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.

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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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Are capital requirements for trade finance assets too high? GCD explored the data.

by | Nov 4, 2019 | Uncategorized

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In 2011, the Basel Committee considered some early data from the International Chamber of Commerce Trade Register, suggesting it did not provide sufficient analytical evidence for reducing the CCF in the risk-based approach below 20%. 

Our newest report on CCF for Performance Guarantees and Claims – evidence from ICC and GCD, provides new evidence of an average CCF of less than 10%, confirming longstanding claims that the Basel figure might be too conservative. 

What do you think? Are trade finance capital requirements too high?

The report is now available here and was put together based on GCD’s collaboration with the International Chamber of Commerce. We thank Philip Winckle and Michaël Dhaenens for their insight and help in drafting the paper. 

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