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X-WR-CALDESC:Events for Global Credit Data
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DTSTART;TZID=Europe/Helsinki:20260506T150000
DTEND;TZID=Europe/Helsinki:20260506T160000
DTSTAMP:20260715T215531
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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/
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DTSTART;TZID=Europe/Paris:20260513T160000
DTEND;TZID=Europe/Paris:20260513T170000
DTSTAMP:20260715T215531
CREATED:20260506T224451Z
LAST-MODIFIED:20260506T224649Z
UID:13853-1778688000-1778691600@globalcreditdata.org
SUMMARY:Webinar: A strategy for modelling Environmental Risks that matter
DESCRIPTION:Webinar: A strategy for modelling Environmental Risks that matter\n\n\nIntegrating environmental risks into modelling frameworks is a key issue facing banks today. The multitude of risks\, and their forward-looking nature make inclusion a difficult problem\, where traditional approaches fall short. In this talk\, we present the novel solution applied at ABN AMRO. The most material risks are first identified based on estimated costs to clients and academic literature\, and are then modelled via existing risk driver modifications. \nSpeakers:\nMats Draijer coordinates the bank-wide modelling efforts on Environmental Risk at ABN AMRO. Besides this\, he works on various IFRS9 & Stress Testing models and has previous experience in Liquidity & Interest Rate Risk Modelling. Mats’ background is in Applied Mathematics and Financial Engineering\, and he has completed the CFA Program.\nMarc Brouwers is a Risk Modeller in ABN AMRO’s Economic Capital team\, where he develops statistical algorithms and has played a key role in pioneering a bank-wide approach to integrating environmental risks. Marc holds degrees in Physics and Economics\, and earned his PhD from the University of Cambridge \nRegister here
URL:https://globalcreditdata.org/events/webinar-a-strategy-for-modelling-environmental-risks-that-matter/
CATEGORIES:ESG & Climate Risk
ATTACH;FMTTYPE=image/jpeg:https://globalcreditdata.org/wp-content/uploads/2024/03/GCD-webinar-image-2.jpg
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BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20260714T150000
DTEND;TZID=Europe/Paris:20260714T160000
DTSTAMP:20260715T215531
CREATED:20260703T105244Z
LAST-MODIFIED:20260703T121240Z
UID:13899-1784041200-1784044800@globalcreditdata.org
SUMMARY:Join GCD IFRS 9 & CECL Focus Group – Peer Benchmarking Insights
DESCRIPTION:  \n\n\n\nWe invite you to join the new GCD IFRS 9 & CECL Focus Group; a collaborative forum to deliver peer benchmarking insights that support IFRS 9/CECL modelling and reporting. By participating\, you will: \n\nBenchmark your IFRS 9/CECL measures against peers (PDs\, LGDs\, EAD\, ECL provisions).\nStrengthen model validation with credible external benchmarks\, boosting audit/regulatory confidence.\nGain early insights into industry trends and share best practices with IFRS 9 & CECL peers.\n\nThe focus group’s kick-off session is on Tue\, Jul 14\, 2026 3:00 PM – 4:00 PM (UTC+01:00) CET \nThis is the first kick-off meeting\, so if you are unable to attend\, you will have the opportunity to join the upcoming sessions. \nWe look forward to having you attend the event!
URL:https://globalcreditdata.org/events/13899/
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BEGIN:VEVENT
DTSTART;VALUE=DATE:20260924
DTEND;VALUE=DATE:20260925
DTSTAMP:20260715T215531
CREATED:20260703T111034Z
LAST-MODIFIED:20260703T121206Z
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SUMMARY:HSBC - GCD Conference for Credit and Financial Risk — Kraków
DESCRIPTION:The inaugural HSBC – Global Credit Data (GCD) Conference for Credit and Financial Risk will be held on Thursday\, 24 September 2026 at HSBC (ul. Kapelanka 42A)\, Kraków. The conference will bring together banking practitioners\, academics\, and public-sector stakeholders to examine emerging priorities and practical developments shaping the future of credit and financial risk. \nThe programme features confirmed speakers from across industry and academia\, including Danfier Rivero (ING) on tail risk in economic capital and stress testing (including ICAAP and the implications of Generative AI)\, Dr Philippe De Brouwer (HSBC/AGH) on ethical challenges in applying AI within financial services\, and Prof. Paweł Przybyłowicz (AGH) on using neural networks to accelerate model calibration in a way that supports strong governance. Additional sessions include Dr hab. Marcin Pitera (HSBC/Jagiellonian University) on coherent risk measurement under FRTB (VaR versus Expected Shortfall)\, Dr Rafał Pracht (finQbit) on quantum computing for derivative pricing\, and Rafał Szepietowski (Citi) on designing stress scenarios in a “poly-crisis” environment\, alongside contributions from Global Credit Data\, Standard Chartered and UBS. \nAcross the day\, experts will address key market questions\, including the milestones required before quantum computing can meaningfully influence production pricing and risk platforms\, and how new technologies can strengthen economic capital estimation. \n  \nParticipation is free of charge\, but places are limited — register now to secure your seat.
URL:https://globalcreditdata.org/events/hsbc-gcd-conference-for-credit-and-financial-risk-krakow/
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BEGIN:VEVENT
DTSTART;VALUE=DATE:20260929
DTEND;VALUE=DATE:20260930
DTSTAMP:20260715T215531
CREATED:20260703T120602Z
LAST-MODIFIED:20260703T121122Z
UID:13906-1790640000-1790726399@globalcreditdata.org
SUMMARY:GCD Toronto Conference 2026
DESCRIPTION:GCD Toronto Risk Conference · 29 September 2026\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.\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.\nCase study on LGD representativeness – learn how pooled data can identify sampling bias and refine capital estimates.\nAI & technology spotlight – demonstration of accelerators for credit-risk analytics.\nInsights from GCD’s global PD/LGD database\, enabling evidence-based benchmarking across regions and asset classes.\nClimate & ESG integration Climate risk use cases from Canadian banks and Integration into credit risk models.\nHigh-value networking at hosted breakfast and lunch
URL:https://globalcreditdata.org/events/gcd-toronto-conference-2026/
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BEGIN:VEVENT
DTSTART;VALUE=DATE:20261110
DTEND;VALUE=DATE:20261111
DTSTAMP:20260715T215531
CREATED:20260703T120904Z
LAST-MODIFIED:20260703T121009Z
UID:13909-1794268800-1794355199@globalcreditdata.org
SUMMARY:GCD Nordic Conference
DESCRIPTION:Organised and animated by: GCD in cooperation with partner Advisense\n\n\n\nWe 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.\n\nWhen: 9:00 – 17:00\, 10 November 2026\nWhere: DNB Headquarters\, Oslo\nWhat: Lunch\, Knowledge Sharing\, Networking & Drinks\nWhy: Give and get latest information on risk and regulatory topics\, with data always at the base\nWho: Risk management\, Risk analytics\, Credit risk modellers\, CRO’s and deputies\, Regulatory affairs people and ESG risk professionals from Nordic banks\nPrice: Free for GCD member banks and invitees from non-members
URL:https://globalcreditdata.org/events/gcd-nordic-conference/
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