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  • April 2026

  • Wed 29

    Transition Planning on ESG Risk Management

    April 29 @ 3:00 pm - 4:00 pm UTC+1

    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

  • May 2026

  • Wed 6

    GCD Webinar on Agentic AI in Wholesale Credit Risk

    May 6 @ 3:00 pm - 4:00 pm UTC+2

    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.

  • Wed 13

    Webinar: A strategy for modelling Environmental Risks that matter

    May 13 @ 4:00 pm - 5:00 pm UTC+1

    Webinar: A strategy for modelling Environmental Risks that matter Integrating 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. Speakers: Mats 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. Marc 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 Register here

  • July 2026

  • Tue 14

    Join GCD IFRS 9 & CECL Focus Group – Peer Benchmarking Insights

    July 14 @ 3:00 pm - 4:00 pm UTC+1

      We 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: Benchmark your IFRS 9/CECL measures against peers (PDs, LGDs, EAD, ECL provisions). Strengthen model validation with credible external benchmarks, boosting audit/regulatory confidence. Gain early insights into industry trends and share best practices with IFRS 9 & CECL peers. The focus group’s kick-off session is on Tue, Jul 14, 2026 3:00 PM - 4:00 PM (UTC+01:00) CET This is the first kick-off meeting, so if you are unable to attend, you will have the opportunity to join the upcoming sessions. We look forward to having you attend the event!

  • September 2026

  • Thu 24

    HSBC – GCD Conference for Credit and Financial Risk — Kraków

    September 24

    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. The 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. Across 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.   Participation is free of charge, but places are limited — register now to secure your seat.

  • Tue 29

    GCD Toronto Conference 2026

    September 29

    GCD Toronto Risk Conference · 29 September 2026 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. Case study on LGD representativeness – learn how pooled data can identify sampling bias and refine capital estimates. AI & technology spotlight – demonstration of accelerators for credit-risk analytics. Insights from GCD’s global PD/LGD database, enabling evidence-based benchmarking across regions and asset classes. Climate & ESG integration Climate risk use cases from Canadian banks and Integration into credit risk models. High-value networking at hosted breakfast and lunch

  • November 2026

  • Tue 10

    GCD Nordic Conference

    November 10

    Organised and animated by: GCD in cooperation with partner Advisense 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. When: 9:00 - 17:00, 10 November 2026 Where: DNB Headquarters, Oslo What: Lunch, Knowledge Sharing, Networking & Drinks Why: Give and get latest information on risk and regulatory topics, with data always at the base Who: Risk management, Risk analytics, Credit risk modellers, CRO’s and deputies, Regulatory affairs people and ESG risk professionals from Nordic banks Price: Free for GCD member banks and invitees from non-members

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