Register now for our Nordic forum, hosted by SpareBank on 19 September 2024 When: 12:00 - 18:00, 19 September 2024 Where: SpareBank 1 SR-Bank, Stavanger Norway Event website: https://events.globalcreditdata.org/GCDNordicForumStavangerSeptember2024
Climate Risk Focus Group Discussion on Industry/Sectors  Wednesday, October 9th at 10:00 EST / 16:00 CET This session will focus on refining the breakdown of industry codes, which play a key role in accurately capturing climate-impacted industries in the GCD Data pools (PD and LGD) Attendees: GCD Member Banks Host: Hale Tatar, GCD Â
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.
GCD European Conference 2025 Jan 13 – 14, 2025 Frankfurt am Main, Hessen - Germany Conference Event Page
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
GCD Nordic Conference, 07 May 2025, Copenhagen-Denmark We are pleased to invite you to our one-day GCD conference, with Nordic topics and venue. GCD data is both global and regional, so it makes sense that our conferences need to be at both levels too.
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
Global Credit Data (GCD) and United Nations Environment Programme Finance Initiative (UNEP FI) have jointly conducted a global survey to evaluate how banks are integrating climate-related risks into their credit risk management frameworks. The survey has been designed to offer a detailed analysis of the methodologies banks currently use to assess climate-related credit risks, with a focus on identifying common practices in modelling approaches and broader risk assessment strategies. Insights from the survey have been incorporated into an upcoming publication, which aims to support the enhancement of climate risk assessment and management methodologies used by banks. The webinar will offer a preview of the forthcoming report and share initial insights from the global survey. It will touch on key themes, including the current scope of climate risk assessments, how results are being used, and trends in the integration of climate risks into credit risk modelling and management frameworks. Register Here
Organised by Global Credit Data (GCD) · Hosted by Capgemini Join senior credit risk leaders from across the financial services industry for a focused, one-day program that turns data into better capital decisions. What to expect: Keynote presentations - understand capital impacts, output-floor readiness, and next-step actions. Peer-driven panels on external loss benchmarking, stress-testing insights, and model-validation best practice. Interactive break-out workshops covering CCAR downturn LGD, climate-adjusted PDs, data-quality/BCBS 239 and low-default portfolio techniques. Case study on LGD representativeness – learn how pooled data can identify sampling bias and refine capital estimates. AI & technology spotlight – live demonstration of accelerators for credit-risk analytics. Insights from GCD’s global PD/LGD database, enabling evidence-based benchmarking across regions and asset classes. High-value networking at hosted breakfast, lunch, and an evening reception in Midtown Manhattan. Space is limited. Register your interest today and we’ll confirm your seat and share the detailed agenda. Register
Session Overview: Overview of the NGFS scenarios and how they can be applied for climate scenario analysis and stress testing. Insights into key methodological choices and use cases based on the recently released NGFS User Guide on the practical application of climate scenarios Speaker: Tina Emambakhsh, European Central Bank (ECB) Registration Link: GCD Webinar NGFS Climate Scenarios
We’re excited to announce our highly anticipated European Conference, taking place in Zurich, Switzerland on March 5–6, 2026. Join senior credit risk professionals from leading European and global banks for two dynamic days of insight, collaboration, and networking.
