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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Member webinar “GCD data in action”

November 15, 2018 @ 2:00 pm - 3:00 pm UTC+1


We kindly invite you to join our upcoming webinar which summarizes the highlights of our last two conferences in Stockholm and New York.  

Two senior risk managers of our member banks share their experience on how their banks have used GCD data lately in their modelling: ​

  • Commercial Real Estate LGD Model (LTV-model) with GCD Data 

  • EAD modelling with GCD data

At the end of the webinar, we will also zoom into the current initiatives of GCD:  

  • The use of GCD for benchmarking purposes: How to read GCD’s peer comparison report

  • Benchmarking credit risk parameters under IFRS 9 and CECL 



Topics to be addressed by our valuable speakers


Pubudu Premawardena, Vice President, Internal Ratings Management, SCOTIABANK

“Commercial Real Estate LGD Model with GCD Data”

Pubudu is leading a team responsible for developing and implementing models for operational risk, non-retail internal risk ratings, AIRB credit risk parameters, and IFRS 9 Expected Credit Loss. Pubudu has over 20 years’ experience in the Financial Services industry ranging from financial analysis, mergers and acquisitions, portfolio management, credit adjudication, model development, model validation, and project management. Pubudu is a computer engineer, a CFA, and a FRM. Pubudu is also a member of the GCD board since June 2018. 



Atif Khan, Senior Manager, Wholesale Risk Estimates Modelling Risk Analytics and Insights, WESTPAC

“Non-retail EAD modelling with GCD data”

Atif enjoys the application of new and novel analytical techniques to solve banking problems. In Westpac, he leads a multi-disciplinary team which is responsible for the PD, LGD and EAD models applied to the Westpac non-retail portfolio. Over the last 10 years at Westpac Atif has had an opportunity to work in multiple domains of the Credit Risk Analytics space covering different portfolios. His work has covered areas ranging from stress testing, economic capital, risk estimates modelling to macroeconomic and country risk modelling. 



Nina Brumma, Head of Analytics and Research, Global Credit Data 

“The use of GCD for benchmarking purposes – How to read the new GCD peer comparison report”

Nina has more than 15 years experience in credit risk modelling and is responsible for GCD’s analytics and research. Previously, she was employed by KfW Bankengruppe where she was responsible for credit risk modelling and validation for LGD and EAD in non-retail portfolios. She holds a German Diplom in Mathematics from Münster University and a Master Degree (M.Sc.) in Risk Management & Regulation from Frankfurt School of Finance and Management.



Daniela Thakkar, Methodology & Membership Executive, Global Credit Data 

“Benchmarking credit risk estimates under IFRS 9 and CECL” 

Daniela has 15 years of experience in credit risk management, modelling and reporting. Prior to Global Credit Data, she was heading the financial risk team at Delta Lloyd Bank where she was responsible among others for the Basel III migration plan and the implementation of AIRB-compliant credit risk models. Her profile is rounded by risk positions at RSU Rating Service Unit, PricewaterhouseCoopers and NIBC.




Log in details


Link to the meeting: 



Call numbers: 

Meeting number: 947360672# 

NL: +31 (0) 20 241 0288 or +31 (0) 70 808 1008

US: +16699006833 or +19294362866

Australia: +61 (0) 2 8015 2088 or +61 (0) 8 7150 1149

Further international call numbers:

International numbers



Contact person:

Daniela Thakkar


Webex call


November 15, 2018
2:00 pm - 3:00 pm UTC+1