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).
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.
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.
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.
by Jakub Tomczyk | Oct 2, 2023 | 2023, Media, News, News Highlight, Newswire Page, Public
Join the GCD Representativeness Focus Group (RFG) to shape our approach to representativeness in the context of credit risk models! The concept of representativeness, which we will define strictly, is at the core of model building and whenever pooled data is used. ...by Jakub Tomczyk | Oct 2, 2023 | 2023, Newsletter, Newswire Page, Public
Read the September 2023 Newsletter here. Access...