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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