GCD's Mission is to help banks understand and model credit risks. The comprehensive data pools are collected over a decade and distributed back to members for their own research and modelling.

 

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GCD is a unique data consortium that owns banks internal data for both PD and LGD. GCD’s data pools support the key parameters of banks’ credit risk modelling: Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD).

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GCD’s library gives access to wide variety of publications on risk related topics. Global Credit Data members work together to analyse the data and discuss methodology issues. GCD has published numerous papers and is actively promoting academic research on the data collected.

Access the Library 

Members not only benefit from exclusive rights and access to credit databases and analytics, but also from knowledge and research facilitation possible via the unique industry association.

Through a variety of forums such as workshops, webinars and surveys, GCD is an active industry participant facilitating the discussion in key strategic areas.

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Global Credit Data collects raw data from its members and distributes it back to them for use in their own analysis and modelling. GCD supports its members by providing a flexible high-end tool on the data pool: the GCD Visual Analyzer. Member banks can create dynamic Reference Data Sets and generate instant views on the data.

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GCD Reports

Global Credit Data maintains the world's highest quality, most exhaustive member-bank contributed data source for credit risk.

Download Global Credit Data publications below for Recovery Rate, LGD and PD Reports. These reports provide an instant insight into observed Recovery Rates and other key benchmarks for various exposure classes, industry sectors and collateral types.

 

Real Estate

Real Estate - Global Recovery Rates 2024

Real Estate - PD & Default Rates 2023

Corporates

Project Finance, Shipping and Aircraft

Sovereigns, Banks and Non-Bank FIs

Surveys

GCD Climate Risk Survey

 

Ongoing

GCD's aim is to be the recognized data hub, that provides a high-quality service to its members.

Please provide us with your response, in order for us to help you better. Your response will be anonymized.

Begin Survey

 

 

Member Support Survey

Ongoing

GCD's aim is to be the recognized data hub, that provides a high-quality service to its members.

To understand the need of our members and potential members, please take 5 minutes to complete the survey.

Begin survey

 

 

ICC platform: Documentation

 

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

Trade Finance / Short term

Document Description
Trade Finance 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, a data model diagram., FAQ and Release notes
Trade Finance Input Template This document is the Trade Finance template who need to be used to submit the data

 

Export Finance / Medium Long Term

Document Description
Export Finance 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, a data model diagram., FAQ and Release notes
Export Finance Input Template This document is the Trade Finance template who need to be used to submit the data

 

Release Notes informations

Document Description
2020 Template changes This document provides additional informations and example about template changes applied to ICC data collections
2019 Template Change This document provides additional informations and example about template changes applied to ICC data collections

Important note & Guideline for 2021 Data submission scheduled from January 2021 to April 2021

2021 ICC TR Submission Guideline ( 2020 Data)

Documentation related to data submission process:

Document Description
Submission Portal Guidance This guidance document helps member banks step by step through the submission process on our data portal

 

Submission timelines

Our submission timelines for 2021 can be found here.

Changes to the data model

All changes to our data models are discussed in the ICC technical Advisory Group.

Any further questions?

Please check our FAQ or contact Michael Dhaenens for more information.