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.

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.

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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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Reference Dataset Guidelines

The key to using pooled data is to create a “representative data set” or RDS which comprises a filtering of the data to ensure that it matches the portfolio of the bank which will be using it. 

Member banks always receive a full data return of the aggregated data and are encouraged to create their own filters to produce a representative data set appropriate to their bank’s geographical presence, business types and practices. This enables banks to use the data for different types of benchmarking tailored to their needs. 

For further information, please (login required)

  • consult our Reference Dataset Guidelines, which provide
    • guidance for LGD modelling in line with the latest regulatory guidances (e.g. from EBA and BCBS)
    • an introduction in the Reference Dataset used for the LGD report Large Corporates 2019 and
    • examples of RDS for LGD and CCF models created by member banks using GCD data
  • download the code and the instructions to rebuild and create the Reference Data Set used in the LGD Large Corporate Report 2019

Please contact Nunzia Rainone in case of any further questions.