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 #4/2016: IFRS 9 intensive workshop

Global Credit Data’s working group on ‘IFRS 9 impairment modelling’ invites all interested members to a two day intensive workshop. The focus of the workshop is (life-time) LGD and EaD modelling in the shed light of the new IFRS 9 standard. We are looking forward to see all interested members at this intensive, free-of-charge workshop.  Contact person:Daniela Thakkar Location:Crown Plaza Hotel, Amsterdam Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/04/agendaifrs9workshop_print.pdf

North American Conference New York April 2016

North American conference for members to discuss our data templates, share knowledge on modelling techniques and zoom into current regulatory developments Contact person:Philip Winckle Location:New York, USA Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/04/agenda_gcd_2016_na_conference_print.pdf

WG IFRS 9 #5/2016: Modelling approaches for life-time LGD

In April 2016, GCD ran an interactive IFRS 9 workshop on LGD and EaD modelling in Amsterdam. For all who were interested but could not join, we shared the essence / presentations in webex calls in May 2016.  Contact person:Daniela Thakkar Location:Webex call

General Meeting of Members Utrecht June 2016

European GCD conference June 2016 , hosted by Rabobank in Utrecht (NL) Contact person:Philip Winckle Location:Utrecht, NL Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/03/agenda_gcd_2016_utrecht_v5.pdf