Events

Join Brooks Brady Zions Bancorporation, as he shares practical insights into key CECL methodology assumptions, including the determination of the R&S forecast period and the use of multiple economic scenarios as part of the bank's qualitative analysis. Register Here: https://events.globalcreditdata.org/Webinar This session is part of the IFRS9 & CECL Focus group webinar series. The focus group serves as a center for collaboration and the sharing of expertise among risk professionals from banks and industry experts worldwide. Become part of a collaborative and knowledge-sharing community. Join here: https://survey.globalcreditdata.org/zs/17D65l

2026 Recovery Rate Reports We’re pleased to announce that the 2026 Recovery Rate Reports are now available on our website. Covering key asset classes—including corporates, banks, real estate, shipping, aircraft, and sovereigns. Users can find comprehensive insights on observed recovery rates, time to peak recovery, haircut levels based on real-world data collected over more than two decades 📊 Access the full reports here: https://globalcreditdata.org/analytics-and-products/ To delve deeper into these findings and explore key trends across asset classes, we invite you to join our upcoming webinar: 📅 Date: 16 September 2026 ⏰ Time: 03:00 CET/9:00 AM Eastern Time 👤 Speaker: Sotiris Loustas, Risk Analytics Executive Register Here: https://events.globalcreditdata.org/Webinaron2026RecoveryRateReports During the session, Sotiris will highlight key recovery rate trends across industries, discuss observed workout outcomes, and share insights from GCD's extensive historical recovery database.

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.

2026 PD and Default Rate Reports We’re pleased to announce that the 2026 PD and Default Rate Reports are now available on our website. Covering Large Corporates and Banks, these reports provide comprehensive insights into observed default rates, probability of default (PD) calibration, rating performance, and long-term credit risk trends based on data contributed by GCD member institutions across multiple economic cycles. 📊 Access the full reports here: https://globalcreditdata.org/analytics-and-products/ To delve deeper into these findings and explore key trends across asset classes, we invite you to join our upcoming webinar: 📅 Date: 30 September 2026 ⏰ Time: 03:00 CET/9:00 AM Eastern Time 👤 Speaker: Sotiris Loustas, Risk Analytics Executive Register Here: https://events.globalcreditdata.org/WebinarInsightsfromthe2026PDandDefaultRateReports During the session, Sotiris will highlight key default rate trends, discuss developments in PD calibration and rating performance, and share insights from GCD's extensive credit risk database, helping participants better understand risk dynamics across Large Corporates and Banks. We look forward to your participation.

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