The global effort to limit the spread of COVID-19 has had a profound effect on the world economy. Banks' understanding of the pandemic's impact on PD and ratings is still developing. With the economic impact of the COVID-19 pandemic continually and rapidly evolving, banks' credit risk teams need to adjust their models in step. In order to do this, they need to have the most up-to-date and relevant data to hand. To support the industry in understanding the impact of these events on PD and ratings, GCD is executing a special COVID-19 run of its PD and Rating Platform. Objective: To give banks' credit risk teams timely insight into the impact of the COVID-19 pandemic on PD and ratings in relation to their peers. Downgrade Ratio and COVID-19 Crisis Scenarios How to participate: Contact Izelle Kirsten or Olivier Plaetevoet to register your interest Submit unaggregated data, including asset class, country/geographic region, industry, rating category and PD for Q4 2019, Q1 2020, Q2 2020, Q3 2020 What you get in return: At a time where uncertainty abounds, this earlier-than-usual run offers participants timely information on the economic impact of the pandemic. This provides critical insights for banks' credit risk teams, enabling them to adjust their models based on confidential, high-quality, granular […]
Events
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Dear members of the PD Subcommittee, We also kindly invite you to our first 2021 PD Subcommittee meeting. Please accept the attached ics-item to save the meeting in your agenda. The link is in the invite. The slide deck will be shared before the meeting. Topics will be: - Start of the PD submission 2021 - First debriefing of the Covid PD run. Best regards Location:Zoom Call Aganda:https://www.globalcreditdata.org/wp-content/uploads/2021/01/gcd_pd_subcommittee_20211.ics |
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Launch of New Working Group. The Covid-19 pandemic is heavily impacting banks' PD and ratings systems. GCD would like to launch a working group to investigate the interaction between masterscale and PD model output. This working group will focus on the most efficient, agreed and available methodologies used to calibrate PD and rating systems, and the best practices to be shared among practitioners in the banking industry. The information session is open to all member banks and will be presented by Mike Jacobs, PhD Register here |
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The meeting will take place using the Zoom application. ---------- Topic: GCD LGD Subcommittee Meeting #1/2021 Time: Jan 27, 2021 02:00 PM Amsterdam, Berlin, Rome, Stockholm, Vienna Join Zoom Meeting https://globalcreditdata.zoom.us/j/95117281321 Meeting ID: 951 1728 1321 One tap mobile +19294362866,,95117281321# US (New York) +12532158782,,95117281321# US (Tacoma) Dial by your location +1 929 436 2866 US (New York) +1 253 215 8782 US (Tacoma) +1 301 715 8592 US (Washington D.C) +1 312 626 6799 US (Chicago) +1 346 248 7799 US (Houston) +1 669 900 6833 US (San Jose) Meeting ID: 951 1728 1321 Find your local number: https://globalcreditdata.zoom.us/u/aeIZ47Z5NG Join by Skype for Business https://globalcreditdata.zoom.us/skype/95117281321 ------- Join meeting by Zoom Location:Zoom |
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