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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GCD Climate Risk Focus Group | Long-term NGFS Climate Scenarios and Overview of Data

Web

Speakers: ECB NGFS Climate Team: Clemens-Maria Lehofer and Senne Aerts     Where: MS Teams This session is part of the GCD Climate Risk Focus Group's webinar series. The focus group serves as a center for collaboration and the sharing of expertise among ESG, climate, and risk professionals from banks and industry experts worldwide. Webinar details: As the sophistication of climate risk assessments increases, regulatory expectations grow, and financial institutions commit to net-zero targets, the relevance of climate scenarios for the financial sector continues to rise. Given the emerging importance of these scenarios, it is imperative that users fully understand the nature of climate scenarios, and that scenario designers appreciate the financial sector applications of their work. Ongoing dialogue between modelers and financial sector users will result both in better integration of these scenarios into financial decision-making and continued enhancement of the scenarios themselves. This session will present an overview of the latest release of the NGFS Climate Scenarios, including updates, results and key take aways for financial institutions. Additionally, the session will include a tutorial on available data and access.   Register for the Webinar  

GCD Nordic Forum Stockholm 22 April 2024

Stockholm, Sweden Kungsträdgårdsgatan 2, Stockholm, Sweden

Register now for our Nordic forum, hosted by our Svenska Handelsbanken at their Head Office in Kungsträdgårdsgatan Stockholm on 22 April 2024

GCD Climate Risk Focus Group | Rabobank presentation: ESG risk score

Speaker: Sander Scheerders, Rabobank Where: MS Teams This session is part of the GCD Climate Risk Focus Group's bank webinar series. The focus group serves as a center for collaboration and the sharing of expertise among ESG, climate, and risk professionals from banks and industry experts worldwide.