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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Webinar workshop on LGD modelling with GCD data

June 16, 2020 @ 3:00 pm - 5:00 pm UTC+1


Get hands on with LGD Modelling using LGD Data: Webinar workshop with FCG on a model building exercise

Philip Winckle is joined by modelling expert Thomas Aldheimer from FCG to walk through a joint GCD/FCG exercise in using GCD data to build LGD models.  The modelling work was overseen and instructed by a GCD member working group and used GCD standard definitions to develop a range of models, with a focus on Machine Learning

The webinar will be in a workshop format with a focus on modelling methods, details and choices made, as well as detailed outcomes.

The event is scheduled on June 16th, 2020 from 3 pm to 5 pm CEST / 9 am to 11 am EST.  

On the agenda:

  1. Explore just how usable GCD data can be when building forward looking LGD models
  2. Comparing drivers observed in the data to those normally used in the industry
  3. Explore the additional benefits of using Machine Learning to enhance model predictiveness

This workshop will benefit both hands on modellers and model managers as well as people working with credit risk data who want to see how it is used in practice.

Please register here. In case of further questions, you can contact Daniela Thakkar.

Contact person:

Daniela Thakkar


June 16, 2020
3:00 pm - 5:00 pm UTC+1