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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

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

GCD Methcom Meeting #6/2020

16 December 2020 12:00 to 14:00 CET   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,,492892430#   Netherlands, Amsterdam Phone Conference ID: 492 892 430# Find a local number | Reset PIN Aganda:https://www.globalcreditdata.org/wp-content/uploads/2020/12/material_for_methcom_16_dec_2020.pdf https://www.globalcreditdata.org/wp-content/uploads/2020/12/item_6_1_gcd_dq_dashboard_2020_-_draft_for_validation_25nov2020_pswd.pdf https://www.globalcreditdata.org/wp-content/uploads/2020/12/item_7_0_geography_hierarchy.xlsx

PD Subcommittee #1/2021

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

Masterscale working group: Information session

  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

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