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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.

 

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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).

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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.

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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.

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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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WG IFRS 9 #9/2017: Kick-off IFRS 9 Benchmarking study 2017

Dear WG members, please find attached the material for tomorrow’s working group meeting (log-in details below). TOMORROW WE HAVE OUR FINAL CALL TO DECIDE AND KICK-OFF THE IFRS 9 BENCHMARKING STUDY. The call will guide in detail through the template and takes up all your last remarks in terms of template, timelines and process. After the call, I will ask you to let me know whether you will be able to participate in the study and which parts you intend to fill in. Note: based on the feedback of members , we have adjusted the “common scenario” in comparison with the latest proposal we have sent out. In the common scenario we will ask you to use your ACTUAL values for your macro-economic drivers as of YE 2012 to YE 2016. This proposal reduces for you both workload as well as the level of assumptions needed to be made when calculating the ECL. We truly believe that – by means of this study – we have provided you now with an excellent tool to benchmark your ECL methodology for your major wholesale portfolios as well as the retail mortgage portfolio. It is up to you to use this chance now. I am at your service to answer further questions and connect you to your peers. Best regards Daniela ////////// […]

LGD Subcommittee #7/2017

LGD Subcommittee #7/2017 Contact person:Riette Dijkstra Location:Webex call

South African Member Meeting July 2017

We kindly invite our South African members to join our Regional Conference in Johannesburg. The purpose of the conference is to inform about the most recent developments within GCD to share knowledge on how member banks use our data  to discuss relevant regional topics with respect to credit risk modelling to gather your input for future developments of our data model Interested non-members as well as Academics can join on invitation only.  Contact person:Daniela Thakkar Location:Johannesburg (exact location to be decided) Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/05/agenda_southafricanconference_20170724.pdf

LGD Subcommittee #8/2017

LGD Subcommittee #8/2017 Contact person:Riette Dijkstra Location:Webex call

North American Conference New York September 2017

GCD's North American conference in 2017 was hosted by Credit Suisse. Please find attached the Agenda and the Material.   Contact person:Hale Tatar Location:New York , USA Aganda:https://www.globalcreditdata.org/wp-content/uploads/2018/01/agenda_gcd_conference_2017_nyc.pdf

LGD Subcommittee #9/2017

LGD Subcommittee #3/2017 Contact person:Riette Dijkstra Location:Webex call

WG IFRS 9 #10/2017: Preparation BCBS TFP meeting

Dear all, I would like to invite to our next WG meeting on THURSDAY, OCTOBER 5th at 1500 CEST. The purpose of the meeting is to present and get your input on the slide deck which we will presented at a meeting of the BCBS Task Force Provisioning on October 10th, 2017. The BCBS TFP is currently working on policy options for the longer-term regulatory treatment of provisions under the Basel framework and is especially interested in “the variety of methodologies and calibration issues” being considered by banks. The BCBS TFP has heard about our working group through a webinar which we recently gave to US Banks starting up with their CECL implementation. They also got to know about our planned IFRS 9 benchmarking study. Note, GCD is not a lobbying organization (and we are not asked to lobby nor share data) but to present and educate the Task Force on the variety of methodologies which are out there when it comes to IFRS 9 impairment modelling. The results of our 2016 survey plus some high-level analytics will be part of that slide deck. We had asked the survey participants to use the survey results earlier and we have not received any negative answers to that. Hope to speak to you in the meeting. Best regards Daniela P.S. Reminder: The […]

BP Subcommittee #1/2017

BP Subcommittee #1/2017 Contact person:Hale Tatar Location:Webex call