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X-WR-CALDESC:Events for Global Credit Data
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DTSTART;TZID=Europe/Paris:20190314T120000
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DTSTAMP:20261113T080422
CREATED:20190305T100522Z
LAST-MODIFIED:20210927T233233Z
UID:4878-1552564800-1552568400@globalcreditdata.org
SUMMARY:Kick-off meeting "LGD Reference Model"
DESCRIPTION:In 2018\, GCD has published for the first time its LGD Report Large Corporate – examining the Loss Given Default (LGD) for banks lending to corporate borrowers with a turnover of more than €50m. The report finds that banks\, on average\, recover 75% of debts owed by large corporate borrowers after default and confirms the hitherto untested principle that seniority and collateral drive low rates of LGD. \nFollowing this\, we now move into a new phase.  \nGCD has partnered with FCG to help banks to benchmark their LGD models with a reference model to be built on GCD data.  \nThe work will include \n\nBuilding a RDS on GCD’s increasing data set\nExploration of traditional modelling techniques (to identify drivers of LGD)\nApplying machine learning techniques\nDiscussion on the requirements of a good challenger model/method to be embedded in banks’ processes\nAnalysing unsecured as well as secured facilities\, including different kinds of collateral \nPublication \n\nMembers have been invited to join the kick-off meeting and share their view on the concrete deliverables and how this working group should be run in order to ensure an outcome which is useful for members and publishable.  \nThe meeting has been recorded and the recording is available here.  \n \nLocation: \nZoom call
URL:https://globalcreditdata.org/events/kick-off-working-group-lgd-reference-data-model/
CATEGORIES:WG LGD Reference Model
ATTACH;FMTTYPE=image/jpeg:https://globalcreditdata.org/wp-content/uploads/2019/03/photo-1518600570419-81324064e9ae_0.jpg
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DTSTART;TZID=Europe/Paris:20190325T090000
DTEND;TZID=Europe/Paris:20190326T170000
DTSTAMP:20261113T080422
CREATED:20181009T071355Z
LAST-MODIFIED:20210927T233236Z
UID:4861-1553504400-1553619600@globalcreditdata.org
SUMMARY:European Conference Vienna March 2019
DESCRIPTION:Global Credit Data’s European Conference 2019 was hosted by Raiffeisenbank International. \nThe two day conference had been a mix of plenary presentations and breakout sessions: Member banks have presented 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 had also the chance to see Analytics presentations on the GCD data and engage in our “Peer Discussion sessions”. Click here for further impressions.  \nThe detailed agenda and the presentations can be found at the bottom of this page (also downloadable in just one zip-file –> click on last link).  \n  \n  \n  \n  \n \nContact person: \nDaniela Thakkar  \nLocation: \nRaiffeisen Bank International  \n \nAganda: \nhttps://www.globalcreditdata.org/wp-content/uploads/2019/03/agenda_gcd_conference_2019_vienna_20190321.pdf
URL:https://globalcreditdata.org/events/european-conference-vienna-march-2019/
ATTACH;FMTTYPE=image/png:https://globalcreditdata.org/wp-content/uploads/2018/11/conference_europe_march2019_1.png
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