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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PD subcommittee #6/2018: Priortities 2019

Agenda is attached Location:Zoom Aganda:https://www.globalcreditdata.org/wp-content/uploads/2018/12/agenda_pd_subcommittee_december_20th_2018.pdf

PD Subcommittee #1/2019

Regular PD Subcommittee meeting - see agenda (incl. login details) attached Contact person:Daniela Thakkar Location:Zoom call Aganda:https://www.globalcreditdata.org/wp-content/uploads/2018/12/agenda_pd_subcommittee_january_24th_2019.pdf

PD Subcommittee #2/2019

Regular PD Subcommittee meeting - see agenda (incl. login details) attached Location:Zoom call Aganda:https://www.globalcreditdata.org/wp-content/uploads/2019/04/agenda_pd_subcommittee_may_09th_2019.pdf

PD Subcommittee #3/2019

Review of submission process Location:Zoom call Aganda:https://www.globalcreditdata.org/wp-content/uploads/2019/05/agenda_pd_subcommittee_may_09th_2019_0.pdf

PD Subcommittee #4/2019

Dear members of the PD Subcommittee,  the PD data has been returned to you last week and can be downloaded from our data portal https://www.globalcreditdata.net. We also kindly invite you to our next PD Subcommittee meeting to have a review of the submisson process, a joint look into the data and to discuss further the requirements of a raw data return.  Please press on the attached ics-item to save the meeting in your agenda.  Best regards Olivier & Daniela   Location:Zoom Call

PD Subcommittee #5/2019

Dear members of the PD Subcommittee,  We also kindly invite you to our next PD Subcommittee meeting to discuss about the next priorities for the PD platform.  Please press on the attached ics-item to save the meeting in your agenda.  The slide deck will be shared soon. Best regards Olivier & Daniela   Location:Zoom Call

PD Subcommittee #1/2020

Dear members of the PD Subcommittee,  We also kindly invite you to our next PD Subcommittee meeting to discuss about the next priorities for the PD platform.  Please press on the attached ics-item to save the meeting in your agenda.  The slide deck will be shared soon.     Best regards Olivier & Daniela   Location:Zoom Call

PD Subcommittee #2/2020

Dear members of the PD Subcommittee,  We also kindly invite you to our next PD Subcommittee meeting.  Please accept the attached ics-item to save the meeting in your agenda.  The slide deck will be shared soon. Meeting URL: https://globalcreditdata.zoom.us/j/935758631   Best regards     Location:Zoom Call Aganda:https://www.globalcreditdata.org/wp-content/uploads/2020/03/gcd_pd_subcommittee_meeting_2_2020.ics

PD Subcommittee #3/2020

Dear members of the PD Subcommittee,  We also kindly invite you to our next PD Subcommittee meeting.  Please accept the attached ics-item to save the meeting in your agenda.  The slide deck will be shared before the meeting. Meeting URL: https://globalcreditdata.zoom.us/j/755074318 Meeting ID : 755 074 318 Best regards     Location:Zoom Call Aganda:https://www.globalcreditdata.org/wp-content/uploads/2020/04/gcd_pd_subcommittee_meeting_3_2020.ics https://www.globalcreditdata.org/wp-content/uploads/2020/06/material_pd_subcommittee_april_23rd_2020.pdf https://www.globalcreditdata.org/wp-content/uploads/2020/04/1_minutes_pd_subcommittee_20200423.pdf

2020 Survey : Question Refinements Session

GCD would like to launch a industry wide survey. The survey  will  run in July / August 2020. The survey have details on rating models in general, but also to deep dive into pandemic related questions, and how it will influence the modeling world.  This session is set up to refine the questions that will be posted in the survey.  Area Time Link Australia 21 July, 11am (GMT +10) Join Zoom Meeting: Meeting ID: 730 915 7896 Meeting URL: https://globalcreditdata.zoom.us/j/7309157896 Europe/ Africa: 20 July, 1pm (CET/CAT : GMT +2) Join Zoom Meeting Meeting ID: 730 915 7896 Meeting URL: https://globalcreditdata.zoom.us/j/7309157896   America/ Canada 20 July, 10am (GMT -4) Join Microsoft Teams Meeting +32 2 897 75 42   Belgium, Bruxelles/Brussels (Toll) Conference ID: 838 878 187# Dial: US: +1 312 626 6799 or +1 346 248 7799 or +1 669 900 6833 or +1 929 436 2866 or +1 253 215 8782 or +1 301 715 8592 Meeting ID: 730 915 7896   Please peruse the attached questions and join us in the refinement session.   Document :https://www.globalcreditdata.org/library/2020-survey-refinements-session Contact person:Izelle Kirsten Aganda:https://www.globalcreditdata.org/wp-content/uploads/2020/07/survey_questions_for_rating_models_gcd.docx

PD Subcommittee #4/2020

Dear members of the PD Subcommittee,  We also kindly invite you to our next PD Subcommittee meeting.  Please accept the attached ics-item to save the meeting in your agenda.  The slide deck will be shared before the meeting. Meeting URL: https://globalcreditdata.zoom.us/j/95756607406  Meeting ID : 957 5660 7406 Best regards     Location:Zoom Call Aganda:https://www.globalcreditdata.org/wp-content/uploads/2020/09/gcd_pd_subcommittee_meeting_4_2020.ics

PD Subcommittee #1/2021

Dear members of the PD Subcommittee,  We also kindly invite you to our first 2021 PD Subcommittee meeting.  Please accept the attached ics-item to save the meeting in your agenda. The link is in the invite. The slide deck will be shared before the meeting. Topics will be: - Start of the PD submission 2021 - First debriefing of the Covid PD run.    Best regards     Location:Zoom Call Aganda:https://www.globalcreditdata.org/wp-content/uploads/2021/01/gcd_pd_subcommittee_20211.ics