Login | Create new account

GCD's Mission is to help banks understand and model credit risks. The comprehensive data pools are collected over a decade and distributed back to members for their own research and modelling.

 

Learn More

GCD is a unique data consortium that owns banks internal data for both PD and LGD. GCD’s data pools support the key parameters of banks’ credit risk modelling: Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD).

Learn More

GCD’s library gives access to wide variety of publications on risk related topics. Global Credit Data members work together to analyse the data and discuss methodology issues. GCD has published numerous papers and is actively promoting academic research on the data collected.

Access the Library 

Members not only benefit from exclusive rights and access to credit databases and analytics, but also from knowledge and research facilitation possible via the unique industry association.

Through a variety of forums such as workshops, webinars and surveys, GCD is an active industry participant facilitating the discussion in key strategic areas.

Learn More

Global Credit Data collects raw data from its members and distributes it back to them for use in their own analysis and modelling. GCD supports its members by providing a flexible high-end tool on the data pool: the GCD Visual Analyzer. Member banks can create dynamic Reference Data Sets and generate instant views on the data.

Learn More

-> menu code <-

Events Search and Views Navigation

Event Views Navigation

Today

LGD Subcommittee #11/2017

LGD Subcommittee #1/2017 Contact person:Riette Dijkstra Location:Webex call

BP Subcommittee #1/2018

BP Subcommittee #1/2018 Contact person:Hale Tatar Location:Webex call

WG IFRS 9 #1/2018: Discussion results IFRS 9 Benchmarking study 2017

Dear WG IFRS 9 members , The year 2018 has started and we kindly invite you to our next WG meeting on FEBRUARY 1st, 2018 at 3pm CET / 9am EST to discuss the results of our “IFRS 9 benchmarking study 2017” (see attached) and to get your input on the way forward in this working group. Many of our member banks have disclosed in the meantime their IFRS 9 numbers, some are currently working on the final disclosures. For you directly involved in modelling, the differences in risk estimates between banks (as shown in our study) is not surprising. Various industry organizations have analyzed in the last years the variability of methodologies present in the regulatory models, resulting in intensive regulatory exercises (e.g. in Europe: EBABenchmarking exercise, TRIM, …). Provisioning models require a life-time perspective, multiple scenarios, stage allocation (for IFRS 9), … and therefore an even greater diversity is expected. In 2017, GCD has been invited on numerous occasions to present to regulators on the variability of methodologies (BCBS Task Force ECL modelling in October 2017, Three-way-meeting organized by IIF in December 2017 and Meeting with Bank of England in January 2018). GCD is also one of the first organizations in the world with a quantitative study on those differences – fully designed and setup together with its members. As you […]

BP Subcommittee #2/2018

BP Subcommittee #2/2018 Contact person:Hale Tatar Location:Webex call

LGD Subcommittee #1/2018

LGD Subcommittee #1/2018 Contact person:Riette Dijkstra Location:Webex call

PD Subcommittee #2/2018: Mapping PD buckets

Dear all, thank you again to those who have been part of the PD Methcom subcommittee last week.  We hereby invite you to our next PD subcommittee meeting on February 22nd at 3pm CET = 9am EST. Please find the agenda attached. Main focus of the meeting will be the continued discussion on the mapping as well as to discuss changes in the data output structure for H1/2018. Please note the meeting in your agenda. You can use the link below (just click on it and the meeting is in your agenda). Looking forward to speak to you soon again. Best regards Daniela //////////////////////////////////// PD Methcom Subcommittee Thursday, February 22, 2018 3:00 pm | Europe Time (Amsterdam, GMT+01:00) | 1 hr Meeting number (access code): 957 844 215 Meeting password: iceberg Link to add the meeting in your agenda: https://pecdc.webex.com/pecdc/j.php?MTID=m632a8f175680dd838e8a26927b324ba3 Link to join the meeting: https://pecdc.webex.com/pecdc/j.php?MTID=mb7a707c532d71385fd6e9f9033aeefac Join by phone +1 631 267 4890 USA/Canada toll +31 20794 7996 Netherlands toll Global Call-in numbers: https://pecdc.webex.com/pecdc/globalcallin.php?serviceType=MC&ED=556661322&tollFree=0 Location:Webex call Aganda:https://www.globalcreditdata.org/wp-content/uploads/2018/02/agenda_pd_subcommittee_february_22nd_2018.pdf