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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WG IFRS 9 #9/2017: Kick-off IFRS 9 Benchmarking study 2017

June 29, 2017 @ 3:00 pm - 4:00 pm UTC+1

Dear WG members,

please find attached the material for tomorrow’s working group meeting (log-in details below).


The call will guide in detail through the template and takes up all your last remarks in terms of template, timelines and process.

After the call, I will ask you to let me know whether you will be able to participate in the study and which parts you intend to fill in.

Note: based on the feedback of members , we have adjusted the “common scenario” in comparison with the latest proposal we have sent out. In the common scenario we will ask you to use your ACTUAL values for your macro-economic drivers as of YE 2012 to YE 2016. This proposal reduces for you both workload as well as the level of assumptions needed to be made when calculating the ECL.

We truly believe that – by means of this study – we have provided you now with an excellent tool to benchmark your ECL methodology for your major wholesale portfolios as well as the retail mortgage portfolio.

It is up to you to use this chance now. I am at your service to answer further questions and connect you to your peers.

Best regards



WG IFRS 9: Kick-off IFRS 9 Benchmarking study
Thursday, June 29, 2017
3:00 pm | Europe Summer Time (Berlin, GMT+02:00) | 1 hr
Meeting number (access code): 950 025 099
Host key: 945454
Meeting password: iceberg

Link to the meeting: 

Global call-in numbers: 
+44-203-478-5289 Call-in toll number (UK)
+1 631 267 4890 USA/Canada toll


Contact person:

Daniela Thakkar


Webex call


June 29, 2017
3:00 pm - 4:00 pm UTC+1
Event Category: