- 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.
WG #1 / 2019-2020: Kickoff IFRS 9 activities 2019/2020
December 5, 2019 @ 2:00 pm - 3:00 pm UTC+1
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Pre-discussions with banks revealed a further interest of banks to exchange on IFRS 9, typically on post-implementation challenges (e.g. backtesting, managing of qualitative overrides, managing the volatility of IFRS 9). Banks have implemented robust IFRS 9 models with a variety of methodologies, depending on their modelling capacity, data availability and business strategy. However, benchmarking data on IFRS 9 is scare. GCD invites all member who are interested in a new work stream on IFRS 9 Benchmarking to join the kick-off call on December 5th, 2019 at 2pm CET and 8am EST. The IFRS 9 work could consist of
Members will decide. Please click on the attached agenda item to note the meeting in your agenda or contact Daniela Thakkar for any further questions.
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Contact person:
Location:
Zoom Call