BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Global Credit Data - ECPv6.15.15//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:Global Credit Data
X-ORIGINAL-URL:https://globalcreditdata.org
X-WR-CALDESC:Events for Global Credit Data
REFRESH-INTERVAL;VALUE=DURATION:PT1H
X-Robots-Tag:noindex
X-PUBLISHED-TTL:PT1H
BEGIN:VTIMEZONE
TZID:Europe/Helsinki
BEGIN:DAYLIGHT
TZOFFSETFROM:+0200
TZOFFSETTO:+0300
TZNAME:EEST
DTSTART:20240331T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0300
TZOFFSETTO:+0200
TZNAME:EET
DTSTART:20241027T010000
END:STANDARD
BEGIN:DAYLIGHT
TZOFFSETFROM:+0200
TZOFFSETTO:+0300
TZNAME:EEST
DTSTART:20250330T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0300
TZOFFSETTO:+0200
TZNAME:EET
DTSTART:20251026T010000
END:STANDARD
BEGIN:DAYLIGHT
TZOFFSETFROM:+0200
TZOFFSETTO:+0300
TZNAME:EEST
DTSTART:20260329T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0300
TZOFFSETTO:+0200
TZNAME:EET
DTSTART:20261025T010000
END:STANDARD
BEGIN:DAYLIGHT
TZOFFSETFROM:+0200
TZOFFSETTO:+0300
TZNAME:EEST
DTSTART:20270328T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0300
TZOFFSETTO:+0200
TZNAME:EET
DTSTART:20271031T010000
END:STANDARD
END:VTIMEZONE
BEGIN:VTIMEZONE
TZID:Asia/Dubai
BEGIN:STANDARD
TZOFFSETFROM:+0400
TZOFFSETTO:+0400
TZNAME:+04
DTSTART:20240101T000000
END:STANDARD
END:VTIMEZONE
BEGIN:VTIMEZONE
TZID:Europe/Paris
BEGIN:DAYLIGHT
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
TZNAME:CEST
DTSTART:20250330T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
TZNAME:CET
DTSTART:20251026T010000
END:STANDARD
BEGIN:DAYLIGHT
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
TZNAME:CEST
DTSTART:20260329T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
TZNAME:CET
DTSTART:20261025T010000
END:STANDARD
BEGIN:DAYLIGHT
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
TZNAME:CEST
DTSTART:20270328T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
TZNAME:CET
DTSTART:20271031T010000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20250618T150000
DTEND;TZID=Europe/Helsinki:20250618T163000
DTSTAMP:20260428T221527
CREATED:20250605T103730Z
LAST-MODIFIED:20250605T143725Z
UID:12658-1750258800-1750264200@globalcreditdata.org
SUMMARY:Webinar on Representativeness in Credit Risk Modelling – Unlocking Better Data-Driven Decisions
DESCRIPTION:Every credit risk model starts with data. But before calibration\, validation\, or implementation\, there’s a more fundamental question: what data should you use? \nAs 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. \nWe invite you to a webinar where we’ll walk through these guidelines\, their development\, and how they can be applied in practice. \nRegister Here
URL:https://globalcreditdata.org/events/webinar-2/
ATTACH;FMTTYPE=image/jpeg:https://globalcreditdata.org/wp-content/uploads/2024/10/asmejmdwebinarseries-1024x682-1.jpeg
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20250624T150000
DTEND;TZID=Europe/Helsinki:20250624T154500
DTSTAMP:20260428T221527
CREATED:20250605T090648Z
LAST-MODIFIED:20250605T143645Z
UID:12647-1750777200-1750779900@globalcreditdata.org
SUMMARY:Webinar: Benchmarking Climate-Related Credit Risk Assessment Methodologies – Surveying Global Banking Uptake
DESCRIPTION: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. \nRegister Here
URL:https://globalcreditdata.org/events/webinar/
CATEGORIES:ESG & Climate Risk
ATTACH;FMTTYPE=image/jpeg:https://globalcreditdata.org/wp-content/uploads/2025/06/webinar-3.jpg
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Asia/Dubai:20251006T080000
DTEND;TZID=Asia/Dubai:20251006T170000
DTSTAMP:20260428T221527
CREATED:20250702T185324Z
LAST-MODIFIED:20250710T212525Z
UID:12755-1759737600-1759770000@globalcreditdata.org
SUMMARY:GCD New York Conference 2025
DESCRIPTION:Organised by Global Credit Data (GCD) · Hosted by Capgemini\n\n\n\nJoin senior credit risk leaders from across the financial services industry for a focused\, one-day program that turns data into better capital decisions.\n\n\n\n\nWhat to expect:\n\nKeynote presentations – understand capital impacts\, output-floor readiness\, and next-step actions.\nPeer-driven panels on external loss benchmarking\, stress-testing insights\, and model-validation best practice.\nInteractive break-out workshops covering CCAR downturn LGD\, climate-adjusted PDs\, data-quality/BCBS 239 and low-default portfolio techniques.\nCase study on LGD representativeness – learn how pooled data can identify sampling bias and refine capital estimates.\nAI & technology spotlight – live demonstration of accelerators for credit-risk analytics.\nInsights from GCD’s global PD/LGD database\, enabling evidence-based benchmarking across regions and asset classes.\nHigh-value networking at hosted breakfast\, lunch\, and an evening reception in Midtown Manhattan.\n\n  \nSpace is limited. Register your interest today and we’ll confirm your seat and share the detailed agenda. \nRegister
