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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

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  2. Working Group & Methcom Schedule

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Today

PD Subcommittee #2/2018: Mapping PD buckets

Dear all, thank you again to those who have been part of the PD Methcom subcommittee last week.  We hereby invite you to our next PD subcommittee meeting on February 22nd at 3pm CET = 9am EST. Please find the agenda attached. Main focus of the meeting will be the continued discussion on the mapping as well as to discuss changes in the data output structure for H1/2018. Please note the meeting in your agenda. You can use the link below (just click on it and the meeting is in your agenda). Looking forward to speak to you soon again. Best regards Daniela //////////////////////////////////// PD Methcom Subcommittee Thursday, February 22, 2018 3:00 pm | Europe Time (Amsterdam, GMT+01:00) | 1 hr Meeting number (access code): 957 844 215 Meeting password: iceberg Link to add the meeting in your agenda: https://pecdc.webex.com/pecdc/j.php?MTID=m632a8f175680dd838e8a26927b324ba3 Link to join the meeting: https://pecdc.webex.com/pecdc/j.php?MTID=mb7a707c532d71385fd6e9f9033aeefac Join by phone +1 631 267 4890 USA/Canada toll +31 20794 7996 Netherlands toll Global Call-in numbers: https://pecdc.webex.com/pecdc/globalcallin.php?serviceType=MC&ED=556661322&tollFree=0 Location:Webex call Aganda:https://www.globalcreditdata.org/wp-content/uploads/2018/02/agenda_pd_subcommittee_february_22nd_2018.pdf

BP H12018 Submission Webinar – Part 1 – Name Benchmarking (Recording available)

Webinar to guide participant banks on the H1 2018 changes on the input structure. Part #1 - Name Benchmarking Submission Webinar Thursday, March 8, 2018  | 10:00 am Eastern Standard Time (GMT-05:00)  | 30 minutes  PLAY RECORDING (19 min 4 sec) https://pecdc.webex.com/pecdc/lsr.php?RCID=f84f8478768340c5828cda0c0d646602 Webinar Agenda: Documentation updates in H1 2018 and accessing files on the new website.  Updated version of the Central List.  Release Notes for H1 2018.  Portal Submission Process Submission Timelines.    Contact person:Hale Tatar Location:Webex call

BP H12018 Submission Webinar – Part 2 – Cluster Benchmarking (Recording available)

Webinar to guide participant banks on the H1 2018 changes on the input structure. Part #2 - Cluster Benchmarking Submission Webinar Thursday, March 8, 2018  | 10:30 am Eastern Standard Time (GMT-05:00)  | 30 minutes PLAY RECORDING (19 min 41 sec) https://pecdc.webex.com/pecdc/lsr.php?RCID=f57032d7a4a84be6a2510c14fc488ea6   Webinar Agenda: Documentation updates in H1 2018 and accessing files on the new website.  Release Notes for H1 2018.  Portal Submission Process Submission Timelines.      Contact person:Hale Tatar

WG IFRS 9 #2/2018: Approval of final templates for IFRS 9 Benchmarking study 2018

Dear members of the IFRS 9 working group,  in the last weeks, I had with many of you calls on the IFRS 9 Benchmarking study H1/2018 , including how to further develop the IFRS 9 Benchmarking study.  For those, we are interested in joining the study this summer (timeline to deliver the templates: June 30th, 2018) I kindly invite you to a final call to discuss and approve the templates for this round.   Important note to EBA-regulated banks: Next to benchmarking the ECL under the “own scenario set” and under “the common scenario”, we aim to integrate a benchmarking of the hypothetical portfolio under stress, based on the stress scenarios of the EBA stresstest 2018. Happy to hear if you have any special considerations on this subject. Other changes in comparison with the templates of last year: Mortgage section further elaborated Credit card portfolio included Banks & Non-bank Financial Companies included Additional countries Stage Allocation (Stage 1 to Stage 2 movement) further elaborated I will explain everything in the meeting next Monday. Please use the link below to book the meeting in your agenda. I will also send around minutes and the final templates after the call. In case of any questions or special […]

