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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

General Meeting of Members June 2020

The Board of Global Credit Data hereby gives notice to its members of a General Meeting to be held on 29 June 2020 at 1400 Central European Time. The meeting is to be held electronically, as allowed under Article 32a of the Articles of Association. The business to be discussed at the meeting shall include: Approved Minutes of the General Meeting held in July 2019 Review of the 2019 Annual Report of Activities Approval of the 2019 Financial Statements Release of Directors from Liability Annual Appointment of Auditors for 2020 Approval of 2021 budget including contracts therein Publications of GCD material Election of Board Members Delegates of members wishing to put forward further items for discussion at this meeting are requested to contact the Executive Director (richard.crecel@globalcreditdata.org) as soon as possible.  As per Rules of Associations, the quorum in order to pass resolutions is at least 50% of members attending or voting at the meeting ; with a >50% majority of votes in favour of the resolution.  Members not wishing or able to attend are requested to register their vote in advance. If the above remains as the agenda, then we anticipate a meeting of approximately 2 hours. In case […]

Business Use Cases of GCD data: Valuation of Non-Performing Loans (Part 2)

After a successfull first part on June 12th, 2020 (recording available), we continue with the series of webinars on the business usage of GCD data:  Valuing NPL is the base for portfolio and capital management and requires to project ultimate recoveries using the best available data. The volume of legacy NPL on banks’ balance sheets will be augmented sensitively by the potentially hard recession that may result from the covid19 pandemic. Burkhard Heppe from NPL Markets and Richard Crecel from Global Credit Data will zoom into a real live example on using GCD data in the NPL transaction market.  Please register here to get further information (material & recording).    Agenda: 1. Data and valuation expertise from Global Credit Data & NPL Markets 2. Covid-19 update and impact on bank loans 3. Valuation of illiquid corporate loans using GCD data 4. Challenges for performing and non-performing loans 5. A framework for valuing loans during a crisis     Login information: Meeting URL: https://globalcreditdata.zoom.us/j/97552388808 Meeting ID: 975 5238 8808 International call-in numbers:  Click here    

BP Subcommittee #2/2020

Benchmarking Platform Subcommittee meeting  July 8th 10am EST / 4pm CET Location:Zoom

2020 Survey : Question Refinements Session

GCD would like to launch a industry wide survey. The survey  will  run in July / August 2020. The survey have details on rating models in general, but also to deep dive into pandemic related questions, and how it will influence the modeling world.  This session is set up to refine the questions that will be posted in the survey.  Area Time Link Australia 21 July, 11am (GMT +10) Join Zoom Meeting: Meeting ID: 730 915 7896 Meeting URL: https://globalcreditdata.zoom.us/j/7309157896 Europe/ Africa: 20 July, 1pm (CET/CAT : GMT +2) Join Zoom Meeting Meeting ID: 730 915 7896 Meeting URL: https://globalcreditdata.zoom.us/j/7309157896   America/ Canada 20 July, 10am (GMT -4) Join Microsoft Teams Meeting +32 2 897 75 42   Belgium, Bruxelles/Brussels (Toll) Conference ID: 838 878 187# Dial: US: +1 312 626 6799 or +1 346 248 7799 or +1 669 900 6833 or +1 929 436 2866 or +1 253 215 8782 or +1 301 715 8592 Meeting ID: 730 915 7896   Please peruse the attached questions and join us in the refinement session.   Document :https://www.globalcreditdata.org/library/2020-survey-refinements-session Contact person:Izelle Kirsten Aganda:https://www.globalcreditdata.org/wp-content/uploads/2020/07/survey_questions_for_rating_models_gcd.docx

