Ever wonder how other banks leverage our data? Joseph Tagne from Equitable Bank, in Canada, presented this topic at the GCD Toronto Conference last spring. He showed how banks can effectively use our data to benchmark PD and LGD metrics. There was a lot of interest at the event, and demand for the material even by those who couldn't attend. Therefore, we are delighted to offer you an opportunity to hear directly from Joseph, as he presents the same content at our upcoming webinar. Who should attend? Anyone working with GCD Data, new or seasoned, will benefit from the insights.

How can you guarantee that the external credit risk data you wish to use aligns with your internal data? Join us as we leverage insights from banks, regulatory bodies, and academic institutions to create a framework, guideline, and code that will help ensure and validate credit risk data representativeness

Every credit risk model starts with data. But before calibration, validation, or implementation, there’s a more fundamental question: what data should you use? As regulatory frameworks like Basel 3.1 demand greater transparency—and as IFRS 9 and CECL models face increasing scrutiny—the need for accurate, representative data has become critical. Yet assessing data representativeness remains a challenge across the industry. To address this, more than 20 global banks and leading consultants came together under GCD to develop a practical, industry-aligned set of guidelines. These guidelines are designed to help credit risk teams make informed, defensible decisions about what data to use—backed by shared experience and regulatory insight. We invite you to a webinar where we’ll walk through these guidelines, their development, and how they can be applied in practice. Register Here