- 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.
- This event has passed.
Climate Risk | Round Table
April 22, 2022 @ 8:00 am - 10:00 am UTC+1
Join GCD to discuss a GHG emission framework and Green RWA produced by industry leaders.
Agenda
BNP Asset Management:
Climate MODEL | GHG emission Framework and methodology
IGGAAK :
Climate MODEL | Climate Extended Risk Model
(Basel RW extended to Transition and Physical risks) for climate impacted green RWA
Round table: Implementing climate risk frameworks :
Climate USE CASE | 4-pi, SAS, d-fine/EEFIG, GCD to elaborate on the relevance of collaborative climate risk framework
4-pi:
Climate USE CASE | Deep dive on real projects/solutions based on 4-pi/4-most experience
GCD:
Climate DATA | high-level feedback on climate-data-pooling readiness based on GCD Member feedback
Microsoft Teams meeting