WG ODF #3/2017: Discussion new data return
Main focus: DIscussion new data return format Contact person:Daniela Thakkar 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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WG IFRS 9 #6/2017: Discussion IFRS 9 benchmarking study
WG meeting to discuss our proposal of an IFRS 9 quantitative benchmarking study. The idea originated from one of our member banks and can be performed by GCD provided we have enough member support. Contact person:Daniela Thakkar Location:Webex call
WG Val #5/2017 An IFRS 9 Validation Framework for Wholesale Models
Working Group presentation by ANZ Agenda Executive Summary Fitness for Purpose Model Performance Indicator (MPI) Model Performance of Core Model Data Quality & Population Stability Staging Assessment / SICR Conceptual Soundness & Model Design Assurance of Operational Integrity Appendix – BCBS Guidance on Model Validation – Principles 1 & 5 Contact person:Nina Brumma Location:Webex
LGD Subcommittee #5/2017
LGD Subcommittee #6/2017 Location:Webex call
WG IFRS 9 #7/2017: Validation framework for IFRS 9 models
Dear members of the WG , please find attached the material for our call on Thursday. Note: We have set the time according to the time zone of the speaker. For those we cannot join the meeting: we will record the meeting and send around the link afterwards. Please feel free to come back to me with any questions. Best regards Daniela ////////////////// WG IFRS 9: Validation framework for IFRS 9 models Thursday, May 4, 2017 10:00 am | Europe Summer Time (Berlin, GMT+02:00) | 1 hr Meeting number (access code): 950 607 253 Meeting password: iceberg When its time, start up your meeting: https://pecdc.webex.com/pecdc/j.php?MTID=m8eee659196c1de705f4f2d54c2215dfe Join by phone +44-203-478-5289 Call-in toll number (UK) +1 631 267 4890 USA/Canada toll Global call-in numbers: https://pecdc.webex.com/pecdc/globalcallin.php?serviceType=MC&ED=512421972&tollFree=0 Location:Webex call
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PD Subcommittee #4/2017: Experiences submission cycle H1/2017
Main focus: Experiences Submission cycle H1/2017 Location:Webex call
WG IFRS 9 #8/2017: Modelling “life-time” of revolving facilities
Dear WG IFRS 9 / CECL members, please find attached the material for our next working group meeting on modelling choices for the life-time of revolving facilities. Derek Manuge (an independent consultant, also currently working with KPMG Canada) will share his thoughts and experiences. We know that interesting session is scheduled at a day, which is a holiday in some of the European countries. Unfortuneately, we could not find an alternative date on a short term . As usual , the session will be recorded and the link shared afterwards. If you have certain questions on the presentation , feel free to contact either me or the author. Best regards, Daniela ///////////////// Streaming link: https://pecdc.webex.com/pecdc/ldr.php?RCID=36a7bb9f15c0f2a549b50b56ae6cb494 Downloading link: https://pecdc.webex.com/pecdc/lsr.php?RCID=91798ca4b2296dc6e8a63e62713d46a7 Password: iceberg Contact person:Daniela Thakkar Location:Webex call
LGD Subcommittee #6/2017
LGD Subcommittee #6/2017 Location:Webex call