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X-WR-CALDESC:Events for Global Credit Data
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DTSTART;TZID=Europe/Paris:20200609T083000
DTEND;TZID=Europe/Paris:20200609T103000
DTSTAMP:20261111T225426
CREATED:20200521T061852Z
LAST-MODIFIED:20210927T233218Z
UID:4949-1591691400-1591698600@globalcreditdata.org
SUMMARY:Share with Peers (Asia Pacific): best practices to address Covid-19 Impacts
DESCRIPTION:Online GCD member roundtable: Upgrading of Risk Models\, Reduction of Portfolio Risk Exposures and Refining the Pandemic Stress Testing Framework \nContact Daniela Thakkar to get access to login details and to questions shared in advance.  \n\nAgenda:\n\nA – COVID-19 lockdown: is re-opening driving markets now?  \n\nPandemic/macro-economic outlook – to date\nInitial and next government policy responses\, supervisory guidance for prudential/accounting metrics (Reg Cap\, ECL)\nEconomic and financial transmission mechanisms\nDislocation/Recovery for key sectors : Healthcare\, Manufacturing\, Supply Chain\, Trade Finance\, Transportation\, Aviation\, Oil\, Retail Trade\, Hospitality\, Travel\, Entertainment\n	 \n\nB – KNOWLEDGE ROUNDTABLE: \n1. Risk Measurement and Modelling Assumption in Crisis/Re-Opening Context \n\n​Governmental support and defaulted obligors: postponed regulatory compliance?\nUpgrading of risk models\, Re-examination of assumptions built in risk models\nDown-turn impacts on recovery processes\nRegulatory guidance to addressing procyclicality during this crisis\n2. Banks’ actions on portfolio and balance sheet management \n\nActive portfolio and balance-sheet management: selling of underperforming assets\nMobilization of collaterals with central banks\nRestructurings\, Additional drawings\n\n3. Refining the pandemic stress testing framework \n\nPandemic scenario: incorporating epidemiology and infection spread assessments\, anticipation of shutdown measures\nQuantify pandemic scenario’s impact on portfolio relevant economic/financial drivers\nModel conditional rating transition matrices to project impact of economic/financial drivers on banks’ portfolios or segments\nQuantify NPL from stressed risk profile\nQuantify DT Losses\n\n \nContact person: \ndaniela.thakkar@globalcreditdata.org  \nLocation: \nZoom
URL:https://globalcreditdata.org/events/share-with-peers-asia-pacific-best-practices-to-address-covid-19-impacts/
ATTACH;FMTTYPE=image/jpeg:https://globalcreditdata.org/wp-content/uploads/2020/05/photo-1518600570419-81324064e9ae_4.jpg
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BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20200612T140000
DTEND;TZID=Europe/Paris:20200612T140000
DTSTAMP:20261111T225426
CREATED:20200414T171044Z
LAST-MODIFIED:20210927T233219Z
UID:4941-1591970400-1591970400@globalcreditdata.org
SUMMARY:Business Use Cases of GCD Data: Valuation of Non-Performing Loans
DESCRIPTION:Valuing NPL is the base for portfolio and capital management and requires to project ultimate recoveries using the best available data. The volume of legacy NPL on banks’ balance sheets will be augmented sensitively by the potentially hard recession that may result from the covid19 pandemic. \nBurkhard Heppe from NPL Markets and Richard Crecel from Global Credit Data will discuss the current situation of NPL buyers and sellers\, the need for “bad loans banks” and how valuation platforms and a structured loan loss data collection can help in times of the Covid-19 crisis. \nPlease register here to get further information (material & login details).  \n  \n/////////////////////////////////////// \nThe topics:  \n\nIntroduction to NPL Markets and the market for NPL\nImpact of current crisis on bank loan defaults and recoveries\nDifferent valuation types of NPL: hold or sell\nUsing GCD data for NPL valuations\nDetermine a break-even price for selling NPL\n“Bad banks” – needed to overcome the crisis? \n\nLogin: https://globalcreditdata.zoom.us/j/95946679029 \nMeeting ID: 959 4667 9029 \nAlternatively by phone: \n\nGermany: +49 69 7104 9922\nNetherlands: +31 20 794 7345\nFrance: +33 7 5678 4048\nItaly: +39 069 480 6488\nUK: +44 330 088 5830\nCanada: +1 778 907 2071\nUS: +1 929 436 2866\nAustralia: +61 8 7150 1149\n\nMore international numbers  \n 
URL:https://globalcreditdata.org/events/business-use-cases-of-gcd-data-valuation-of-non-performing-loans-npl/
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BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20200616T140000
DTEND;TZID=Europe/Paris:20200616T150000
DTSTAMP:20261111T225426
CREATED:20200603T171813Z
LAST-MODIFIED:20210927T233217Z