2020 GCD Survey

Risk Modeling is more important than ever The world is facing an uncertain time. Economic growth and/or recovery rates are uncertain, default rates are uncertain and the rate of credit losses on those defaults is uncertain. Even the right way to model these risks is not certain. This survey is designed to spark critical thinking and conversations within bank wholesale model development teams and to give them a unique insight into how their peers are set up, how they model risks and how they are adjusting to account for the Covid-19 pandemic. In exchange for your response, you will receive the full anonymized results, providing critical context and insight to inform your thinking and discussions. The sections of the survey include: Section 1: Segmentation of Rating Models Section 2: Rating Grades of PD Model Section 3: Development and Implementation of Rating Models Section 4: Model Performance Section 5: Overlays Section 6: Pandemic Related Questions Section 7: Provision impacts (CECL /IFRS)   The survey will take approximately 30 minutes to complete.  Please take some time to complete the GCD 2020 survey and share your insight with us.  Survey 2020    

LGD Subcommittee Meeting #4/2020

Join Zoom Meeting https://globalcreditdata.zoom.us/j/92989897331 Meeting ID: 929 8989 7331 One tap mobile +13017158592,,92989897331# US (Germantown) +13126266799,,92989897331# US (Chicago) Dial by your location         +1 301 715 8592 US (Germantown)         +1 312 626 6799 US (Chicago)         +1 346 248 7799 US (Houston)         +1 669 900 6833 US (San Jose)         +1 929 436 2866 US (New York)         +1 253 215 8782 US (Tacoma) Meeting ID: 929 8989 7331 Find your local number: https://globalcreditdata.zoom.us/u/aM4yxb434 Join by Skype for Business https://globalcreditdata.zoom.us/skype/92989897331 https://globalcreditdata.zoom.us/j/92989897331 Location:https://globalcreditdata.zoom.us/j/92989897331

PD Subcommittee #4/2020

Dear members of the PD Subcommittee,  We also kindly invite you to our next PD Subcommittee meeting.  Please accept the attached ics-item to save the meeting in your agenda.  The slide deck will be shared before the meeting. Meeting URL: https://globalcreditdata.zoom.us/j/95756607406  Meeting ID : 957 5660 7406 Best regards     Location:Zoom Call Aganda:https://www.globalcreditdata.org/wp-content/uploads/2020/09/gcd_pd_subcommittee_meeting_4_2020.ics

GCD Methcom Meeting #5/2020

Join Microsoft Teams Meeting +31 20 399 1246   Netherlands, Amsterdam (Toll) Conference ID: 951 774 70# Local numbers | Reset PIN | Learn more about Teams | Meeting options   Teams link Location:Teams Aganda:https://www.globalcreditdata.org/wp-content/uploads/2020/10/methcom_material_27_october.pdf

COVID-19 PD & Rating Portal: Submissions Now Open

The global effort to limit the spread of COVID-19 has had a profound effect on the world economy. Banks' understanding of the pandemic's impact on PD and ratings is still developing. With the economic impact of the COVID-19 pandemic continually and rapidly evolving, banks' credit risk teams need to adjust their models in step. In order to do this, they need to have the most up-to-date and relevant data to hand. To support the industry in understanding the impact of these events on PD and ratings, GCD is executing a special COVID-19 run of its PD and Rating Platform.  Objective: To give banks' credit risk teams timely insight into the impact of the COVID-19 pandemic on PD and ratings in relation to their peers. Downgrade Ratio and COVID-19 Crisis Scenarios How to participate: Contact Izelle Kirsten or Olivier Plaetevoet to register your interest Submit unaggregated data, including asset class, country/geographic region, industry, rating category and PD for Q4 2019, Q1 2020, Q2 2020, Q3 2020  What you get in return: At a time where uncertainty abounds, this earlier-than-usual run offers participants timely information on the economic impact of the pandemic. This provides critical insights for banks' credit risk teams, enabling them to adjust their models based on confidential, high-quality, granular […]

BP Subcommittee #3/2020

Benchmarking Platform subcommittee meeting Tuesday Dec 15th at 9AM EST / 3PM CEST Location:Zoom