- 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 #10/2017: Preparation BCBS TFP meeting
October 5, 2017 @ 3:00 pm - 4:00 pm UTC+1
Dear all,
I would like to invite to our next WG meeting on THURSDAY, OCTOBER 5th at 1500 CEST.
The purpose of the meeting is to present and get your input on the slide deck which we will presented at a meeting of the BCBS Task Force Provisioning on October 10th, 2017.
The BCBS TFP is currently working on policy options for the longer-term regulatory treatment of provisions under the Basel framework and is especially interested in “the variety of methodologies and calibration issues” being considered by banks.
The BCBS TFP has heard about our working group through a webinar which we recently gave to US Banks starting up with their CECL implementation. They also got to know about our planned IFRS 9 benchmarking study. Note, GCD is not a lobbying organization (and we are not asked to lobby nor share data) but to present and educate the Task Force on the variety of methodologies which are out there when it comes to IFRS 9 impairment modelling. The results of our 2016 survey plus some high-level analytics will be part of that slide deck. We had asked the survey participants to use the survey results earlier and we have not received any negative answers to that.
Hope to speak to you in the meeting.
Best regards
Daniela
P.S. Reminder: The deadline of our IFRS 9 Benchmarking study is approaching (October 15th). I will send out individual emails to the participants to explain how to upload the data template.
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WG IFRS 9
Thursday, October 5, 2017
3:00 pm | Europe Summer Time (Amsterdam, GMT+02:00) | 1 hr
Meeting number (access code): 952 143 487
Meeting password: iceberg
Link to the meeting:
https://pecdc.webex.com/pecdc/j.php?MTID=mb549254a838ef638679c0292ec143948
Join by phone
+1 631 267 4890 USA/Canada toll
+31 20794 7996 Netherlands toll
Global Call-in numbers:
https://pecdc.webex.com/pecdc/globalcallin.php?serviceType=MC&ED=536518912&tollFree=0
Contact person:
Location:
Webex call