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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GCD LGD Subcommittee Meeting #4/2019

All members currently participating on the LGD platform are invited and encouraged to attend.  The agenda will be published soon before the meeting takes place. ---------------- The meeting will take place using the Zoom application. Join Zoom Meeting https://globalcreditdata.zoom.us/j/260208316 Meeting ID: 260 208 316 One tap mobile +16699006833,,260208316# US (San Jose) +19294362866,,260208316# US (New York) Dial by your location         +1 669 900 6833 US (San Jose)         +1 929 436 2866 US (New York) Meeting ID: 260 208 316 Find your local number: https://zoom.us/u/abL3Yawkl https://globalcreditdata.zoom.us/j/260208316 Location:https://globalcreditdata.zoom.us/j/260208316 Aganda:https://www.globalcreditdata.org/wp-content/uploads/2019/10/lgd_subcommittee_material_29th_october_2019.pdf

GCD Methcom Meeting #8/2019

Find the connection details of the meeting below: --------------- Join Zoom Meeting https://globalcreditdata.zoom.us/j/593018633 Meeting ID: 593 018 633 One tap mobile +19294362866,,593018633# US (New York) +16699006833,,593018633# US (San Jose) Dial by your location         +1 929 436 2866 US (New York)         +1 669 900 6833 US (San Jose) Meeting ID: 593 018 633 Find your local number: https://globalcreditdata.zoom.us/u/abL3Yawkl   ---------------- https://globalcreditdata.zoom.us/j/593018633 Location:https://globalcreditdata.zoom.us/j/593018633

WG Trade Finance #1/2019: Kick-off

Kick Off Agenda: Collect feedback and discussion about GCD ICC paper on performance guarantees. Give the list of Topics We want to approach in this working group & Collect Feedback and potential new topics Agree on Frequencies and dates of further working group meeting based on Quick survey. Q&A about Current ICC submission.   Call Information Join Zoom Meeting Phone one-tap: US: +16699006833,,666645351# or +19294362866,,666645351# Meeting URL:https://globalcreditdata.zoom.us/j/666645351 Meeting ID:666 645 351 Join by Telephone For higher quality, dial a number based on your current location. Dial: US: +1 669 900 6833 or +1 929 436 2866 Australia: +61 8 7150 1149 or +61 2 8015 6011 United Kingdom: +44 203 051 2874 or +44 203 481 5237 or +44 203 966 3809 or +44 131 460 1196 Meeting ID:666 645 351 International numbers     Contact person:Michael Dhaenens Location:Zoom call : https://globalcreditdata.zoom.us/j/666645351 Aganda:https://www.globalcreditdata.org/wp-content/uploads/2019/10/gcd_icc_trade_working_group_kick_off.ics

LGD Subcommittee Meeting #5/2019

Join Zoom Meeting https://globalcreditdata.zoom.us/j/780821179 Meeting ID: 780 821 179 One tap mobile +19294362866,,780821179# US (New York) +16699006833,,780821179# US (San Jose) Dial by your location         +1 929 436 2866 US (New York)         +1 669 900 6833 US (San Jose) Meeting ID: 780 821 179 Find your local number: https://globalcreditdata.zoom.us/u/abL3Yawkl https://globalcreditdata.zoom.us/j/780821179 Location:https://globalcreditdata.zoom.us/j/780821179 Aganda:https://www.globalcreditdata.org/wp-content/uploads/2019/11/lgd_subcommittee_material_19th_november_2019.pdf

WG #1 / 2019-2020: Kickoff IFRS 9 activities 2019/2020

  Pre-discussions with banks revealed a further interest of banks to exchange on IFRS 9, typically on post-implementation challenges (e.g. backtesting, managing of qualitative overrides, managing the volatility of IFRS 9).  Banks have implemented robust IFRS 9 models with a variety of methodologies, depending on their modelling capacity, data availability and business strategy.  However, benchmarking data on IFRS 9 is scare.  GCD invites all member who are interested in a new work stream on IFRS 9 Benchmarking to join the kick-off call on December 5th, 2019 at 2pm CET and 8am EST.  The IFRS 9 work could consist of  specific knowledge exchange sessions between banks on post-implementation challenges and / or   a new, revised IFRS 9 Benchmarking template and data collection smaller regional actions  ... Members will decide.  Please click on the attached agenda item to note the meeting in your agenda or contact Daniela Thakkar for any further questions.    Meeting URL: https://globalcreditdata.zoom.us/j/128086147 Meeting ID: 128 086 147 Join by Telephone For higher quality, dial a number based on your current location. Dial: US: +1 929 436 2866 or +1 669 900 6833 Meeting ID: 128 086 147 Link to international numbers: https://globalcreditdata.zoom.us/u/aivQHQqK0   Contact person:Daniela Thakakr Location:Zoom Call

