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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LGD & EAD Platform: Documentation

Currently the following the documents are available to support member banks in their data submission efforts:

Document Description
LGD-EAD Platform Documentation Index A single pdf document containing all necessary documents in one complete set: User Handbook, Data Guide, Release Notes, example files and guidance for the example files.
LGD-EAD Platform Data Structure and Validation Guide H1 2022 This Document provides the structure of the tables that should be used to create the input data files, including all field names, structure of the tables for data deliverable that is send back to member banks, validation rules and a data model diagram. ​
User Handbook The User Handbook aims to help all member banks to understand the LGD-EAD Platform data model (data input as well as data return) so that they can use the data appropriately in their modelling and validation processes. Includes general guidance and examples and specific guidance for the use of facility types, collateral reporting and valuation and transaction balancing between default and resolution. Furthermore, FAQ’s on different topics are covered.
Example files These excel files are the exact excel files needed for uploading data for the examples used in the Guidance on Example Excels. Global Credit Data LGD – EAD Platform Template Data Submission File Excel H2 2020.xls can be used as template.

The data model itself consists of 8 tables. For each reported defaulted loan, the tables can be repeated, when relevant, to reflect the evolution through time, allowing 5 different “snapshots” at “Origination”, “one year prior to Default”, “date of the Default”, “post Default” and, finally, at “Resolution”. The table Nr 8, “the Loan Transaction table”- is like a statement of account reflecting the entries in and out (recovery cash flow, write-off, etc) in-between the transfer of the loan in default and its resolution.

Release Notes Data Input Contains all the changes in the data input systems that are implemented for the current submission and which affect the member bank’s data input.
Release Notes Data Output Contains all the changes in the data input systems that are implemented for the current submission and which affect the member bank’s data output.
SAS Macro SAS Macro Validation Rules

Documentation related to the GCD Visual Analyzer:

Document Description
GCD Visual Analyzer Documentation V1 The primary goal of the GCD LGD Visual Analyzer (GCD VA) is to communicate the data from the LGD database clearly and efficiently to the members via statistical graphics, plots, information graphics, tables and selected charts.

Release notes from earlier versions of the database:

Document Description
Release Notes previous versions Members working on our database can download here a package which includes all older release notes from H1/2016 to H2/2019
(the information is relevant to assess the changes in the database over time)