- 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.
South African Forum Johannesburg July 2019
July 22, 2019 @ 8:00 am - 5:00 pm UTC+1
Venue: Think Precinct, 1 Merchant Place, Cnr Fredman Drive & Rivonia Road, Sandton 2196
Global Credit Data’s South African Forum was hosted by First Rand / RMB in Johannesburg.
In this 1-day event, members, academics and GCD excecutives presented on 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.
Few highlighted topics that will be part of the event:
LGD modelling for Real Estate
Specialized Lending and Slotting Approach
IFRS9
Benchmarking
Round table discussions on how banks use GCD data
This event is for members only as well as based on invitations sent out to dedicated specialists from the industry. Please contact us for any inquiries.
Please find here the final agenda.
Contact person:
Location:
Johannesburg