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