Portal:Data

Sovereign & Supranational        Corporates        Financial Institutions        Structured Finance        Data

Introduction

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:

• Data and lists for countries
• Data and lists for companies
• Data and lists for other areas

Credit Rating Agency 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.

• Credit Rating Agency Ratings History Data - external website established by Marc Joffe

General Sources

Sources in alphabetcial order:

• Bank for International Settlements (BIS) - Data
• CIA World Factbook - Data of all countries of the world
• DefaultRisk.com - Resource for credit risk modeling
• EconFactbook.org - collection of statistical representation of the world economy
• International Monetary Fund (IMF) - Data and Statistics
• OpenAfricaData - Data about all countries of Africa
• OpenSpending - Data about Mapping the Money
• United Nations Statistics Division
• The World Bank - Data

Papers and Publications

• William J. Harrington (2014) "Entire Financial System Needs Commonsense Review of Derivative Contracts: Let’s Start with ABS"
• Norbert Gaillard (2013) "Credit rating agencies and the Eurozone Crisis: What is the value of sovereign ratings?"
• Di Chen (2013) "Complexity and Cross-Sectional Returns (EPFL)"
• Marwan Elkhoury (2008) "Credit rating agencies and their potential impact on developing countries", UNCTAD - No. 186
  Report with examples of, mostly, overrating of countries (Table on p. 10) by the commercial rating agencies in the period 1997-2008

Specific Sources

• Euro foreign exchange (FX) reference rates, historical time series since 2001 are available

Derived Sources: Computed results from the Wikirating community

Ratings of S&P, Moody's, Fitch, Dagong and Wikirating (SWI and poll method) - visualized with a spiderplot diagram (Example here: Poland)

• Spiderweb plots of countries showing current Wikirating sovereign ratings (SWI and poll method) as well as Standard & Poor's, Moody's, Fitch and Dagong, ratings in a glimpse, for countries with at least one rating. The compound ratings are updated each 30 minutes.
• Download .csv file or view sovereign credit ratings table as collected on Wikirating (updated /30 min.)
• Download .csv file or view corporate credit ratings table as collected on Wikirating (updated /30 min.)

• Currency siblings Data plots for finding similar-trend currencies using correlation analysis.

How-to: Statistical methodologies, numerical methods

• 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.