The European Securities and Markets Authority (ESMA) has published its latest set of semi-annual statistical data on the performance of credit ratings, including transition matrices and default rates.
This latest dataset covers the period from 1 July to 31 December 2015 and is available in the Central Rating Repository (CEREP).
CEREP provides information on credit ratings issued by Credit Rating Agencies (CRAs) which are either registered or certified in the European Union. It allows investors to assess, on a single platform, the performance and reliability of credit ratings for different CRAs, asset classes, geographical regions and time horizons over a given time period. CEREP is updated on a semi-annual basis with statistics covering the preceding 6-month period: the reporting periods are January to June and July to December.
The ESMA statement is available here and the CEREP data can be accessed here.