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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GCD ESG and Climate Risk Solutions

where climate and credit risk measurement come together!

GCD's Climate Risk Focus group - formed of credit risk professionals from banks globally - aimed to help shape associations' approach to climate-related credit risks. The focus group serves as a center for collaboration and knowledge exchange among climate and risk experts.

Members of the focus group serve as an advisory group under the GCD Methodology Committee, and play a vital role in guiding GCD's efforts to address climate risks faced by financial institutions.

Members participate in information sessions, climate risk roundtables, technical workstreams, and practitioner sessions

Data collections
Surveys
Methodology Benchmarking
Peer comparison Study
Peer Discussions

Would you like to be involved?

Join the GCD Climate Risk Focus Group (CRFG) to be part of a collaborative and knowledge-sharing community for ESG, climate and risk experts. 

ESG & Climate Upcoming Events

GCD Member Banks

Global Credit Data currently has 50 member banks from North America, Europe, South Africa and Australia regions. More information about membership can be found here.

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Regulatory Climate Risk Resource Hub

This online resource serves as a central page for credit risk/ESG/climate risk professionals seeking information on climate risk management from various global regions, within the GCD membership base. The page is designed for easy navigation, enabling quick access to region-specific climate risk guidelines, reports and useful resources. Please note that this list is not exhaustive and is subject to updates as necessary.

Europe

European Banking Authority (EBA)

European Central Bank (ECB)

UK

Prudential Regulation Authority (PRA).

  • Bank of England report on climate-related risks and the regulatory capital frameworks (2023)
  • Bank of England and Prudential Regulation Authority (PRA) conference material on climate change and capital (2022)
  • Results of the 2021 Climate Biennial Exploratory Scenario (CBES)

Canada

Office of the Superintendent of Financial Institutions (OSFI)

United States

Federal Reserve (Fed), Office of the Comptroller of the Currency (OCC), Federal Deposit Insurance Corporation (FDIC)

  • Principles for Climate-Related Financial Risk Management
    for Large Banks (2023)
  • Paper on What are Large Global Banks Doing About Climate Change? (2023)
  • Pilot Climate Scenario Analysis (CSA) Exercise (2023)

Australia

Australian Prudential Regulation Authority (APRA)

South Africa

Prudential Authority (PA), The South African Reserve Bank (SARB)

Past Events