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.
Please join the next subcommittee meeting on Thursday 23rd February (14:00 CET). All members currently participating on the LGD platform are invited and encouraged to attend. The agenda and material will be shared in advance.
Key Note Topics & Speakers This year's conference will have industry insights and some of the topics will include: GCD in action - use cases with peer banks A Regulator’s view on Climate Risk in Pillar I ESG risks and challenges for bank’s: State of Play in Europe Sensitivity of the Loss-given-default to macroeconomic […]
