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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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

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