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 and UNEP FI – Credit Risk Assessment Methodologies for Climate Change – Information Session

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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: […]

GCD PD & Ratings Data Pool Sub-Committee Meeting

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Thursday 5th September at 1400 CET / 0800 EST. PD & Rating cycle 2024 GCD Masterscale PD reports Financial information sourcing Asset Correlation Materials will be distributed before the meeting.

GCD Nordic Forum Stavanger 19 September 2024

Register now for our Nordic forum, hosted by SpareBank on 19 September 2024 When: 12:00 - 18:00, 19 September 2024 Where: SpareBank 1 SR-Bank, Stavanger Norway Event website: https://events.globalcreditdata.org/GCDNordicForumStavangerSeptember2024

GCD Climate Risk Focus Group Meeting | Discussion on climate-impacted industries

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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