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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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Working Group & Methcom Schedule

  1. Events
  2. Working Group & Methcom Schedule

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Today

LGD Subcommittee Meeting #2/2021

The meeting will take place using the Zoom application. ---------- Topic: GCD LGD Subcommittee Meeting #2/2021 Time: Apr 21, 2021 02:00 PM Amsterdam, Berlin, Rome, Stockholm, Vienna Join Zoom Meeting https://globalcreditdata.zoom.us/j/96258806150 Meeting ID: 962 5880 6150 One tap mobile +16699006833,,96258806150# US (San Jose) +19294362866,,96258806150# US (New York) Dial by your location         +1 669 900 6833 US (San Jose)         +1 929 436 2866 US (New York)         +1 253 215 8782 US (Tacoma)         +1 301 715 8592 US (Washington DC)         +1 312 626 6799 US (Chicago)         +1 346 248 7799 US (Houston) Meeting ID: 962 5880 6150 Find your local number: https://globalcreditdata.zoom.us/u/abDS1hRjSW Join by Skype for Business https://globalcreditdata.zoom.us/skype/96258806150     https://globalcreditdata.zoom.us/j/96258806150 Contact person:Erik Rustenburg Location:Zoom/Skype/Teams

Climate Risk Webinar 2 – 29 November 2021 | 15:00 CET | 9:00 ET

Web

Following the kick-off webinar from 14 October,  the GCD initiative on Climate risk moves to action phase and proposes to reconvene for decisions on climate data sharing, on 29th of November 3 pm CEST – 9 am ET. Proposed agenda: - Climate risk TOOLS currently implemented in banks’ ERM: feedback from practitioners, - Climate risk related DATA-ITEMS for participative pooling: decision on target short-list of climate analytics, - Enrollment and contribution in the GCD Climate initiative: how to get your institution involved? (tip: data is the currency).   Survey – Take 5 min to complete this short survey https://survey.globalcreditdata.org/zs/VQhDak

Free

Climate Risk | Round Table

Web

  Join GCD to discuss a GHG emission framework and Green RWA produced by industry leaders.   Agenda   BNP Asset Management: Climate MODEL |  GHG emission Framework and methodology IGGAAK : Climate MODEL |  Climate Extended Risk Model (Basel RW extended to Transition and Physical risks) for climate impacted green RWA Round table: Implementing climate risk frameworks : Climate USE CASE  | 4-pi, SAS, d-fine/EEFIG, GCD to elaborate on the relevance of collaborative climate risk framework 4-pi: Climate USE CASE | Deep dive on real projects/solutions based on 4-pi/4-most experience GCD: Climate DATA | high-level feedback on climate-data-pooling readiness based on GCD Member feedback     Microsoft Teams meeting  

GCD LGD-EAD Subcommittee Meeting #1/2022

Web

Please join the next subcommittee meeting on Thursday 23rd  June (14:00 CET). The meeting agenda will be sent in advance. All members currently participating on the LGD platform are invited and encouraged to attend. The agenda and material will be shared in advance.

LGD-EAD Subcommittee Meeting #1/2023

Web

Please join the next subcommittee meeting on Thursday 23rd  February (14:00 CET). All members currently participating on the LGD platform are invited and encouraged to attend. The agenda and material will be shared in advance.

Global Credit Data Webinar: Monitoring Climate Risk

GCD Climate Risk Webinar on "Managing Climate-Related Financial Risks in Banking: Leveraging Extra Financial Reporting" where we will explore how banks, regardless of their size, complexity, or business model, are potentially exposed to climate-related financial risks. Microsoft Teams meeting

GCD Climate Risk Focus Group Meeting January 2024

The first climate risk focus group meeting of the year. This focus group serves as a center for collaboration and knowledge exchange among ESG & climate and risk experts globally. Where: MS Teams

GCD Climate Risk Focus Group | UBS/Credit Suisse presentation: The Impact of Climate Risk on Funding Cost

Climate change can potentially have an impact in many areas in the bank. In this session we will discuss different channels how climate risk can impact funding costs. Speaker: Frederic Menninger, Director, UBS/Credit Suisse When: Wednesday, March 6th, at 09:00 EST / 15:00 CET Duration: 60 minutes 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.

GCD Climate Risk Focus Group | ING presentation: Climate risk assessment for SMEs

Speaker: Daniela Thakkar, ING When: Wednesday, March 20th, at 09:00 EST / 14:00 CET Duration: 60 minutes 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.