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GCD's Mission is to help banks understand and model credit risks. The comprehensive data pools are collected over a decade and distributed back to members for their own research and modelling.

 

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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).

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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.

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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.

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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.

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HSBC joins GCD

HSBC joins GCD

by | Nov 30, 2017 | Uncategorized

HSBC is one of the world’s largest banks by loan volume and certainly has a global coverage in its portfolios. After careful due diligence and evaluation of benefits, HSBC Group has decided to join GCD and has been accepted by the Board for membership. As for...
GCD publishes study on downturn LGD

GCD publishes study on downturn LGD

by | Oct 31, 2017 | Uncategorized

Does loss given default (LGD) depend on the economic cycle and if so how can it be measured? This question still concerns risk modellers and regulators as part of their comprehensive risk assessment. In 2013 GCD published a first downturn LGD study based on the GCD...
GCD’s Largest European Conference

GCD’s Largest European Conference

by | Jun 27, 2017 | Uncategorized

GCD member delegates and guests were hosted by member bank KFW in Frankfurt this week for our largest ever European conference. In a mix of plenary and discussion sessions, banks, academics and executives shared methodology and results for using data to improve credit...