UID:4950-1592316000-1592319600@globalcreditdata.org
SUMMARY:LGD Subcommittee Meeting #3/2020
DESCRIPTION:———- \nJoin Zoom Meeting\nhttps://globalcreditdata.zoom.us/j/95530840735 \nMeeting ID: 955 3084 0735\nOne tap mobile\n+19294362866\,\,95530840735# US (New York)\n+12532158782\,\,95530840735# US (Tacoma) \nDial by your location\n        +1 929 436 2866 US (New York)\n        +1 253 215 8782 US (Tacoma)\n        +1 301 715 8592 US (Germantown)\n        +1 312 626 6799 US (Chicago)\n        +1 346 248 7799 US (Houston)\n        +1 669 900 6833 US (San Jose)\nMeeting ID: 955 3084 0735\nFind your local number: https://globalcreditdata.zoom.us/u/acBr08L2Cw \nhttps://globalcreditdata.zoom.us/j/95530840735  \nLocation: \nhttps://globalcreditdata.zoom.us/j/95530840735
URL:https://globalcreditdata.org/events/lgd-subcommittee-meeting-32020/
CATEGORIES:Methcom Subcommittee "LGD & EAD platform"
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BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20200616T150000
DTEND;TZID=Europe/Paris:20200616T170000
DTSTAMP:20261111T225426
CREATED:20200511T141608Z
LAST-MODIFIED:20210927T233218Z
UID:4947-1592319600-1592326800@globalcreditdata.org
SUMMARY:Webinar workshop on LGD modelling with GCD data
DESCRIPTION:Get hands on with LGD Modelling using LGD Data: Webinar workshop with FCG on a model building exercise  \nPhilip Winckle is joined by modelling expert Thomas Aldheimer from FCG to walk through a joint GCD/FCG exercise in using GCD data to build LGD models.  The modelling work was overseen and instructed by a GCD member working group and used GCD standard definitions to develop a range of models\, with a focus on Machine Learning \nThe webinar will be in a workshop format with a focus on modelling methods\, details and choices made\, as well as detailed outcomes. \nThe event is scheduled on June 16th\, 2020 from 3 pm to 5 pm CEST / 9 am to 11 am EST.   \nOn the agenda: \n\nExplore just how usable GCD data can be when building forward looking LGD models\nComparing drivers observed in the data to those normally used in the industry\nExplore the additional benefits of using Machine Learning to enhance model predictiveness\n\nThis workshop will benefit both hands on modellers and model managers as well as people working with credit risk data who want to see how it is used in practice. \nPlease register here. In case of further questions\, you can contact Daniela Thakkar. \n \nContact person: \nDaniela Thakkar
URL:https://globalcreditdata.org/events/webinar-workshop-on-modelling-with-gcd-data/
ATTACH;FMTTYPE=image/jpeg:https://globalcreditdata.org/wp-content/uploads/2020/05/photo-1518600570419-81324064e9ae_5.jpg
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BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20200629T140000
DTEND;TZID=Europe/Paris:20200629T160000
DTSTAMP:20261111T225426
CREATED:20200415T121528Z
LAST-MODIFIED:20210927T233219Z
UID:4943-1593439200-1593446400@globalcreditdata.org
SUMMARY:General Meeting of Members June 2020
DESCRIPTION:The Board of Global Credit Data hereby gives notice to its members of a General Meeting to be held on 29 June 2020 at 1400 Central European Time. The meeting is to be held electronically\, as allowed under Article 32a of the Articles of Association. \nThe business to be discussed at the meeting shall include: \n\nApproved Minutes of the General Meeting held in July 2019\nReview of the 2019 Annual Report of Activities\nApproval of the 2019 Financial Statements\nRelease of Directors from Liability\nAnnual Appointment of Auditors for 2020\nApproval of 2021 budget including contracts therein\nPublications of GCD material\nElection of Board Members\n\nDelegates of members wishing to put forward further items for discussion at this meeting are requested to contact the Executive Director (richard.crecel@globalcreditdata.org) as soon as possible.  \nAs per Rules of Associations\, the quorum in order to pass resolutions is at least 50% of members attending or voting at the meeting ; with a >50% majority of votes in favour of the resolution.  Members not wishing or able to attend are requested to register their vote in advance. \nIf the above remains as the agenda\, then we anticipate a meeting of approximately 2 hours. \nIn case all votes are received before the meeting\, the results regarding resolutions passed and rejected will be shared in advance to the meeting\, which may then be shortened. \nBy order of the Board of Directors \nMarch 27th \, 2020 \nRichard Crecel \n \nLocation: \nVideo Call
URL:https://globalcreditdata.org/events/general-meeting-of-members-june-2020/
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