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0 events 7 0 events, 7	1 event 8 1 event, 8 5:00 pm - 5:30 pm Webinar on CECL “reasonable and supportable” period and how a U.S. regional bank approaches weighting economic scenarios as part of its qualitative analysis September 8 @ 5:00 pm - 5:30 pm CEST Webinar on CECL “reasonable and supportable” period and how a U.S. regional bank approaches weighting economic scenarios as part of its qualitative analysis Join Brooks Brady Zions Bancorporation, as he shares practical insights into key CECL methodology assumptions, including the determination of the R&S forecast period and the use of multiple economic scenarios as part of the bank's qualitative analysis. Register Here: https://events.globalcreditdata.org/Webinar This session is part of the IFRS9 & CECL Focus group webinar series. The focus group serves as a center for collaboration and the sharing of expertise among risk professionals from banks and industry experts worldwide. Become part of a collaborative and knowledge-sharing community. Join here: https://survey.globalcreditdata.org/zs/17D65l	0 events 9 0 events, 9	0 events 10 0 events, 10	0 events 11 0 events, 11	0 events 12 0 events, 12	0 events 13 0 events, 13
0 events 14 0 events, 14	0 events 15 0 events, 15	1 event 16 1 event, 16 3:00 pm - 4:00 pm Webinar: Insights from the 2026 Recovery Rate Reports September 16 @ 3:00 pm - 4:00 pm CEST Webinar: Insights from the 2026 Recovery Rate Reports 2026 Recovery Rate Reports We’re pleased to announce that the 2026 Recovery Rate Reports are now available on our website. Covering key asset classes—including corporates, banks, real estate, shipping, aircraft, and sovereigns. Users can find comprehensive insights on observed recovery rates, time to peak recovery, haircut levels based on real-world data collected over more than two decades 📊 Access the full reports here: https://globalcreditdata.org/analytics-and-products/ To delve deeper into these findings and explore key trends across asset classes, we invite you to join our upcoming webinar: 📅 Date: 16 September 2026 ⏰ Time: 03:00 CET/9:00 AM Eastern Time 👤 Speaker: Sotiris Loustas, Risk Analytics Executive Register Here: https://events.globalcreditdata.org/Webinaron2026RecoveryRateReports During the session, Sotiris will highlight key recovery rate trends across industries, discuss observed workout outcomes, and share insights from GCD's extensive historical recovery database.	0 events 17 0 events, 17	0 events 18 0 events, 18	0 events 19 0 events, 19	0 events 20 0 events, 20
0 events 21 0 events, 21	0 events 22 0 events, 22	0 events 23 0 events, 23	1 event 24 1 event, 24 2026-09-24 HSBC – GCD Conference for Credit and Financial Risk — Kraków HSBC – GCD Conference for Credit and Financial Risk — Kraków September 24 HSBC – GCD Conference for Credit and Financial Risk — Kraków The inaugural HSBC - Global Credit Data (GCD) Conference for Credit and Financial Risk will be held on Thursday, 24 September 2026 at HSBC (ul. Kapelanka 42A), Kraków. The conference will bring together banking practitioners, academics, and public-sector stakeholders to examine emerging priorities and practical developments shaping the future of credit and financial risk. The programme features confirmed speakers from across industry and academia, including Danfier Rivero (ING) on tail risk in economic capital and stress testing (including ICAAP and the implications of Generative AI), Dr Philippe De Brouwer (HSBC/AGH) on ethical challenges in applying AI within financial services, and Prof. Paweł Przybyłowicz (AGH) on using neural networks to accelerate model calibration in a way that supports strong governance. Additional sessions include Dr hab. Marcin Pitera (HSBC/Jagiellonian University) on coherent risk measurement under FRTB (VaR versus Expected Shortfall), Dr Rafał Pracht (finQbit) on quantum computing for derivative pricing, and Rafał Szepietowski (Citi) on designing stress scenarios in a “poly-crisis” environment, alongside contributions from Global Credit Data, Standard Chartered and UBS. Across the day, experts will address key market questions, including the milestones required before quantum computing can meaningfully influence production pricing and risk platforms, and how new technologies can strengthen economic capital estimation. Participation is free of charge, but places are limited — register now to secure your seat.	0 events 25 0 events, 25	0 events 26 0 events, 26	0 events 27 0 events, 27
0 events 28 0 events, 28	1 event 29 1 event, 29 2026-09-29 GCD Toronto Conference 2026 GCD Toronto Conference 2026 September 29 GCD Toronto Conference 2026 GCD Toronto Risk Conference · 29 September 2026 Join senior credit risk leaders from across the financial services industry for a focused, one-day program that turns data into better capital decisions. What to expect: Keynote presentations - understand capital impacts, output-floor readiness, and next-step actions. Peer-driven panels on external loss benchmarking, stress-testing insights, and model-validation best practice. Case study on LGD representativeness – learn how pooled data can identify sampling bias and refine capital estimates. AI & technology spotlight – demonstration of accelerators for credit-risk analytics. Insights from GCD’s global PD/LGD database, enabling evidence-based benchmarking across regions and asset classes. Climate & ESG integration Climate risk use cases from Canadian banks and Integration into credit risk models. High-value networking at hosted breakfast and lunch	1 event 30 1 event, 30 3:00 pm - 3:30 pm Webinar: Insights from the 2026 PD and Default Rate Reports September 30 @ 3:00 pm - 3:30 pm CEST Webinar: Insights from the 2026 PD and Default Rate Reports 2026 PD and Default Rate Reports We’re pleased to announce that the 2026 PD and Default Rate Reports are now available on our website. Covering Large Corporates and Banks, these reports provide comprehensive insights into observed default rates, probability of default (PD) calibration, rating performance, and long-term credit risk trends based on data contributed by GCD member institutions across multiple economic cycles. 📊 Access the full reports here: https://globalcreditdata.org/analytics-and-products/ To delve deeper into these findings and explore key trends across asset classes, we invite you to join our upcoming webinar: 📅 Date: 30 September 2026 ⏰ Time: 03:00 CET/9:00 AM Eastern Time 👤 Speaker: Sotiris Loustas, Risk Analytics Executive Register Here: https://events.globalcreditdata.org/WebinarInsightsfromthe2026PDandDefaultRateReports During the session, Sotiris will highlight key default rate trends, discuss developments in PD calibration and rating performance, and share insights from GCD's extensive credit risk database, helping participants better understand risk dynamics across Large Corporates and Banks. We look forward to your participation.