Events

  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!

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.

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

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