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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GCD 2020 Survey

by | Jul 30, 2020 | Uncategorized

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Risk Modeling is more important than ever: Find out what your peers are doing

The world is facing an uncertain time. Economic growth and/or recovery rates are uncertain, default rates are uncertain and the rate of credit losses on those defaults is uncertain.

Even the right way to model these risks is not certain.

This survey is designed to spark critical thinking and conversations within bank wholesale model development teams and to give them a unique insight into how their peers are set up, how they model risks and how they are adjusting to account for the Covid-19 pandemic.

In exchange for your response, you will receive the full anonymized results, providing critical context and insight to inform your thinking and discussions.

The sections of the survey include:

  • Section 1: Segmentation of Rating Models
  • Section 2: Rating Grades of PD Model
  • Section 3: Development and Implementation of Rating Models
  • Section 4: Model Performance
  • Section 5: Overlays
  • Section 6: Pandemic Related Questions
  • Section 7: Provision impacts (CECL /IFRS)

The survey will take approximately 30 minutes to complete. 

Please take some time to complete the GCD 2020 survey and share your insight with us. 

Survey 2020