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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LGD Subcommittee Meeting #5/2018

August 28, 2018 @ 3:00 pm - 4:30 pm UTC+1

Agenda will be available in advance

August 28th 2018

Time: 15:00-16:30 CET (Amsterdam Time)

Join from PC, Mac, Linux, iOS or Android: https://globalcreditdata.zoom.us/j/953551362

Or iPhone one-tap :
    US: +16699006833,,953551362#  or +19294362866,,953551362#
Or Telephone:
    Dial(for higher quality, dial a number based on your current location):
        US: +1 669 900 6833  or +1 929 436 2866
    Meeting ID: 953 551 362
    International numbers available: https://zoom.us/u/bSW1mt8bZ

Location:

Web Conference call (Zoom)

Aganda:

https://www.globalcreditdata.org/wp-content/uploads/2018/08/lgd_subcommittee_material_28_august_2018_v2.pdf

Details

Date:
August 28, 2018
Time:
3:00 pm - 4:30 pm UTC+1
Event Category: