Masterscale working group: Information session # 2

  Second Session of Masterscale Working Group     The Covid-19 pandemic is heavily impacting banks' PD and ratings systems. GCD would like to launch a working group to investigate the interaction between masterscale and PD model output. This working group will focus on the most efficient, agreed and available methodologies used to calibrate PD and rating systems, and the best practices to be shared among practitioners in the banking industry.     The information session is open to all member banks and will be presented by Mike Jacobs, PhD Please complete the survey here If you would like to participate in the working group, please register here

LGD Subcommittee Meeting #2/2021

The meeting will take place using the Zoom application. ---------- Topic: GCD LGD Subcommittee Meeting #2/2021 Time: Apr 21, 2021 02:00 PM Amsterdam, Berlin, Rome, Stockholm, Vienna Join Zoom Meeting https://globalcreditdata.zoom.us/j/96258806150 Meeting ID: 962 5880 6150 One tap mobile +16699006833,,96258806150# US (San Jose) +19294362866,,96258806150# US (New York) Dial by your location         +1 669 900 6833 US (San Jose)         +1 929 436 2866 US (New York)         +1 253 215 8782 US (Tacoma)         +1 301 715 8592 US (Washington DC)         +1 312 626 6799 US (Chicago)         +1 346 248 7799 US (Houston) Meeting ID: 962 5880 6150 Find your local number: https://globalcreditdata.zoom.us/u/abDS1hRjSW Join by Skype for Business https://globalcreditdata.zoom.us/skype/96258806150     https://globalcreditdata.zoom.us/j/96258806150 Contact person:Erik Rustenburg Location:Zoom/Skype/Teams

GCD Middle East / APAC Conference : 27 May 2021

Do not miss this great event!   Timezone: Australian Eastern Standard Time (Sydney): 2pm -8pm Gulf Standard Time (Dubai) :  8am-2pm Singapore Standard Time:   12noon- 6pm Central European Summer Time:    6am- 12noon            Agenda to Follow, but will include: -Global Research and Analytics:Comparative assessment and advisory study of stress testing practices using GCD data      -ESG, Energy Efficiency  Financial Institution Group (EEFIG): Research group for climate risk -Crisis Consensus:Monitor rating transitions and obligors in the crisis by benchmarking with peers – service and data returns by GCD -Credit research : modelling the downturn impact using GCD Data:Projecting a crisis impact with GCD time-series (Downturn LGD Report)    -GCD:Data Quality as an asset:Leveraging the GCD DQ and compliance package to validate the usage of industry pooled data         -GCD Interactive Dashboard (IDB):New tools by GCD: online dashboards and publications To Register: GCD Members: Register here General Public: Register here Location:Web

GCD North American Conference : 19- 20 October 2021

Web

Do not miss this great event! -Global Research and Analytics: Comparative assessment and advisory study of stress testing practices using GCD data -ESG & Climate Risk:Research group for climate risk -Crisis Consensus: Monitor rating transitions and obligors in the crisis by benchmarking with peers – service and data returns by GCD -Credit research: modelling the downturn impact using GCD Data: Projecting a crisis impact with GCD time-series (Downturn LGD Report) -GCD: Data Quality as an asset: Leveraging the GCD DQ and compliance package to validate the usage of industry pooled data To Register: GCD Members: Register here General Public: Register here     Agenda: conference agenda north america draft august  

Climate Risk Webinar 2 – 29 November 2021 | 15:00 CET | 9:00 ET

Web

Following the kick-off webinar from 14 October,  the GCD initiative on Climate risk moves to action phase and proposes to reconvene for decisions on climate data sharing, on 29th of November 3 pm CEST – 9 am ET. Proposed agenda: - Climate risk TOOLS currently implemented in banks’ ERM: feedback from practitioners, - Climate risk related DATA-ITEMS for participative pooling: decision on target short-list of climate analytics, - Enrollment and contribution in the GCD Climate initiative: how to get your institution involved? (tip: data is the currency).   Survey – Take 5 min to complete this short survey https://survey.globalcreditdata.org/zs/VQhDak

Free

Climate Risk | Round Table

Web

  Join GCD to discuss a GHG emission framework and Green RWA produced by industry leaders.   Agenda   BNP Asset Management: Climate MODEL |  GHG emission Framework and methodology IGGAAK : Climate MODEL |  Climate Extended Risk Model (Basel RW extended to Transition and Physical risks) for climate impacted green RWA Round table: Implementing climate risk frameworks : Climate USE CASE  | 4-pi, SAS, d-fine/EEFIG, GCD to elaborate on the relevance of collaborative climate risk framework 4-pi: Climate USE CASE | Deep dive on real projects/solutions based on 4-pi/4-most experience GCD: Climate DATA | high-level feedback on climate-data-pooling readiness based on GCD Member feedback     Microsoft Teams meeting  

GCD LGD-EAD Subcommittee Meeting #1/2022

Web

Please join the next subcommittee meeting on Thursday 23rd  June (14:00 CET). The meeting agenda will be sent in advance. All members currently participating on the LGD platform are invited and encouraged to attend. The agenda and material will be shared in advance.