LGD Subcommittee meeting #4/2018

GCD LGD Subcommittee meeting #4/2018 Tuesday, July 3, 2018 3:00 pm  |  Europe Summer Time (Amsterdam, GMT+02:00)  |  1 hr 30 mins   GCD LGD Subcommittee meeting #4/2018 Contact person:Erik Rustenburg Location:webex Aganda:https://www.globalcreditdata.org/wp-content/uploads/2018/07/lgd_subcommittee_material_03_july_2018_v1.pdf

PD Subcommittee #4/2018: Status submission cycle

Main Focus: Review submission cycle Outlook new data fields Review Peer comparison reports See attached agenda for more information (including login details)   Contact person:Daniela Thakkar Location:Webex call

BP Subcommittee #3/2018

Agenda will be available in advance August 2nd 2018 Time: 10:00am EST (Toronto/New York Time), 16:00 CET (Amsterdam Time) Join from PC, Mac, Linux, iOS or Android: https://globalcreditdata.zoom.us/j/546977651 Or iPhone one-tap :     US: +19294362866,,546977651#  or +16699006833,,546977651#  Or Telephone:     Dial(for higher quality, dial a number based on your current location):          US: +1 929 436 2866  or +1 669 900 6833          Canada: +1 647 558 0588          Australia: +61 (0) 8 7150 1149  or +61 (0) 2 8015 2088          Netherlands: +31 (0) 20 241 0288      Meeting ID: 546 977 651     International numbers available: https://zoom.us/u/dZ4MRlzjh Contact person:Hale Tatar Location:Web Conference call

Kick-off new Focus Group on “Bank-internal Economic Risk and Performance Measurement within Basel 2 – Pillar 2”

Member discussion group by web/phone, plus breakout sessions in conferences.  GCD focus groups are run by members and cover topics of interest to members, so the focus may move during the discussions.   Chaired by:  Robbin Tops and Raphael Keller of UBS have offered to chair the focus group   Content:  All Financial institutions need to measure the risks that the institution is running.  •   Regulators require quite rigid risk measurement through Basel Pillar 1 models and stress tests (CCAR in the US) •   CFOs and auditors require expected loss modelling in accordance with their rules of IFRS9 and CECL However the bank needs to have their own view on risk, an internal risk assessment is usually measured using an economic view. For Basel purposes, these models are run as an alternative internal measure of performance and required capital. This process is described  within Pillar 2 of the Basel Accord Economic Capital modelling gives the Board and Management a tool to steer the business and their particular risk mix (risk they deem material) and ensure that the bank has sufficient capital and earnings cushions to cover future downturns. All aspects of internal risk measurement within Pillar 2 will be open for discussion, […]

LGD Subcommittee Meeting #5/2018

Agenda will be available in advance August 28th 2018 Time: 15:00-16:30 CET (Amsterdam Time) Join from PC, Mac, Linux, iOS or Android: https://globalcreditdata.zoom.us/j/953551362 Or iPhone one-tap :     US: +16699006833,,953551362#  or +19294362866,,953551362# Or Telephone:     Dial(for higher quality, dial a number based on your current location):         US: +1 669 900 6833  or +1 929 436 2866     Meeting ID: 953 551 362     International numbers available: https://zoom.us/u/bSW1mt8bZ Location:Web Conference call (Zoom) Aganda:https://www.globalcreditdata.org/wp-content/uploads/2018/08/lgd_subcommittee_material_28_august_2018_v2.pdf

LGD Subcommittee #6/2018

Agenda will be available in advance October 23rd 2018 Time: 15:00-16:30 CET (Amsterdam Time)   Join from PC, Mac, Linux, iOS or Android: https://globalcreditdata.zoom.us/j/496804628 Or iPhone one-tap :     US: +16699006833,,496804628#  or +19294362866,,496804628# Or Telephone:     Dial(for higher quality, dial a number based on your current location):         US: +1 669 900 6833  or +1 929 436 2866     Meeting ID: 496 804 628     International numbers available: https://zoom.us/u/ad7VZeg2Om Location:Web Conference call (Zoom) Aganda:https://www.globalcreditdata.org/wp-content/uploads/2018/10/lgd_subcommittee_material_23_october_2018_v1.pdf