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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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Today

LGD Subcommittee Meeting #1/2021

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

GCD Methcom Meeting #1/2021

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

North America Round Table: PD & Benchmarking

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)         […]

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