URL:https://globalcreditdata.org/events/gcd-new-york-conference-2025/
CATEGORIES:ESG & Climate Risk
ATTACH;FMTTYPE=image/jpeg:https://globalcreditdata.org/wp-content/uploads/2025/07/linkedin3.jpg
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20260217T150000
DTEND;TZID=Europe/Paris:20260217T160000
DTSTAMP:20260428T221527
CREATED:20260119T164302Z
LAST-MODIFIED:20260202T142302Z
UID:13368-1771340400-1771344000@globalcreditdata.org
SUMMARY:NGFS Climate Scenarios - GCD Climate Risk Focus Group Webinar
DESCRIPTION: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\nSpeaker: Tina Emambakhsh\, European Central Bank (ECB)\nRegistration Link: GCD Webinar NGFS Climate Scenarios
URL:https://globalcreditdata.org/events/gcd-climate-risk-focus-group-webinar/
CATEGORIES:ESG & Climate Risk
ATTACH;FMTTYPE=image/jpeg:https://globalcreditdata.org/wp-content/uploads/2024/10/asmejmdwebinarseries-1024x682-1.jpeg
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20260305T080000
DTEND;TZID=Europe/Paris:20260306T170000
DTSTAMP:20260428T221527
CREATED:20251111T091559Z
LAST-MODIFIED:20260220T131919Z
UID:13133-1772697600-1772816400@globalcreditdata.org
SUMMARY:Global Credit Data European Conference – March 5 & 6\, 2026
DESCRIPTION:We’re excited to announce our highly anticipated European Conference\, taking place in Zurich\, Switzerland on March 5–6\, 2026.\nJoin senior credit risk professionals from leading European and global banks for two dynamic days of insight\, collaboration\, and networking.
URL:https://globalcreditdata.org/events/global-credit-data-european-conference-march-5-6-2026/
CATEGORIES:ESG & Climate Risk
ATTACH;FMTTYPE=image/jpeg:https://globalcreditdata.org/wp-content/uploads/2025/11/save-the-date-without-logo.jpg
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20260429T150000
DTEND;TZID=Europe/Paris:20260429T160000
DTSTAMP:20260428T221527
CREATED:20260420T191745Z
LAST-MODIFIED:20260420T192244Z
UID:13845-1777474800-1777478400@globalcreditdata.org
SUMMARY:Transition Planning on ESG Risk Management
DESCRIPTION:Webinar on Practical Insights on Transition Planning under the EBA Guidelines on ESG Risk Management\n\n\nThis session provides an overview of the EBA Guidelines on ESG Risk Management and discusses their implications for banks and financial institutions. In particular\, it focuses on the role of transition planning as a forward-looking tool for managing climate-related risks within existing risk management frameworks.\nThe presentation introduces a practical step-by-step approach to developing an ESG transition plan for bank portfolios. It will cover key methodological elements\, including the definition of suitable key risk indicators (KRIs)\, the use of reference pathways and climate scenarios such as CRREM\, IEA\, and NGFS to assess portfolio alignment\, and approaches for translating transition planning into financial risk metrics. The session aims to provide practical insights into how banks can operationalize transition planning and integrate it into their broader risk management processes. \n\nSpeaker: Thomas Wulf\, Head of ESG and Novel Risk\, d-fine\nRegister here
URL:https://globalcreditdata.org/events/transition-planning-on-esg-risk-management/
CATEGORIES:ESG & Climate Risk
ATTACH;FMTTYPE=image/jpeg:https://globalcreditdata.org/wp-content/uploads/2024/03/GCD-webinar-image-2.jpg
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20260506T150000
DTEND;TZID=Europe/Helsinki:20260506T160000
DTSTAMP:20260428T221527
CREATED:20260401T075317Z
LAST-MODIFIED:20260401T081721Z
UID:13832-1778079600-1778083200@globalcreditdata.org
SUMMARY:GCD Webinar on Agentic AI in Wholesale Credit Risk
DESCRIPTION:Overview\nWholesale credit risk frameworks are highly sophisticated and well-governed\, yet they remain largely retrospective\, relying on periodic historical data. As markets\, macroeconomic factors\, and regulatory expectations evolve continuously\, traditional approaches often miss real-time signals. \nThis webinar explores how AI and GenAI can enable faster sourcing and integration of large-scale financial data into credit decisioning. We will present a practical ML and agentic AI framework across the wholesale credit risk lifecycle covering risk signal design\, signal aggregation\, and exception handling within a strong governance structure. \nThe session will highlight how combining agentic AI with traditional methods can support faster\, more accurate\, and regulatorily compliant credit decisions.
URL:https://globalcreditdata.org/events/gcd-webinar-on-agentic-ai-in-wholesale-credit-risk/
ATTACH;FMTTYPE=image/jpeg:https://globalcreditdata.org/wp-content/uploads/2024/10/asmejmdwebinarseries-1024x682-1.jpeg
END:VEVENT
END:VCALENDAR