PD & Rating Platform: Documentation

Currently the following the documents are available to support member banks in their data submission efforts: 

Document	Description
Data input structure	This document provides the structure of the tables that should be used to create the input data files, including all field names, validation rules and lookup tables. ​
Documentation and FAQ	A comprehensive guidance document explaining the overall process, the data fields, including further definition of the asset classes / segmentations the give-to-get and critical mass rules the methodology on the default rates and migration matrices  a detailed description of all fields in the data return the most important FAQ to this data pool

 

 

 

 

Desktop tools (for the H1/2020 submission)

In case the member does not submit in unaggregated format, the desktop tool here below must be processed over the data (if possible, please execute unaggregated submissions so that GCD executives can faster help you during the submission): 

Document	Description
MS Access Desktop tool	Desktop tool to generate average PDs, default rates and migration matrices based on the banks input data
SAS Desktop tool	Desktop tool to generate average PDs, default rates and migration matrices based on the banks input data
Instructions SAS Desktop tool	Instructions to run the SAS desktop tool
Testcases	Set of testcases (in order to run the MS Access and SAS desktop tool). Also serves as template for the data input
Release Notes	Contains an overview of all historical changes in the desktop tool