This area is intended to be the container for all used data/documents (checked and approved under the aspect of reliability) on Wikirating. It concerns textual reports, direct (raw) data, as well as derived (computed) data files in a common and convenient format for computing:
Credit Ratings History Data
Under SEC Regulation 17g-7, Nationally Recognized Statistical Rating Organizations (NRSROs) are required to report their historical rating assignments, upgrades, downgrades and withdrawals since 2010. The files must be updated monthly, formatted in XBRL and posted to each rating agency’s website. Rating data are generally reported on a one year delay. The current NRSROs are[1]SEC – List of current NRSROs, last update 2020-10-10.:
- A.M. Best Rating Services – Ratings history data (external link) – registration needed.
- DBRS – Ratings history data (external link) – registration needed.
- Fitch Ratings – Ratings history data (external link)
- HR Ratings de México – Ratings history data (external link)
- Japan Credit Rating Agency – Ratings history data (external link)
- KBRA (Kroll Bond Rating Agency)[2]Formerly known as Lace Financial Corp. – Ratings history data (external link) – registration needed.
- Moody’s Investors Services – Ratings history data (external link) – registration needed.
- S&P Global Ratings[3]Formerly known as Standard & Poor’s Ratings Services. – Ratings history data (external link) – registration needed.
Further sources:
- Scope Ratings – Ratings history data (last updated: 2024-04-12)
- Credit Rating Agency Ratings History Data (ratingshistory.info) – Ratings History Data[4]Established by Marc Joffe. (external link)
- Bank of Canada / Bank of England – BoC–BoE Sovereign Default Database: What’s new in 2021? (last updated: June 2021)
General Sources
Sources in alphabetical order:
- Bank for International Settlements (BIS) – Data
- CIA World Factbook – Data of all countries of the world
- DefaultRisk.com – Resource for credit risk modeling
- Euro area statistics – Resource about euro area and national central bank statistics
- EconFactbook.org – collection of statistical representation of the world economy
- International Monetary Fund (IMF) – Data and Statistics
- Investopedia – Dictionary about economic and financial terms
- NUS RMI Credit Research Initiative [5]established by NUS – National University of Singapore
- OpenSpending – Data about Mapping the Money
- United Nations Statistics Division
- The World Bank – Data
How-to
Some basics sources:
- Wikipedia – Combined ranking: How to merge several ranked lists into a single combined (compound) ranking
- Wikipedia – Cross validation: How to perform multiple tests for cross validating – e.g., for random selection of polling data and subsequent k-fold evaluation
- Wikipedia – Outlier detection: How to detect outliers, overview of outlier phenomena.
References