable VAT.
