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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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GCD’s data pooling platforms

GCD is running at the moment three data pooling platforms (see below). Data quality is key to GCD and the extensive documentation forms an integral part of GCD’s overall data quality approach.

Documentation & User guidance

A suite of supporting documents is available to all members. The documentation for all three platform is constantly being reviewed and augmented to allow banks to consistently enter data of high comparability to other banks

Platform / Database	Description
LGD & EAD platform	A LGD/EAD database of 150,000+ defaulted facility observations totalling over €200 billion
PD & Rating platform	A database of historical default rates, ratings, migrations and PD estimates
Benchmarking platform	A benchmarking database of forward looking ratings, PDs, LGDs and EADs
ICC Platform	ICC Trade Register database of historical defaults and recoveries for short term trade finance (import and export L/Cs, Performance guarantees and loans and medium term ECA backed deal

Submission timelines

Our submission timelines for 2021 can be found here

Our submission timelines for 2020 can be found here