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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.

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.

Access the Library

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.

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Collaborations

GCD's committees & working groups

Members' needs for discussion of best practice in data, modelling and risk measurement is well served by ad hoc working groups.

Often the key benefit of these groups is the discussion and cross information about best practices, while some will also produce an output paper.

Contact secretary@globalcreditdata.org to be part of GCD collaborations.

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Working Groups

GCD's working groups are created to further the impact of the data collected and are key to validating the publications that are created.

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The Methodology Committee of GCD has continued to find relevance for the direction and usefulness of the work produced.

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Subcommittees

The GCD Subcommittees are formed based on specific topics and needs. Each subcommittee is led jointly by GCD staff and a chair from a Member Bank.

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