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 | An Integrated Credit/Climate Scenario Approach

Join us for the upcoming webinar on Wednesday, May 8th at 10:00 EDT / 16:00 CEST / 15:00 BST with Scott Aguais and Larry Forest as they share insights on Modelling Credit/Climate Analytics and Scenarios. Speakers will present a detailed approach for developing climate risk stress test scenarios that applies firm-level climate physical-and transition-risk sensitivities and introduces credit risk shocks into climate risk modelling, detailed in their recently published UK Centre for Greening Finance and Investment - CGFI Climate Institute Paper and will provide examples of credit/climate scenarios. This session is a 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.  

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.