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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

PD Subcommittee #5/2018: Discussion data return

Dear members of the PD Subcommittee,  we would like to invite you to our next PD Subcommittee on November 13th at 3pm CET (=9am EST).  Focus of the meeting will be to discuss the data return H1/2018 which we will send out to members next week (for banks with more urgency this week) .  Please find the agenda attached as well as the minutes from the last meeting.  In case of any questions, please feel free to let us know.  Looking forward to speak to you on November 13th, 2018.  Michael & Daniela   Meeting details Meeting URL: https://globalcreditdata.zoom.us/j/361046562 Join by Telephone For higher quality, dial a number based on your current location. Dial: NL +31 (0) 20 241 0288 or +31 (0) 70 808 1008 US: +1 669 900 6833 or +1 929 436 2866 Meeting ID: 361 046 562 International numbers   Location:zoom call Aganda:https://www.globalcreditdata.org/wp-content/uploads/2018/10/agenda_pd_subcommittee_november_13th_2018_v2.pdf

LGD Subcommittee Meeting #7/2018

Agenda will be available in advance December 11th 2018 Time: 15:00-16:30 CET (Amsterdam Time) -------------------------------------------------------------------------------- Join Zoom Meeting https://globalcreditdata.zoom.us/j/385874842 One tap mobile +16699006833,,385874842# US (San Jose) +19294362866,,385874842# US Dial by your location         +1 669 900 6833 US (San Jose)         +1 929 436 2866 US Meeting ID: 385 874 842 Find your local number: https://zoom.us/u/aqIsSszLp -----------------------------------------------------------------------------------------   Aganda:https://www.globalcreditdata.org/wp-content/uploads/2018/12/lgd_subcommittee_material_11th_december_2018.pdf

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

BP Subcommittee #1/2019

Benchmarking Platform Subcommittee meeting for H1 2019 cycle.  January 17, 2019, 10am EST / 4pm CET Contact person:Hale Tatar (GCD) Location:Zoom call

LGD Subcommittee Meeting #1/2019

Agenda will be available in advance February 5th 2019 Time: 15:00-16:00 CET (Amsterdam Time) -------------------------------------------------------------------------------- Join Zoom Meeting https://globalcreditdata.zoom.us/j/672379364 One tap mobile +16699006833,,672379364# US (San Jose) +19294362866,,672379364# US Dial by your location         +1 669 900 6833 US (San Jose)         +1 929 436 2866 US Meeting ID: 672 379 364 Find your local number: https://zoom.us/u/adDRKsYQlN ----------------------------------------------------------------------------------------- Aganda:https://www.globalcreditdata.org/wp-content/uploads/2019/02/lgd_subcommittee_material_5th_february_2019.pdf https://www.globalcreditdata.org/wp-content/uploads/2019/02/global_credit_data_lgd_-_ead_platform_documentation_faq_january_2019_clean_version.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

Kick-off meeting “LGD Reference Model”

In 2018, GCD has published for the first time its LGD Report Large Corporate – examining the Loss Given Default (LGD) for banks lending to corporate borrowers with a turnover of more than €50m. The report finds that banks, on average, recover 75% of debts owed by large corporate borrowers after default and confirms the hitherto untested principle that seniority and collateral drive low rates of LGD. Following this, we now move into a new phase.  GCD has partnered with FCG to help banks to benchmark their LGD models with a reference model to be built on GCD data.  The work will include Building a RDS on GCD's increasing data set Exploration of traditional modelling techniques (to identify drivers of LGD) Applying machine learning techniques Discussion on the requirements of a good challenger model/method to be embedded in banks' processes Analysing unsecured as well as secured facilities, including different kinds of collateral  Publication  Members have been invited to join the kick-off meeting and share their view on the concrete deliverables and how this working group should be run in order to ensure an outcome which is useful for members and publishable.  The meeting has been recorded and the recording is available here.  Location:Zoom call

LGD Subcommittee Meeting #2/2019

Agenda will be available in advance April 30th 2019 Time: 15:00-16:00 CET (Amsterdam Time) -------------------------------------------------------------------------------- The meeting will take place using the Zoom application (replacement of our former Webex tool). Join Zoom Meeting https://globalcreditdata.zoom.us/j/182101216 One tap mobile +16699006833,,182101216# US (San Jose) +19294362866,,182101216# US (New York) Dial by your location         +1 669 900 6833 US (San Jose)         +1 929 436 2866 US (New York) Meeting ID: 182 101 216 Find your local number: https://zoom.us/u/abL3Yawkl ----------------------------------------------------------------------------------------- LGD Subcommittee Meeting #2/2019 Contact person:Erik Rustenburg Location:https://globalcreditdata.zoom.us/j/182101216

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

Meeting 1 Working Group LGD Reference Model

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 (24/6/2019)

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