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Data Analytics

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 ServicesRatings history data (external link) – registration needed.
  • DBRSRatings history data (external link) – registration needed.
  • Fitch RatingsRatings history data (external link)
  • HR Ratings de MéxicoRatings history data (external link)
  • Japan Credit Rating AgencyRatings 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 ServicesRatings 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 RatingsRatings history data (last updated: 2021-11-26)
  • Credit Rating Agency Ratings History Data (ratingshistory.info) – Ratings History Data[4]Established by Marc Joffe. (external link)
  • Bank of Canada / Bank of EnglandBoC–BoE Sovereign Default Database: What’s new in 2021? (last updated: June 2021)

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[+]