Webinar: Insights from the 2026 PD and Default Rate Reports

Covering Large Corporates and Banks, these reports provide comprehensive insights into observed default rates, probability of default (PD) calibration, rating performance, and long-term credit risk trends based on data contributed by GCD member institutions across multiple economic cycles.

📊 Access the full reports here: https://globalcreditdata.org/analytics-and-products/

To delve deeper into these findings and explore key trends across asset classes, we invite you to join our upcoming webinar:

📅 Date: 30 September 2026

⏰ Time: 03:00 CET/9:00 AM Eastern Time

👤 Speaker: Sotiris Loustas, Risk Analytics Executive

Register Here: https://events.globalcreditdata.org/WebinarInsightsfromthe2026PDandDefaultRateReports

During the session, Sotiris will highlight key default rate trends, discuss developments in PD calibration and rating performance, and share insights from GCD’s extensive credit risk database, helping participants better understand risk dynamics across Large Corporates and Banks.

We look forward to your participation.