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).
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.
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.
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.
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.
Speaker: Oscar Calderon, National Bank of Canada 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.
Speakers: ECB NGFS Climate Team: Clemens-Maria Lehofer and Senne Aerts Where: MS Teams This session is part of the GCD Climate Risk Focus Group's 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. Webinar details: As the sophistication of climate risk assessments increases, regulatory expectations grow, and financial institutions commit to net-zero targets, the relevance of climate scenarios for the financial sector continues to rise. Given the emerging importance of these scenarios, it is imperative that users fully understand the nature of climate scenarios, and that scenario designers appreciate the financial sector applications of their work. Ongoing dialogue between modelers and financial sector users will result both in better integration of these scenarios into financial decision-making and continued enhancement of the scenarios themselves. This session will present an overview of the latest release of the NGFS Climate Scenarios, including updates, results and key take aways for financial institutions. Additionally, the session will include a tutorial on available data and access. Register for the Webinar
Register now for our Nordic forum, hosted by our Svenska Handelsbanken at their Head Office in Kungsträdgårdsgatan Stockholm on 22 April 2024
Unique Conference by Banks for Banks Hosted by the Royal Bank of Canada (RBC), GCD Toronto conference promises to be an exceptional opportunity for bank professionals to come together and exchange knowledge, insights, and best practices while building valuable connections with like-minded peers. Successful risk modelling demonstrations from Canadian banks Leading Credit Risk professionals provide practical insights In-depth peer-to-peer discussions on challenging aspects of risk management including ESG and Climate Risk topics Latest analytics from the GCD databases (LGD-EaD and PD), world's largest bank loan databases Networking opportunities with peers Conference Website
Join us for the upcoming webinar on Wednesday, May 8th at 10:00 EDT / 16:00 CEST / 15:00 BST with Scott Aguais and Larry Forest as they share insights on Modelling Credit/Climate Analytics and Scenarios. Speakers will present a detailed approach for developing climate risk stress test scenarios that applies firm-level climate physical-and transition-risk sensitivities and introduces credit risk shocks into climate risk modelling, detailed in their recently published UK Centre for Greening Finance and Investment - CGFI Climate Institute Paper and will provide examples of credit/climate scenarios. This session is a part of the GCD Climate Risk Focus Group's 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.
Speaker: Sander Scheerders, Rabobank 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.
Global Credit Data invites you to the first DACH Forum in Frankfurt In cooperation with our partner d-fine We cordially invite you to our first German-language GCD conference - with relevant topics and a venue near you. Exchange ideas at our half-day event on the topics that are important to you. Learn from the experiences of your colleagues and benefit from the most up-to-date benchmarking with the GCD data at national and regional level. Secure one of the limited, free seats. When? May 23, 2024 11:00 a.m. to 5:00 p.m. Where? KfW Group, Frankfurt am Main What can you expect? Lunch, knowledge sharing, valuable presentations from your peers, networking & drinks Why is it worth it? You will receive up-to-date information on risk and regulatory issues and the opportunity to exchange ideas with your direct peers Who should attend? Managers and experts in the field of credit risk validation and modeling, regulatory affairs, ESG and stress testing How much does it cost? Free for GCD members and invited guests from non-member banks https://events.globalcreditdata.org/GCDDACHForum
Towards short-term climate scenarios: the NGFS approach Wednesday, May29th, at 09:00 EDT/15:00 CEST The NGFS team at European Central Bank (ECB) is meeting with GCD Climate Risk focus group members once more for the second part of the information session series on Wednesday, May 29th, at 09:00 EDT/15:00 CEST . The speakers, Mario Morelli and Clemens-Maria Lehofer will present their work on short-term scenarios and provide an indicative sketch of how the scenario data will be structured. This will be followed by a live survey to gather participant views and allow deeper understanding of banking industry perspectives, applications, and preferences which will pave the way for an open interactive discussion and Q&A time, where attendees are encouraged to pose questions and share their input. Building on the NGFS Teams presentation from last month on long-term scenarios, this webinar aims to continue the ongoing dialogue between modelers and financial sector users for better integration of these scenarios into financial decision-making and continued enhancement of the scenarios themselves. Don’t miss this opportunity to engage with the speakers and peers and contribute your insights! This session is a part of the GCD Climate Risk Focus Group's webinar series. The focus group serves as […]
Webinar for Australian Banks: Emerging regulatory landscape and modelling Thursday, June 20th, 2024 (TBC) Registrations are sent to focus group members This session is a part of the GCD Climate Risk Focus Group's 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.
ESG scoring for financial institutions Wednesday, June 26th at 09:00 EDT/15:00 CEST Registrations are sent to focus group members This session is a part of the GCD Climate Risk Focus Group's 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.
We are delighted to invite you to the GCD and UNEP FI webinar “Global benchmarking survey on credit risk assessment methodologies for climate change” on Thursday, July 11, 2024. Global Credit Data (GCD) and the United Nations Environment Programme Finance Initiative (UNEP FI) have recently embarked on an important partnership aimed at enhancing ESG and climate risk efforts. This collaboration focuses on advancing the methodologies and benchmarks used by financial institutions to assess and manage climate risks. During the webinar, GCD and UNEP FI teams will provide insights into the project, detailing the objectives and expected outcomes for banks. Key topics include: -Identification of common credit risk assessment methodologies. -Benchmarking of modeling approaches for climate risk assessment. -Exploration of the impact of varying assessment methodologies on the quantification of climate risks. This webinar presents a great opportunity for banks to join the discussion with peers and provide feedback on the project as well as understand how your institution can contribute to and benefit from this important collaboration. To accommodate different regions, we have scheduled two sessions: Register for the EMEA and APAC session: Thursday, July 11, 2024, at 10:00 CEST / 18:00 AEST. Register for the Americas and EMEA session: […]
