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
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
Meeting 1 Working Group LGD Reference Model Agenda: Introduction Replication of the tables and graphs in GCD LGD Report LC 2019 Baseline model Next steps Aganda:https://www.globalcreditdata.org/wp-content/uploads/2019/06/working_group_lgd_reference_model.ics
Special Working Group LGD Reference Model Agenda: Extension of the scope of the Working Group to include all FAC. Aganda:https://www.globalcreditdata.org/wp-content/uploads/2019/06/special_wg_session_lgd_ref_model_.ics
Dear LGD reference model WG members, Since two weeks, we’ve had discussions with FCG, Pubudu and the chairs of the WG. The situation is now clarified in that the extension would require a delay of minimum 6 weeks with risks regarding the validity of applying the LC RDS onto this new scope. Therefore, it is asked to vote pro or cons the extension of the scope. Please vote by email by replying to this email to olivier.plaetevoet@globalcreditdata.org or by attending the last special WG this Monday July 15th at 2pm-2:30pm CET / 8am-8:30am EDT / 10pm-10:30pm AEST . Detailed information: Arguments for the rescoping: a) The current study is based on the assumption that the Large Corporate segmentation is representative for LGD modelling. Basing on this assumption may lead to inaccurate results. b) The study is not relevant for banks that don’t use the Basel FAC segmentation (eg. Canadian banks). Arguments against the rescoping: a) An estimated delay of minimum 6 weeks will occur given that we need to rescope from a LC to a total scope. It means Modelling done by mid-September and Documentation done by mid-October. This planning doesn’t take into consideration the definition of a […]
July 23rd 2019 Time: 15:00-16:30 CET (Amsterdam Time) Join Zoom Meeting https://globalcreditdata.zoom.us/j/929770530 One tap mobile +16699006833,,929770530# US (San Jose) +19294362866,,929770530# US (New York) Dial by your location +1 669 900 6833 US (San Jose) +1 929 436 2866 US (New York) Meeting ID: 929 770 530 Find your local number: https://zoom.us/u/abL3Yawkl https://globalcreditdata.zoom.us/j/929770530 Contact person:Erik Rustenburg Location:https://globalcreditdata.zoom.us/j/929770530 Aganda:https://www.globalcreditdata.org/wp-content/uploads/2019/07/lgd_subcommittee_material_23rd_july_2019.pdf
Methcom meeting Join Zoom Meeting https://globalcreditdata.zoom.us/j/395133835 One tap mobile +19294362866,,395133835# US (New York) +16699006833,,395133835# US (San Jose) Dial by your location +1 929 436 2866 US (New York) +1 669 900 6833 US (San Jose) Meeting ID: 395 133 835 Find your local number: https://zoom.us/u/abL3Yawkl Contact person:Erik Rustenburg Location:https://globalcreditdata.zoom.us/j/395133835
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
Join Zoom Meeting https://globalcreditdata.zoom.us/j/970337580 One tap mobile +16699006833,,970337580# US (San Jose) +19294362866,,970337580# US (New York) Dial by your location +1 669 900 6833 US (San Jose) +1 929 436 2866 US (New York) Meeting ID: 970 337 580 Find your local number: https://zoom.us/u/abL3Yawkl https://globalcreditdata.zoom.us/j/970337580 Location:https://globalcreditdata.zoom.us/j/970337580
Working Group LGD Reference Model Agenda: Introduction Data preparation Reference model development Single-stage results Aganda:https://www.globalcreditdata.org/wp-content/uploads/2019/09/gcd_-_lgd_reference_model_working_group.ics
All members currently participating on the LGD platform are invited and encouraged to attend. The agenda will be published soon before the meeting takes place. ---------------- The meeting will take place using the Zoom application. Join Zoom Meeting https://globalcreditdata.zoom.us/j/260208316 Meeting ID: 260 208 316 One tap mobile +16699006833,,260208316# US (San Jose) +19294362866,,260208316# US (New York) Dial by your location +1 669 900 6833 US (San Jose) +1 929 436 2866 US (New York) Meeting ID: 260 208 316 Find your local number: https://zoom.us/u/abL3Yawkl https://globalcreditdata.zoom.us/j/260208316 Location:https://globalcreditdata.zoom.us/j/260208316 Aganda:https://www.globalcreditdata.org/wp-content/uploads/2019/10/lgd_subcommittee_material_29th_october_2019.pdf
Find the connection details of the meeting below: --------------- Join Zoom Meeting https://globalcreditdata.zoom.us/j/593018633 Meeting ID: 593 018 633 One tap mobile +19294362866,,593018633# US (New York) +16699006833,,593018633# US (San Jose) Dial by your location +1 929 436 2866 US (New York) +1 669 900 6833 US (San Jose) Meeting ID: 593 018 633 Find your local number: https://globalcreditdata.zoom.us/u/abL3Yawkl ---------------- https://globalcreditdata.zoom.us/j/593018633 Location:https://globalcreditdata.zoom.us/j/593018633
Kick Off Agenda: Collect feedback and discussion about GCD ICC paper on performance guarantees. Give the list of Topics We want to approach in this working group & Collect Feedback and potential new topics Agree on Frequencies and dates of further working group meeting based on Quick survey. Q&A about Current ICC submission. Call Information Join Zoom Meeting Phone one-tap: US: +16699006833,,666645351# or +19294362866,,666645351# Meeting URL:https://globalcreditdata.zoom.us/j/666645351 Meeting ID:666 645 351 Join by Telephone For higher quality, dial a number based on your current location. Dial: US: +1 669 900 6833 or +1 929 436 2866 Australia: +61 8 7150 1149 or +61 2 8015 6011 United Kingdom: +44 203 051 2874 or +44 203 481 5237 or +44 203 966 3809 or +44 131 460 1196 Meeting ID:666 645 351 International numbers Contact person:Michael Dhaenens Location:Zoom call : https://globalcreditdata.zoom.us/j/666645351 Aganda:https://www.globalcreditdata.org/wp-content/uploads/2019/10/gcd_icc_trade_working_group_kick_off.ics