Annexure B : Annexure I to VI - Archives

March 2023

ANNEXURE B: Annexure I to VII

Annexure I - Details of new credit ratings assigned during last six-months - October 2022 to March 2023

• Securities
  • Bonds, Debentures and other similar instruments
  • Securitization Transactions
• Financial Instruments other than securities

Annexure II-Movement of each credit rating^ - October 2022 to March 2023

Annexure II A - Upgrades

• Securities
  • Bonds, Debentures and other similar instruments
  • Securitization Transactions
• Financial Instruments other than securities

Annexure II B - Downgrades

• Securities
  • Bonds, Debentures and other similar instruments
  • Securitization Transactions
• Financial Instruments other than securities

^Covers only rating changes and not reaffirmations.

Annexure III - Movement of each credit rating from investment grade to non-investment grade and vice versa- October 2022 to March 2023

From Investment Grade to Non-Investment Grade

• Securities
  • Bonds, Debentures and other similar instruments
  • Securitization Transactions
• Financial Instruments other than securities

From Non- Investment Grade to Investment Grade

• Securities
  • Bonds, Debentures and other similar instruments
  • Securitization Transactions
• Financial Instruments other than securities

• Annexure V - History of Credit Rating of all Outstanding Securities as on March 31, 2023
  
  • Annexure V-a: Details for securitized instrument ratings
    
  • Annexure V-b: Details for non-securitized instrument ratings
    

• Annexure VI - List of defaults separately for each rating category - October 2022 to March 2023
  

  Annexure VI A - Long Term Scale

  • Securities
    • Bonds, Debentures and other similar instruments
    • Securitization Transactions
  • Financial Instruments other than securities

  Annexure VI B - Short Term Scale

  • Securities
    • Bonds, Debentures and other similar instruments
    • Securitization Transactions
  • Financial Instruments other than securities

September 2023

ANNEXURE B: Annexure I to VII

Annexure I - Details of new credit ratings assigned during last six-months - April 2023 to September 2023

• Securities
  • Bonds, Debentures and other similar instruments
  • Securitization Transactions
• Financial Instruments other than securities

Annexure II-Movement of each credit rating^ - April 2023 to September 2023

Annexure II A - Upgrades

• Securities
  • Bonds, Debentures and other similar instruments
  • Securitization Transactions
• Financial Instruments other than securities

Annexure II B - Downgrades

• Securities
  • Bonds, Debentures and other similar instruments
  • Securitization Transactions
• Financial Instruments other than securities

^Covers only rating changes and not reaffirmations.

Annexure III - Movement of each credit rating from investment grade to non-investment grade and vice versa- April 2023 to September 2023

From Investment Grade to Non-Investment Grade

• Securities
  • Bonds, Debentures and other similar instruments
  • Securitization Transactions
• Financial Instruments other than securities

From Non- Investment Grade to Investment Grade

• Securities
  • Bonds, Debentures and other similar instruments
  • Securitization Transactions
• Financial Instruments other than securities

• Annexure V - History of Credit Rating of all Outstanding Securities as on September 30, 2023 
  
  • Annexure V-a: Details for securitized instrument ratings
    
  • Annexure V-b: Details for non-securitized instrument ratings
    

• Annexure VI - List of defaults separately for each rating category - April 2023 to September 2023
  

  Annexure VI A - Long Term Scale

  • Securities
    • Bonds, Debentures and other similar instruments
    • Securitization Transactions
  • Financial Instruments other than securities

  Annexure VI B - Short Term Scale

  • Securities
    • Bonds, Debentures and other similar instruments
    • Securitization Transactions
  • Financial Instruments other than securities

March 2024

ANNEXURE B: Annexure I to VII

Annexure I - Details of new credit ratings assigned during last six-months - October 2023 to March 2024

• Securities
  • Bonds, Debentures and other similar instruments
  • Securitization Transactions
• Financial Instruments other than securities

Annexure II-Movement of each credit rating^ - October 2023 to March 2024

Annexure II A - Upgrades

• Securities
  • Bonds, Debentures and other similar instruments
  • Securitization Transactions
• Financial Instruments other than securities

Annexure II B - Downgrades

• Securities
  • Bonds, Debentures and other similar instruments
  • Securitization Transactions
• Financial Instruments other than securities

^Covers only rating changes and not reaffirmations.

Annexure III - Movement of each credit rating from investment grade to non-investment grade and vice versa- October 2023 to March 2024

From Investment Grade to Non-Investment Grade

• Securities
  • Bonds, Debentures and other similar instruments
  • Securitization Transactions
• Financial Instruments other than securities

From Non- Investment Grade to Investment Grade

• Securities
  • Bonds, Debentures and other similar instruments
  • Securitization Transactions
• Financial Instruments other than securities

• Annexure V - History of Credit Rating of all Outstanding Securities as on March 31, 2024
  
  • Annexure V-a: Details for securitized instrument ratings
    
  • Annexure V-b: Details for non-securitized instrument ratings
    

• Annexure VI - List of defaults separately for each rating category - October 2023 to March 2024
  

  Annexure VI A - Long Term Scale

  • Securities
    • Bonds, Debentures and other similar instruments
    • Securitization Transactions
  • Financial Instruments other than securities

  Annexure VI B - Short Term Scale

  • Securities
    • Bonds, Debentures and other similar instruments
    • Securitization Transactions
  • Financial Instruments other than securities