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Detailed survey on how banks classify models for model risk management purposes. These insights highlight the critical role of model tiering in enhancing risk management practices across the banking sector.

Survey to advance the methodologies and benchmarks used by financial institutions to assess and manage climate risks.

Detailed overview of how banks are preparing for the future of Specialized Lending. It covers regulatory actions, portfolio development, and strategic approaches.

New Report Highlights Impact of COVID-19 on U.S. Commercial Real Estate

GCD Platforms Release Comprehensive H1 Cycle Data Returns The latest data returns for the H1 cycles have been released on all GCD platforms. This release provides banks with the most current and comprehensive data for Probability of Default (PD) and Loss Given Default (LGD) modeling, benchmarking, and more! We extend…

GCD and UNEP FI Collaborate to Enhance ESG and Climate Risk Efforts Global Credit Data (GCD) and the United Nations Environment Programme Finance Initiative (UNEP FI) are pleased to announce their partnership. This partnership aims to advance the methodologies and benchmarks used by financial institutions to assess and manage climate…

The Global Credit Data Consortium appoints Ramadurai Krishnan as CEO.

GCD Toronto Conference 2024 - Credit Risk | ESG | Climate

GCD Climate Risk Focus Group where climate and credit risk measurement come together! Dear GCD Members and Friends, Stay informed with the latest activities in Climate Risk at GCD: Information on upcoming webinars featuring insights on Climate Stress testing from the National Bank of Canada and the latest insights on…

Register Now for Toronto Conference Spring 2024

With over 30,000 names spanning across North America, Europe, South Africa, and Australia, banks utilize our Name Benchmarking data pool as a valuable resource for comparing risk parameters with their counterparts in similar regions.

Download a copy of the latest GCD Newsletter.

Global Credit Data and ICC and ITFA Collaboration: Recovery Rate for Loans with Insurance Guarantors

In partnership with Global Credit Data, ICC have released the 2023 ICC Trade Register Report.

Here are some snapshots that capture the essence of the Amsterdam Conference 2023.

Join the GCD Climate Risk Focus Group (CRFG) to help shape our approach to climate-related credit risks and become part of a collaborative and knowledge-sharing community for climate experts.

Download a copy of the latest GCD Newsletter.

Join the GCD Climate Risk Focus Group (CRFG) to help shape our approach to climate-related credit risks and become part of a collaborative and knowledge-sharing community for climate experts.

Download a copy of the latest GCD Newsletter.

GCD and UNEP FI Collaborate to Enhance ESG and Climate Risk Efforts Global Credit Data (GCD) and the United Nations Environment Programme Finance Initiative (UNEP FI) are pleased to announce their partnership. This partnership aims to advance the methodologies and benchmarks used by financial institutions to assess and manage climate…

GCD Climate Risk Focus Group where climate and credit risk measurement come together! Dear GCD Members and Friends, Stay informed with the latest activities in Climate Risk at GCD: Information on upcoming webinars featuring insights on Climate Stress testing from the National Bank of Canada and the latest insights on…

Register Now for Toronto Conference Spring 2024

Download a copy of the latest GCD Newsletter.

Global Credit Data and ICC and ITFA Collaboration: Recovery Rate for Loans with Insurance Guarantors

In partnership with Global Credit Data, ICC have released the 2023 ICC Trade Register Report.

Here are some snapshots that capture the essence of the Amsterdam Conference 2023.

Join the GCD Climate Risk Focus Group (CRFG) to help shape our approach to climate-related credit risks and become part of a collaborative and knowledge-sharing community for climate experts.

Download a copy of the latest GCD Newsletter.

Join the GCD Climate Risk Focus Group (CRFG) to help shape our approach to climate-related credit risks and become part of a collaborative and knowledge-sharing community for climate experts.

Download a copy of the latest GCD Newsletter.

Global Credit Data's yearly Recovery Rate Reports for Corporates, Banks, Sovereign, Aircraft, Shipping, and Real Estate defaults provide instant insight into observed recovery levels and other key benchmarks for various exposure classes, industry sectors, and collateral types.

Download a copy of the latest GCD Newsletter.

Save the date for the GCD 2022 Conference.

Insight into observed recovery levels and other key benchmarks for various exposure classes, industry sectors and collateral types. 

Macroeconomic trends in 2022, initially marked by expectations of reduced government support for the pandemic, progressive tightening of monetary policies by central banks and rising infla􀆟on rates must now consider market stress, energy cost surge and negative fallouts from the war in Ukraine. Concerns about new Covid-19 variants cannot be ignored neither.

Since 2004, GCD has continuously reinforced a framework that is used to measure and monitor Data Quality (DQ). The objective is to achieve high DQ and compliance for the GCD pooled data, as required by global regulations (BCBS 239, ECB Guide to internal models, Fed SR1107).

Downturn LGD Study 2020 This Global Credit Data (GCD) study looks into the historical effects of previous downturns on bank credit losses across various debtor types, industries and regions, with a view to helping banks understand not only the high-level impacts of a downturn, but also how credit risk drivers…

Latest report from Global Credit Data highlights need for unresolved defaults to be incorporated into modelling process

PRESS RELEASE - October 22, 2020 Latest report from Global Credit Data analyses the impact of economic downturns on loss given default Results show that banks can weather the negative downturn effect by adapting their workout strategies The amount a bank loses on defaulted secured loans depends more on when…