Global Credit Data

GCD Nordic Forum Stockholm 22 April 2024
2024-04-22 12:00 - 17:00 (Europe/Paris) | Stockholm, Sweden, Kungsträdgårdsgatan 2, Stockholm, Sweden
Register now for our Nordic forum, hosted by our Svenska Handelsbanken at their Head Office in Kungsträdgårdsgatan Stockholm on 22 April 2024

GCD Climate Risk Focus Group | Long-term NGFS Climate Scenarios and Overview of Data
2024-04-17 08:00 - 09:00 (America/Toronto) | Web
Speakers: ECB NGFS Climate Team: Clemens-Maria Lehofer and Senne Aerts

Where: MS Teams
This session is part of the GCD Climate Risk Focus Group‘s webinar series. The focus group serves as a center for collaboration and the sharing of expertise among ESG, climate, and risk professionals from banks and industry experts worldwide.
Webinar details:
As the sophistication of climate risk assessments increases, regulatory expectations grow, and financial institutions commit to net-zero targets, the relevance of climate scenarios for the financial sector continues to rise. Given the emerging importance of these scenarios, it is imperative that users fully understand the nature of climate scenarios, and that scenario designers appreciate the financial sector applications of their work. Ongoing dialogue between modelers and financial sector users will result both in better integration of these scenarios into financial decision-making and continued enhancement of the scenarios themselves. This session will present an overview of the latest release of the NGFS Climate Scenarios, including updates, results and key take aways for financial institutions. Additionally, the session will include a tutorial on available data and access.

Register for the Webinar

GCD Climate Risk Focus Group | National Bank of Canada presentation: Climate Stress Testing
2024-04-10 09:00 - 10:00 (America/Toronto)
Speaker: Oscar Calderon, National Bank of Canada
Where: MS Teams
This session is part of the GCD Climate Risk Focus Group‘s bank webinar series. The focus group serves as a center for collaboration and the sharing of expertise among ESG, climate, and risk professionals from banks and industry experts worldwide.

GCD Climate Risk Focus Group | ING presentation: Climate risk assessment for SMEs
2024-03-20 10:00 - 11:00 (America/Toronto)
Speaker: Daniela Thakkar, ING
When: Wednesday, March 20th, at 09:00 EST / 14:00 CET
Duration: 60 minutes
Where: MS Teams
This session is part of the GCD Climate Risk Focus Group‘s bank webinar series. The focus group serves as a center for collaboration and the sharing of expertise among ESG, climate, and risk professionals from banks and industry experts worldwide.

GCD Climate Risk Focus Group | UBS/Credit Suisse presentation: The Impact of Climate Risk on Funding Cost
2024-03-06 09:00 - 10:00 (America/Toronto)
Climate change can potentially have an impact in many areas in the bank. In this session we will discuss different channels how climate risk can impact funding costs.

Speaker: Frederic Menninger, Director, UBS/Credit Suisse
When: Wednesday, March 6th, at 09:00 EST / 15:00 CET
Duration: 60 minutes
Where: MS Teams
This session is part of the GCD Climate Risk Focus Group‘s bank webinar series. The focus group serves as a center for collaboration and the sharing of expertise among ESG, climate, and risk professionals from banks and industry experts worldwide.

GCD Climate Risk Focus Group Meeting January 2024
2024-01-31 09:00 - 10:30 (America/Toronto)
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

Global Credit Data Webinar: Monitoring Climate Risk
2023-11-09 10:00 - 11:00 (America/Toronto)
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 Conference October 2023
2023-10-09 - 2023-10-10 | Amsterdam, Netherlands
Visit Conference page for registration and more information

GCD Climate Risk Webinar (July 26-2023)
2023-07-26 15:00 - 16:00 (Europe/Amsterdam) | Web
When: Wednesday, July 26th, 2023, at 09:00 EST / 15:00 CET
Where: MS Teams

LGD-EAD Subcommittee Meeting #1/2023
2023-02-23 14:00 - 15:00 UTC | Web
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.

Benchmarking (Names) Submission: Q1/2023
2023-01-30 - 2023-02-19

GCD Conference 2022
2022-11-07 - 2022-11-08 | 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 in action – Use cases from your peers
Automation of GCD LGD Data collection: ING’s journey from tactical to structural solutions
UNEP FI Catalysing action across the financial system to support the transition to more sustainable and inclusive economies worldwide
The climate extended credit risk model CERM – integrating climate risk and credit risk factors into a multifactor Merton-type model.
Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method".
Credit line exposure at default modelling using Bayesian mixed effect quantile regression
Proving Representativeness in your GCD Samples
The importance of data in credit risk… and beyond
A Regulator’s view on Climate Risk in Pillar I

November 8th - Day 2 :

Updates from the GCD Methodology Committee & Insights into GCD Platforms
Sensitivity of the Loss-given-default to Macroeconomic conditions: GCD-ECB joint study
EBA on Trends and Conditions in Markets for Infrastructure Lending
Challenger Model with GCD Data using AI Techniques
Challenge of consolidation global data to meet GCD industry standards
Unresolved defaults: How to include unresolved defaults into your LGD calibration
Performance Guarantees and Trade Finance Loss Analyses
GCD PD and rating migration data | Capturing the downturn during the pandemic and current geo-political turmoil.
Validation of LGD models using GCD data
Supporting Lending Strategies

GCD LGD-EAD Subcommittee Meeting #1/2022
2022-06-23 14:00 - 15:30 UTC | 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.

