Global Credit Data

GCD New York Conference 2025
2025-10-06 08:00 - 17:00 (Asia/Dubai)
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

NGFS Climate Scenarios - GCD Climate Risk Focus Group Webinar
2026-02-17 15:00 - 16:00 (Europe/Paris)
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

Global Credit Data European Conference – March 5 & 6, 2026
2026-03-05 08:00 - 2026-03-06 17:00 (Europe/Paris)
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.

Transition Planning on ESG Risk Management
2026-04-29 15:00 - 16:00 (Europe/Paris)
Webinar on Practical Insights on Transition Planning under the EBA Guidelines on ESG Risk Management

This 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.
The 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.

Speaker: Thomas Wulf, Head of ESG and Novel Risk, d-fine
Register here

GCD Webinar on Agentic AI in Wholesale Credit Risk
2026-05-06 15:00 - 16:00 (Europe/Helsinki)
Overview
Wholesale 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.
This 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.
The session will highlight how combining agentic AI with traditional methods can support faster, more accurate, and regulatorily compliant credit decisions.
