We are delighted to invite you to the GCD and UNEP FI webinar “Global benchmarking survey on credit risk assessment methodologies for climate change” on Thursday, July 11, 2024. Global Credit Data (GCD) and the United Nations Environment Programme Finance Initiative (UNEP FI) have recently embarked on an important partnership aimed at enhancing ESG and climate risk efforts. This collaboration focuses on advancing the methodologies and benchmarks used by financial institutions to assess and manage climate risks. During the webinar, GCD and UNEP FI teams will provide insights into the project, detailing the objectives and expected outcomes for banks. Key topics include: -Identification of common credit risk assessment methodologies. -Benchmarking of modeling approaches for climate risk assessment. -Exploration of the impact of varying assessment methodologies on the quantification of climate risks. This webinar presents a great opportunity for banks to join the discussion with peers and provide feedback on the project as well as understand how your institution can contribute to and benefit from this important collaboration. To accommodate different regions, we have scheduled two sessions: Register for the EMEA and APAC session: Thursday, July 11, 2024, at 10:00 CEST / 18:00 AEST. Register for the Americas and EMEA session: […]

Climate Risk Focus Group Discussion on Industry/Sectors  Wednesday, October 9th at 10:00 EST / 16:00 CET This session will focus on refining the breakdown of industry codes, which play a key role in accurately capturing climate-impacted industries in the GCD Data pools (PD and LGD) Attendees: GCD Member Banks Host: Hale Tatar, GCD  

GCD Nordic Conference, 07 May 2025, Copenhagen-Denmark We are pleased to invite you to our one-day GCD conference, with Nordic topics and venue. GCD data is both global and regional, so it makes sense that our conferences need to be at both levels too.  

Organised by Global Credit Data (GCD) · Hosted by Capgemini Join senior credit risk leaders from across the financial services industry for a focused, one-day program that turns data into better capital decisions. What to expect: Keynote presentations - understand capital impacts, output-floor readiness, and next-step actions. Peer-driven panels on external loss benchmarking, stress-testing insights, and model-validation best practice. Interactive break-out workshops covering CCAR downturn LGD, climate-adjusted PDs, data-quality/BCBS 239 and low-default portfolio techniques. Case study on LGD representativeness – learn how pooled data can identify sampling bias and refine capital estimates. AI & technology spotlight – live demonstration of accelerators for credit-risk analytics. Insights from GCD’s global PD/LGD database, enabling evidence-based benchmarking across regions and asset classes. High-value networking at hosted breakfast, lunch, and an evening reception in Midtown Manhattan.   Space is limited. Register your interest today and we’ll confirm your seat and share the detailed agenda. Register

Session Overview: Overview of the NGFS scenarios and how they can be applied for climate scenario analysis and stress testing. Insights into key methodological choices and use cases based on the recently released NGFS User Guide on the practical application of climate scenarios Speaker: Tina Emambakhsh, European Central Bank (ECB) Registration Link: GCD Webinar NGFS Climate Scenarios

We’re excited to announce our highly anticipated European Conference, taking place in Zurich, Switzerland on March 5–6, 2026. Join senior credit risk professionals from leading European and global banks for two dynamic days of insight, collaboration, and networking.