Benchmarking (Names) Submission: Q2 2022
2022-05-23 08:00 - 2022-05-29 17:00 (Europe/Paris)

LGD H1 2022 Submission Deadline
2022-04-25 08:00 - 2022-05-01 17:00 (Europe/Paris)
The first LGD submission for 2022 is due

Climate Risk | Round Table
2022-04-22 08:00 - 10:00 (Europe/Paris) | 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

Benchmarking (Cluster) Submission: Q1 2022
2022-04-04 08:00 - 2022-04-10 17:00 (Europe/Paris)

PD & Rating: 2022 Submission
2022-03-14 08:00 - 2022-03-20 17:00 (Europe/Paris)

Benchmarking (Names) : Deadline Q1 2022
2022-02-14 08:00 - 2022-02-20 17:00 (Europe/Paris)

Climate Risk Webinar 2 - 29 November 2021 | 15:00 CET | 9:00 ET
2021-11-29 09:00 - 10:00 (Europe/Helsinki) | 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

GCD North American Conference : 19- 20 October 2021
2021-10-19 - 2021-10-20 | 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

GCD Middle East / APAC Conference : 27 May 2021
2021-05-27 06:00 UTC
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

LGD Subcommittee Meeting #2/2021
2021-04-21 14:00 - 15:00 (Europe/Paris)
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
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+19294362866,,96258806150# US (New York)
Dial by your location
+1 669 900 6833 US (San Jose)
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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

Masterscale working group: Information session # 2
2021-02-23 14:00 (Europe/Paris)
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

North America Round Table: PD & Benchmarking
2021-02-22 19:00 (Europe/Paris)
The Covid-19 pandemic had greatly affected many bank’s obligors, particularly in the United States.
In response, our member banks have had to re-grade many of their obligors and the patterns of change due to the pandemic can be seen in GCD’s PD databases.
At the interest of our member banks Global Credit Data will be having a roundtable discussion on the activity we’ve seen in our Probability of Default platforms.
We encourage all who are interested to attend this round table with our PD platform participating banks and join us in the discussion of these important developments.

This roundtable discussion will be held Monday February 22th at 1:00pm EST. The login information is also below.

Topic: GCD Probability of Default Roundtable
Time: Feb 22, 2021 01:00 PM Eastern Time (US and Canada)

Join Zoom Meeting
https://globalcreditdata.zoom.us/j/96684636161

Meeting ID: 966 8463 6161
One tap mobile
+19294362866,,96684636161# US (New York)
+13126266799,,96684636161# US (Chicago)

Dial by your location
+1 929 436 2866 US (New York)
+1 312 626 6799 US (Chicago)
+1 301 715 8592 US (Washington DC)
+1 346 248 7799 US (Houston)
+1 669 900 6833 US (San Jose)
+1 253 215 8782 US (Tacoma)
Meeting ID: 966 8463 6161
Find your local number: https://globalcreditdata.zoom.us/u/aWwkX2OL

Join by Skype for Business
https://globalcreditdata.zoom.us/skype/96684636161

Location:
Online

GCD Methcom Meeting #1/2021
2021-02-09 12:00 (Europe/Paris)
Microsoft Teams meeting
Join on your computer or mobile app
Click here to join the meeting
Or call in (audio only)
+31 20 399 1246,,552015431# Netherlands, Amsterdam
Phone Conference ID: 552 015 431#
Find a local number | Reset PIN

Learn More | Meeting options
________________________________________________________________________________
Teams link
Contact person:
Nunzia Rainone
Location:
Teams

Aganda:
https://www.globalcreditdata.org/wp-content/uploads/2021/02/gcd_methcom_material_09-feb_2021.pdf

LGD Subcommittee Meeting #1/2021
2021-01-27 14:00 - 15:00 (Europe/Paris)
The meeting will take place using the Zoom application.
———-
Topic: GCD LGD Subcommittee Meeting #1/2021
Time: Jan 27, 2021 02:00 PM Amsterdam, Berlin, Rome, Stockholm, Vienna
Join Zoom Meeting
https://globalcreditdata.zoom.us/j/95117281321
Meeting ID: 951 1728 1321
One tap mobile
+19294362866,,95117281321# US (New York)
+12532158782,,95117281321# US (Tacoma)
Dial by your location
+1 929 436 2866 US (New York)
+1 253 215 8782 US (Tacoma)
+1 301 715 8592 US (Washington D.C)
+1 312 626 6799 US (Chicago)
+1 346 248 7799 US (Houston)
+1 669 900 6833 US (San Jose)
Meeting ID: 951 1728 1321
Find your local number: https://globalcreditdata.zoom.us/u/aeIZ47Z5NG
Join by Skype for Business
https://globalcreditdata.zoom.us/skype/95117281321

——-
Join meeting by Zoom
Location:
Zoom

Masterscale working group: Information session
2021-01-26 15:00 (Europe/Paris)
Launch of New 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
Register here

PD Subcommittee #1/2021
2021-01-20 14:00 - 15:00 (Europe/Paris)
Dear members of the PD Subcommittee,
We also kindly invite you to our first 2021 PD Subcommittee meeting.
Please accept the attached ics-item to save the meeting in your agenda. The link is in the invite.
The slide deck will be shared before the meeting.
Topics will be:
– Start of the PD submission 2021
– First debriefing of the Covid PD run.

Best regards

Location:
Zoom Call

Aganda:
https://www.globalcreditdata.org/wp-content/uploads/2021/01/gcd_pd_subcommittee_20211.ics
