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).
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.
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.
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.
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
Benchmarking Platform Subcommittee meeting for H1 2020 cycle. January 23, 2020, 10am EST / 4pm CET Contact person:Hale Tatar (GCD) Location:Zoom call
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
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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
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 soon. Meeting URL: https://globalcreditdata.zoom.us/j/935758631 Best regards Location:Zoom Call Aganda:https://www.globalcreditdata.org/wp-content/uploads/2020/03/gcd_pd_subcommittee_meeting_2_2020.ics
Join Zoom Meeting https://globalcreditdata.zoom.us/j/910625081 Meeting ID: 910 625 081 One tap mobile +13017158592,,910625081# US +13126266799,,910625081# US (Chicago) Dial by your location +1 301 715 8592 US +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 Meeting ID: 910 625 081 Find your local number: https://globalcreditdata.zoom.us/u/abL3Yawkl https://globalcreditdata.zoom.us/j/910625081 Location:https://globalcreditdata.zoom.us/j/910625081
Methcom Meeting #2/2020 https://globalcreditdata.zoom.us/j/98711566836
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/755074318 Meeting ID : 755 074 318 Best regards Location:Zoom Call Aganda:https://www.globalcreditdata.org/wp-content/uploads/2020/04/gcd_pd_subcommittee_meeting_3_2020.ics https://www.globalcreditdata.org/wp-content/uploads/2020/06/material_pd_subcommittee_april_23rd_2020.pdf https://www.globalcreditdata.org/wp-content/uploads/2020/04/1_minutes_pd_subcommittee_20200423.pdf
Online GCD member roundtable: Upgrading of Risk Models, Reduction of Portfolio Risk Exposures and Refining the Pandemic Stress Testing Framework Please register here to get access to login details and to questions shared in advance. Agenda: A - COVID-19 lockdown: is re-opening driving markets now? Pandemic/macro-economic outlook – to date Initial and next government policy responses, supervisory guidance for prudential/accounting metrics (Reg Cap, ECL) Economic and financial transmission mechanisms Dislocation/Recovery for key sectors : Healthcare, Manufacturing, Supply Chain, Trade Finance, Transportation, Aviation, Oil, Retail Trade, Hospitality, Travel, Entertainment B - KNOWLEDGE ROUNDTABLE: 1. Risk Measurement and Modelling Assumption in Crisis/Re-Opening Context Governmental support and defaulted obligors: postponed regulatory compliance? Upgrading of risk models, Re-examination of assumptions built in risk models Down-turn impacts on recovery processes Regulatory guidance to addressing procyclicality during this crisis 2. Banks’ actions on portfolio and balance sheet management Active portfolio and balance-sheet management: selling of underperforming assets Mobilization of collaterals with central banks Restructurings, Additional drawings 3. Refining the pandemic stress testing framework Pandemic scenario: incorporating epidemiology and infection spread assessments, anticipation of shutdown measures Quantify pandemic scenario’s impact on portfolio relevant economic/financial drivers Model conditional rating transition matrices to project impact of economic/financial drivers […]
Global Credit Data organized a closed-door (online) GCD member roundtable on the implementation of the EBA Downturn LGD Guidelines / RTS, with specific questions relevant to international banks with a broad organization, wide geographic reach and multiple business cycles.
Susanne Roehrig (EBA) is providing further clarity with regards to implementing EBA's Downturn RTS / Guidelines in light of the Covid-19 pandemic. The slides of the presentation can be downloaded here.
