GCD Conference 2022

Key Note Topics & Speakers

This year's conference will have industry insights and some of the topics will include:

• GCD in action - use cases with peer banks
• A Regulator’s view on Climate Risk in Pillar I
• ESG risks and challenges for bank’s: State of Play in Europe
• Sensitivity of the Loss-given-default to macroeconomic conditions: GCD-ECB joint study
• Challenger model with GCD data using AI techniques
• Validation of LGD models using GCD data

Break out sessions with your peers allow for valuable conversations, and some of the topics may include:

• Performance Guarantees and Trade finance Loss analyses
• Unresolved defaults: How to include unresolved defaults into your LGD calibration
• GCD Benchmarking as a service: Insights from the French member banks
• The future of Specialized Lending: what lies ahead
• Workshop on how to use GCD data

View the Agenda here.

Conference slides are available only to GCD Member Bank representatives & conference attendees. Please contact secretary@globalcreditdata.org to learn more about GCD and membership. 

Download Full Slides Pack

Download slides per session:

November 7th - Day 1  : 

• Welcome Ceremony
• GCD Trade Finance in action with Banking and Industry Authorities
• GCD in action – Use cases from your peers
• Automation of GCD LGD Data collection: ING’s journey from tactical to structural solutions
• UNEP FI  Catalysing action across the financial system to support the transition to more sustainable and inclusive economies worldwide
• The climate extended credit risk model CERM – integrating climate risk and credit risk factors into a multifactor Merton-type model.
• Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method".
• Credit line exposure at default modelling using Bayesian mixed effect quantile regression
• Proving Representativeness in your GCD Samples
• The importance of data in credit risk… and beyond
• A Regulator’s view on Climate Risk in Pillar I

November 8th - Day 2 : 

• Updates from the GCD Methodology Committee & Insights into GCD Platforms
• Sensitivity of the Loss-given-default to Macroeconomic conditions: GCD-ECB joint study
• EBA on Trends and Conditions in Markets for Infrastructure Lending
• Challenger Model with GCD Data using AI Techniques
• Challenge of consolidation global data to meet GCD industry standards
• Unresolved defaults: How to include unresolved defaults into your LGD calibration
• Performance Guarantees and Trade Finance Loss Analyses
• GCD PD and rating migration data | Capturing the downturn during the pandemic and current geo-political turmoil.
• Validation of LGD models using GCD data
• Supporting Lending Strategies