- 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.
European Conference Vienna March 2019
March 25, 2019 @ 9:00 am - March 26, 2019 @ 5:00 pm UTC+1
Global Credit Data’s European Conference 2019 was hosted by Raiffeisenbank International.
The two day conference had been a mix of plenary presentations and breakout sessions: Member banks have presented different approaches on how to deal with the challenges credit risk modelling is currently facing when it comes to modelling LGD, EaD and PD for various purposes within a bank. Participants had also the chance to see Analytics presentations on the GCD data and engage in our “Peer Discussion sessions”. Click here for further impressions.
The detailed agenda and the presentations can be found at the bottom of this page (also downloadable in just one zip-file –> click on last link).
Contact person:
Location:
Raiffeisen Bank International
Aganda: