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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Climate Risk | Round Table

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  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

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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.

GCD Conference 2022

London London

  Key Note Topics & Speakers This year's conference will have industry insights and some of the topics will include: GCD in action - use cases with peer banks A Regulator’s view on Climate Risk in Pillar I ESG risks and challenges for bank’s: State of Play in Europe Sensitivity of the Loss-given-default to macroeconomic conditions: GCD-ECB joint study Challenger model with GCD data using AI techniques Validation of LGD models using GCD data Break out sessions with your peers allow for valuable conversations, and some of the topics may include: Performance Guarantees and Trade finance Loss analyses Unresolved defaults: How to include unresolved defaults into your LGD calibration GCD Benchmarking as a service: Insights from the French member banks The future of Specialized Lending: what lies ahead Workshop on how to use GCD data                       View the Agenda here. Conference slides are available only to GCD Member Bank representatives & conference attendees. Please contact secretary@globalcreditdata.org to learn more about GCD and membership.  Download Full Slides Pack Download slides per session: November 7th - Day 1  :  Welcome Ceremony GCD Trade Finance in action with Banking and Industry Authorities GCD […]

Free

LGD-EAD Subcommittee Meeting #1/2023

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

Global Credit Data Webinar: Monitoring Climate Risk

GCD Climate Risk Webinar on "Managing Climate-Related Financial Risks in Banking: Leveraging Extra Financial Reporting" where we will explore how banks, regardless of their size, complexity, or business model, are potentially exposed to climate-related financial risks. Microsoft Teams meeting

GCD Climate Risk Focus Group Meeting January 2024

The first climate risk focus group meeting of the year. This focus group serves as a center for collaboration and knowledge exchange among ESG & climate and risk experts globally. Where: MS Teams