WG Val #7/2016 GCD on spotlight sessions
Working Group meeting Location:Webex
Working Group meeting Location:Webex
WG #9/2016: Analytics PD termstructures Contact person:Daniela Thakkar Location:Webex call
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 Location:Webex call
Working group meeting Location:Webex
Methcom meeting #1/2017 Contact person:Riette Dijkstra Location:Webex call
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
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
Roadmap 2017 Contact person:Daniela Thakkar Location:Webex call
LGD Subcommittee #2/2017 Location:Webex call
Working Group meeting Location:Webex
This WG meeting is set up to discuss the proposed key activities in the working group in 2017. a) a “quantitative study” to support the calibration process (H1/2017) and b) a “methodogolical survey” on validation and calibration methods (H2/2017), together with the working "Validation" Contact person:Daniela Thakkar Location:Webex call
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