PD Subcommittee #5/2019

Dear members of the PD Subcommittee,  We also kindly invite you to our next PD Subcommittee meeting to discuss about the next priorities for the PD platform.  Please press on the attached ics-item to save the meeting in your agenda.  The slide deck will be shared soon. Best regards Olivier & Daniela   Location:Zoom Call

Australian Conference Sydney December 2019

  Global Credit Data's Australia Conference is kindly hosted by CBA in Sydney.  In this 1-day event, members, academics and GCD excecutives will present on different approaches on how to deal with the challenges credit risk modelling is currently facing when it comes to modelling LGD, EaD and PD for various purposes within a bank. Participants will also have the chance to see presentations on the GCD data and engage in our round table discussion sessions.    New Address: CBA, 5-7 Central Ave, South Eveleigh, NSW 2015, Sydney The most recent agenda can be downloaded here.    This event is for members only as well as based on invitations sent out to dedicated specialists from the industry. Please contact us for any inquiries.     Registration process:    Employees working for a GCD member bank:  Please login to our member website and click here to register. If you do not have an account yet, please create an account first.  Non-members:  Please register here. GCD will come back to you with a confirmation of your attendance.  Location:Commonwealth Bank of Australia, Darling Park Tower 1, 201 Sussex Street, Sydney

GCD Methcom Meeting #9/2019

Join Zoom Meeting https://globalcreditdata.zoom.us/j/890399165 Meeting ID: 890 399 165 One tap mobile +19294362866,,890399165# US (New York) +16699006833,,890399165# US (San Jose) Dial by your location         +1 929 436 2866 US (New York)         +1 669 900 6833 US (San Jose) Meeting ID: 890 399 165 Find your local number: https://globalcreditdata.zoom.us/u/abL3Yawkl https://globalcreditdata.zoom.us/j/890399165 Location:https://globalcreditdata.zoom.us/j/890399165

LGD Subcommittee Meeting #6/2019

Join Zoom Meeting https://globalcreditdata.zoom.us/j/268695742 Meeting ID: 268 695 742 One tap mobile +16699006833,,268695742# US (San Jose) +19294362866,,268695742# US (New York) Dial by your location         +1 669 900 6833 US (San Jose)         +1 929 436 2866 US (New York) Meeting ID: 268 695 742 Find your local number: https://globalcreditdata.zoom.us/u/abL3Yawkl Location:https://globalcreditdata.zoom.us/j/268695742

WG #2/ 2019-2020: Survey results

Login details Join Zoom Meeting Phone one-tap: US: +19294362866,,510546640# or +16699006833,,510546640# Meeting URL: https://globalcreditdata.zoom.us/j/510546640 Meeting ID: 510 546 640 Join by Telephone For higher quality, dial a number based on your current location. Dial: US: +1 929 436 2866 or +1 669 900 6833 Meeting ID: 510 546 640 International numbers   Contact person:Daniela Thakkar Location:Zoom call

BP Subcommittee #1/2020

Benchmarking Platform Subcommittee meeting for H1 2020 cycle.  January 23, 2020, 10am EST / 4pm CET Contact person:Hale Tatar (GCD) Location:Zoom call

LGD Subcommittee Meeting #1/2020

Join Zoom Meeting https://globalcreditdata.zoom.us/j/622179748 Meeting ID: 622 179 748 One tap mobile +16699006833,,622179748# US (San Jose) +19294362866,,622179748# US (New York) Dial by your location         +1 669 900 6833 US (San Jose)         +1 929 436 2866 US (New York) Meeting ID: 622 179 748 Find your local number: https://globalcreditdata.zoom.us/u/abL3Yawkl https://globalcreditdata.zoom.us/j/622179748 Location:Zoom