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.


Learn More

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).

Learn More

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.

Access the Library 

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.

Learn More

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.

Learn More

-> menu code <-

Loading Events

« All Events

  • This event has passed.

WG IFRS 9 #8/2017: Modelling “life-time” of revolving facilities

May 25, 2017 @ 3:00 pm - 4:00 pm UTC+1

Dear WG IFRS 9 / CECL members,

please find attached the material for our next working group meeting on modelling choices for the life-time of revolving facilities.

Derek Manuge (an independent consultant, also currently working with KPMG Canada) will share his thoughts and experiences.

We know that interesting session is scheduled at a day, which is a holiday in some of the European countries. Unfortuneately, we could not find an alternative date on a short term . 
As usual , the session will be recorded and the link shared afterwards.

If you have certain questions on the presentation , feel free to contact either me or the author.

Best regards,



Streaming link: 

Downloading link: 

Password: iceberg


Contact person:

Daniela Thakkar


Webex call


May 25, 2017
3:00 pm - 4:00 pm UTC+1