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 <-

WG IFRS 9 #9/2016: Modelling “Significant deterioration” under IFRS 9

Scott Aguais, Larry Forrest and Gaurav Chawla present on the challenges of modelling "Significant increase in credit risk (SICR)".  Scott Aguais is a former board member of Global Credit Data and has worked with both RBS and Barclays developing and implementing credit risk models. Contact person:Daniela Thakkar Location:Webex call

This is a event for OGprivate

Lorem ipsum dolor sit amet, consectetur adipiscing elit. Nam posuere orci ut massa vulputate finibus. Praesent a purus lectus. Quisque cursus urna non nisl fermentum, ut ornare odio dignissim. In sed lacinia massa, et tincidunt libero. Etiam commodo eu sem sit amet eleifend. Fusce fringilla sed eros sed dictum. Donec eu nulla id neque pulvinar commodo consectetur fermentum nisi. Donec ac ultricies eros. Donec id tincidunt nisi. Ut ullamcorper vestibulum condimentum. Nullam ultricies maximus nibh mollis ullamcorper. Phasellus molestie nisl quis vehicula consequat.

General Meeting of Members December 2016

The business discussed at the meeting included: 1. Approval of the Minutes of the General Meeting of members held on 20 and 21 June 2016 2. Brief interim report of activities 3. Brief interim financial report, including 2016 forecast vs budget 4. Election of a new Chairperson of the Board 5. Election of Board Members Please find attached the resolution pack and the draft minutes of this meeting.  Contact person:Philip Winckle Location:Webex call

North American Conference Toronto December 2016

GCD's first Canadian Conference in Toronto was a great success with over 80 attendees from Canada, US and Europe. Given the current focus of banks, it was no surprise that the wish of the members was to focus on IFRS 9 / CECL and how GCD data can be used for that. Thanks to our host Bank of Nova Scotia, all the attendees and presenters for participating! Contact person:Hale Tatar Location:Toronto, Canada Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/03/agenda_gcd_2016_toronto-finalv1.pdf

Methcom meeting #1/2017

Methcom meeting #1/2017 Contact person:Riette Dijkstra Location:Webex call