No

Field identifier

Description

Type

Standard

1

CRA name

Name used to identify the credit rating agency in the web interface of the CEREP. It shall correspond to the name used by the credit rating agency in the registration process and all other supervisory procedures within ESMA. In case one member of a group of credit rating agencies reports for the whole group it shall be the name referring to the group of credit rating agencies.

Mandatory for initial reporting or in case of changes.

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2

CRA description

Brief description of the credit rating agency.

Mandatory for initial reporting or in case of changes.

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3

CRA methodology

Description of the credit rating agency’s rating methodology. The credit rating agency has the possibility to describe unique features of its rating methodology.

Mandatory for initial reporting or in case of changes.

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4

Solicited and unsolicited ratings policies

Description of the credit rating agency’s policy on solicited and unsolicited ratings. If more than one policy exists, the relevant rating types applicable to each policy shall be specified.

Mandatory for initial reporting or in case of changes.

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5

Subsidiary ratings policy

Description of policy regarding the reporting of the rating of subsidiaries.

Mandatory for initial reporting or in case of changes. Only applicable for credit rating agencies issuing corporate ratings.

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6

Geographical reporting scope

Description whether there is a global coverage. If the coverage is not global, the credit rating agency shall explain why not.

Mandatory for initial reporting or in case of changes.

A selection of global/non-global XML tag selection should be used to identify whether there is global coverage or not. In case non-global coverage is selected, a subfield is mandatory to explain the reason.

7

Definition of default

Describes the definition of default by the credit rating agency.

Mandatory for initial reporting or in case of changes.

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8

Rating scale identifier

Identifies uniquely a specific rating scale of the credit rating agency.

Mandatory if a rating scale needs to be reported or updated.

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9

Rating scale validity start date

The date at which the rating scale starts being valid (BOP). It shall correspond to a valid date of the beginning of a reporting period existing in the system. The date shall not overlap with already reported rating scale for the same scope.

Mandatory if ‘rating scale identifier’ is reported.

ISO 8601date format

(YYYY-MM-DD).

10

Rating scale validity end date

The last date a rating scale is valid (EOP). It shall correspond to a valid date of the end of a reporting period existing in the system. If no specific end validity date is known or it is in the future, it shall be declared as 9999-01-01. The date shall not overlap with already reported rating scale for the same scope.

Mandatory if ‘rating scale identifier’ is reported.

ISO 8601date format

(YYYY-MM-DD).

11

Time horizon

Identifies the applicability of the rating scale based on the time horizon. The combination of rating type and time horizon shall be valid.

Mandatory if ‘rating scale identifier’ is reported.

12

Rating type

Identifies the applicability of the rating scale based on the rating type. The combination of rating type and time horizon shall be valid.

Mandatory if ‘rating scale identifier’ is reported.

13

Rating category label

Identifies a specific rating category within the rating scale.

Mandatory if ‘rating scale identifier’ is reported.

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14

Rating category description

Definition of the rating category in the rating scale.

Mandatory if ‘rating scale identifier’ is reported.

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15

Rating category value

Order of the rating category in the rating scale, considering notches as subcategories.

Mandatory if ‘rating scale identifier’ is reported.

The ordinal is an integer value with minimum value 1 and a maximum value of 20. The declaration of the rating categories values must be consecutive. There must be as a minimum one rating category for each rating.

16

Notch label

Identifies a specific notch within the rating scale. Notches provide additional detail to the rating category.

Mandatory if a notch in rating scale is declared.

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17

Notch description

Definition of the notch in the rating scale.

Mandatory if a notch in rating scale is declared.

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18

Notch value

Order of the notch in the rating scale. The notch value is the value that is assigned to each rating, to identify the rating at the beginning and at the end of each period.

Mandatory if a notch in rating scale is declared.

The notch value is an integer with minimum value 1 and a maximum value of 99. Values provided must be consecutive. There is an undetermined number of notches belonging to each specific rating category.

No

Field identifier

Description

Type

Standard

1

Rating scale identifier

The identifier of the rating scale to be cancelled.

Mandatory

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No

Field identifier

Description

Type

Standard

1

Language

Defines the language of the file.

Mandatory.

ISO 639-1.

2

CRA unique identifier

Code used internally by the system to identify the credit rating agency. Must be the business identifier code (BIC) of the credit rating agency sending the file.

Mandatory.

ISO 9362.

3

Version

The version of the XML schema definition (XSD) used to generate the file.

Mandatory.

Shall be the exact version number.

4

Creation date

The date at which the file was created.

Mandatory.

ISO 8601 date format

(YYYY-MM-DD).

5

Creation time

The time at which the file was created. It shall be reported in the local time of the credit rating agency generating the file and expressed as coordinated universal time (UTC) +/– hours.

Mandatory.

ISO 8601 Time Format

(HH:MM:SS).

6

Creation time offset

Indicates that a local time offset for the creation of the file was used HH ahead or behind UTC. Separated subfield with values (+/–) HH, which shall be adjusted for summer time.

Mandatory.

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