- 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 GCD Conference Stockholm June 2018
June 11, 2018 @ 9:00 am - June 12, 2018 @ 5:00 pm UTC+1
Global Credit Data’s European conference 2018 was hosted by SEB at their new offices and conference centre in Stockholm, near the Friends Arena and Mall of Scandinavia.
Topics on the agenda:
- The proposed Basel IRB changes
- IFRS9 alignment amongst banks
- Experience of the EBA stress test
- The use of GCD data by members
- Benchmarking PD, LGD, EAD
- Default definition adjustment: How does it affect banks?
- TRIM
CLICK HERE for more impressions of the conference.
You can find the material below (in either one zip-file or each individual presentation on its own)
Contact person:
Location:
Stockholm, Sweden