- 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.
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WG IFRS 9 #2/2018: Approval of final templates for IFRS 9 Benchmarking study 2018
May 28, 2018 @ 2:00 pm UTC+1
Dear members of the IFRS 9 working group,
in the last weeks, I had with many of you calls on the IFRS 9 Benchmarking study H1/2018 , including how to further develop the IFRS 9 Benchmarking study.
For those, we are interested in joining the study this summer (timeline to deliver the templates: June 30th, 2018) I kindly invite you to a final call to discuss and approve the templates for this round.
Important note to EBA-regulated banks: Next to benchmarking the ECL under the “own scenario set” and under “the common scenario”, we aim to integrate a benchmarking of the hypothetical portfolio under stress, based on the stress scenarios of the EBA stresstest 2018. Happy to hear if you have any special considerations on this subject.
Other changes in comparison with the templates of last year:
- Mortgage section further elaborated
- Credit card portfolio included
- Banks & Non-bank Financial Companies included
- Additional countries
- Stage Allocation (Stage 1 to Stage 2 movement) further elaborated
I will explain everything in the meeting next Monday.
Please use the link below to book the meeting in your agenda. I will also send around minutes and the final templates after the call. In case of any questions or special considerations, please feel free to contact me.
Best regards
Daniela
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Discussion of IFRS 9 Benchmarking template H1/2018
Monday, May 28, 2018
2:00 pm | Europe Summer Time (Amsterdam, GMT+02:00) | 1 hr
Meeting number (access code): 958 871 900
Meeting password: iceberg
Please use this link to add the meeting in your agenda:
https://pecdc.webex.com/pecdc/j.php?MTID=mc0730c8960bcedd28f38577bd140071d
When its time, link to startup the meeting:
https://pecdc.webex.com/pecdc/j.php?MTID=mfdabbb2b37c29505d6e88868a5b6580d
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