- About GCD
- Data Pooling: PD & LGD
- Library: Research & Publications
- Utility: Analytics & Products
- Services: Benchmarking
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.
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 Conference 2022
November 7, 2022 - November 8, 2022
Free
Key Note Topics & Speakers
This year's conference will have industry insights and some of the topics will include:
- GCD in action - use cases with peer banks
- A Regulator’s view on Climate Risk in Pillar I
- ESG risks and challenges for bank’s: State of Play in Europe
- Sensitivity of the Loss-given-default to macroeconomic conditions: GCD-ECB joint study
- Challenger model with GCD data using AI techniques
- Validation of LGD models using GCD data
Break out sessions with your peers allow for valuable conversations, and some of the topics may include:
- Performance Guarantees and Trade finance Loss analyses
- Unresolved defaults: How to include unresolved defaults into your LGD calibration
- GCD Benchmarking as a service: Insights from the French member banks
- The future of Specialized Lending: what lies ahead
- Workshop on how to use GCD data
View the Agenda here.
Conference slides are available only to GCD Member Bank representatives & conference attendees. Please contact secretary@globalcreditdata.org to learn more about GCD and membership.
Download Full Slides Pack
Download slides per session:
November 7th - Day 1 :
- Welcome Ceremony
- GCD Trade Finance in action with Banking and Industry Authorities
- GCD in action – Use cases from your peers
- Automation of GCD LGD Data collection: ING’s journey from tactical to structural solutions
- UNEP FI Catalysing action across the financial system to support the transition to more sustainable and inclusive economies worldwide
- The climate extended credit risk model CERM – integrating climate risk and credit risk factors into a multifactor Merton-type model.
- Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method".
- Credit line exposure at default modelling using Bayesian mixed effect quantile regression
- Proving Representativeness in your GCD Samples
- The importance of data in credit risk… and beyond
- A Regulator’s view on Climate Risk in Pillar I
November 8th - Day 2 :
- Updates from the GCD Methodology Committee & Insights into GCD Platforms
- Sensitivity of the Loss-given-default to Macroeconomic conditions: GCD-ECB joint study
- EBA on Trends and Conditions in Markets for Infrastructure Lending
- Challenger Model with GCD Data using AI Techniques
- Challenge of consolidation global data to meet GCD industry standards
- Unresolved defaults: How to include unresolved defaults into your LGD calibration
- Performance Guarantees and Trade Finance Loss Analyses
- GCD PD and rating migration data | Capturing the downturn during the pandemic and current geo-political turmoil.
- Validation of LGD models using GCD data
- Supporting Lending Strategies