WG Val #5/2016 LGD Validation for Non-Performing Loans
WG presentation by KfW Agenda 1) Background on LGD for NPL 2) Backtesting for ELBE and LGD in-default Contact person:Nina Brumma
- 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 Val #6/2016 AIRB Wholesale Model Validation Tests and Challenges
WG presentation by ANZ
This is a event for OGprivate
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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
WG Val #7/2016 GCD on spotlight sessions
Working Group meeting Location:Webex
WG ODF #9/2016: Analytics PD termstructures
WG #9/2016: Analytics PD termstructures Contact person:Daniela Thakkar 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
LGD Subcommittee #1/2017
LGD Subcommittee #1/2017 Location:Webex call
WG Val #1/2017 Survey Kick-off
Working group meeting Location:Webex
Methcom meeting #1/2017
Methcom meeting #1/2017 Contact person:Riette Dijkstra Location:Webex call
WG IFRS 9 #1/2017: Extracting adequate PD term structures from GCD migration data
Dr. Markus Seiffert, Philipp Gerold and Anne Kleppe from d-fine zoom into the challenges of extracting PD term structures from rating migration data. Some background: The datapool members gave d-fine access to the rating migration data GCD is pooling. The presentation summarizes the results and the methodology. Additional analytics and a whitepaper / article will follow in the upcoming weeks. Contact person:Daniela Thakkar Location:Webex call
WG IFRS 9 #2/2017: Applying forward-looking scenarios to historical data
This WG meeting was set up to allow an open discussion on how to deal with calculating a historical “forward-looking, point-in-time PD”. The material serves as basis and is intended to initiate the knowledge exchange between the organizations on that topic. Contact person:Daniela Thakkar Location:Webex call