Methcom meeting #2/2018
Methcom meeting #2/2018 Location:Webex call
- About GCD
- Data Pooling: PD & LGD
- Library: Research & Publications
- Utility: Analytics & Products
- Services: Benchmarking
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.
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).
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.
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.
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.
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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
General Meeting of Members February 2018
The Board of Global Credit Data hereby gives notice to members of a General Meeting to be held on 28 February 2018 at 1400 Central European Time. The meeting is to be held electronically, as allowed under Article 32a of the Articles of Association. The business to be discussed at the meeting shall include: GCD half yearly report and fee structure Approval of “Corporate Bank Loan LGD Report” for publication Delegation of Hiring Decision for Executive Director from GMM to Board Delegates of Members wishing to put forward further items for discussion at this meeting are requested to contact me or the Executive Director as soon as possible. If the above remains as the agenda then we anticipate a meeting of approximately 1 hour. The annual General Meeting of GCM members to decide on the annual report and accounts and the 2019 budget and to elect board members will be held as usual in early June 2018. In order to pass resolutions, GCD needs at least 50% of members to attend or vote at the meeting and needs a >50% majority of votes in favour of any resolution. Members not wishing or able to attend are requested to register their […]
BP H12018 Submission Webinar – Part 1 – Name Benchmarking (Recording available)
Webinar to guide participant banks on the H1 2018 changes on the input structure. Part #1 - Name Benchmarking Submission Webinar Thursday, March 8, 2018 | 10:00 am Eastern Standard Time (GMT-05:00) | 30 minutes PLAY RECORDING (19 min 4 sec) https://pecdc.webex.com/pecdc/lsr.php?RCID=f84f8478768340c5828cda0c0d646602 Webinar Agenda: Documentation updates in H1 2018 and accessing files on the new website. Updated version of the Central List. Release Notes for H1 2018. Portal Submission Process Submission Timelines. Contact person:Hale Tatar Location:Webex call
BP H12018 Submission Webinar – Part 2 – Cluster Benchmarking (Recording available)
Webinar to guide participant banks on the H1 2018 changes on the input structure. Part #2 - Cluster Benchmarking Submission Webinar Thursday, March 8, 2018 | 10:30 am Eastern Standard Time (GMT-05:00) | 30 minutes PLAY RECORDING (19 min 41 sec) https://pecdc.webex.com/pecdc/lsr.php?RCID=f57032d7a4a84be6a2510c14fc488ea6 Webinar Agenda: Documentation updates in H1 2018 and accessing files on the new website. Release Notes for H1 2018. Portal Submission Process Submission Timelines. Contact person:Hale Tatar
PD Subcommittee #3/2018: Kick-off submission process
Kick-of Submission process (see attached material) Location:Webex call
WG IFRS 9 #2/2018: Approval of final templates for IFRS 9 Benchmarking study 2018
Dear members of the IFRS 9 working group, in the last weeks, I had with many of you calls on the IFRS 9 Benchmarking study H1/2018 , including how to further develop the IFRS 9 Benchmarking study. For those, we are interested in joining the study this summer (timeline to deliver the templates: June 30th, 2018) I kindly invite you to a final call to discuss and approve the templates for this round. Important note to EBA-regulated banks: Next to benchmarking the ECL under the “own scenario set” and under “the common scenario”, we aim to integrate a benchmarking of the hypothetical portfolio under stress, based on the stress scenarios of the EBA stresstest 2018. Happy to hear if you have any special considerations on this subject. Other changes in comparison with the templates of last year: Mortgage section further elaborated Credit card portfolio included Banks & Non-bank Financial Companies included Additional countries Stage Allocation (Stage 1 to Stage 2 movement) further elaborated I will explain everything in the meeting next Monday. Please use the link below to book the meeting in your agenda. I will also send around minutes and the final templates after the call. In case of any questions or special […]
LGD Subcommittee #3/2018
LGD Subcommittee Meeting #3/2018
European GCD Conference Stockholm June 2018
Global Credit Data's European conference 2018 was hosted by SEB at their new offices and conference centre in Stockholm, near the Friends Arena and Mall of Scandinavia. Topics on the agenda: The proposed Basel IRB changes IFRS9 alignment amongst banks Experience of the EBA stress test The use of GCD data by members Benchmarking PD, LGD, EAD Default definition adjustment: How does it affect banks? TRIM CLICK HERE for more impressions of the conference. You can find the material below (in either one zip-file or each individual presentation on its own) Contact person:Philip Winckle Location:Stockholm, Sweden
General Meeting of Members June 2018
The Board of Global Credit Data hereby gives notice to members of a General Meeting to be held on 21 June 2018 at 1400 Central European Time. The meeting is to be held electronically, as allowed under Article 32a of the Articles of Association. The business to be discussed at the meeting shall include: 1. Approval of minutes of the General Meeting held in June 2017 2. Approval of minutes of the General Meeting held in February 2018 3. Review of the Annual Report of Activities 4. Approval of the 2017 Financial Statements 5. Release of Directors from liability 6. Annual Appointment of Auditors for 2018 7. Approval of 2019 budget* including contracts therein 8. Election of Board Members Delegates of Members wishing to put forward further items for discussion at this meeting are requested to contact the Executive Director as soon as possible. If the above remains as the agenda then we anticipate a meeting of approximately 2 hours. In order to pass resolutions, GCD needs at least 50% of members to attend or vote at the meeting and needs a >50% majority of votes in favour of any resolution. Members not wishing or able to attend are requested […]