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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WG Validation *WG on Pause* This working group enables knowledge exchange & discussions on modelling approaches for validating credit risk models. All scheduled events are shown on the right side of this page. If you are interested in the presentations and...

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WG Trade Finance *WG on Pause* Working Group Objectives: Focus on Trade Data usability: Educational Investigation and production of analytics with data available from GCD and ICC Data Bases (e.g. advocacy paper, small study, …) related to Trade Products Collect Change...

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WG Support for Compliance Working Group setup to define additional activities to support members in their compliance work News Members Schedule News No Blog Post Found! Members Schedule Upcoming  Events There are no upcoming events at this time. Past  Events There are...

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WG LGD Reference Model *WG on Pause* This working group is set-up to develop a reference model to be built on GCD data.  The work will include Building a RDS on GCD's increasing data set Exploration of traditional modelling techniques (to identify drivers of LGD)...

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WG IFRS 9 / CECL impairment models *WG on Pause Knowledge exchange & discussions on modelling approaches for impairments based on (life-time) expected losses. News Members Schedule News Benchmarking credit risks key to understanding and addressing variability,...