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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 European Conference: Key Takeaways

Members from across the banking industry came together to discuss the pressing global credit risk issues that banks are facing.   Global Credit Data was proud to have hosted several important guest speakers this year featuring talks from the European Banking Authority (EBA), the European Commission,  FCG, and NPL Markets.   

 

 

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2021: NPL Markets

Credit risk data:  The recommended data hub for the European NPL market:  by the  European Banking Authority (EBA) and the  European Commission, parallel with an industry initiative.

Round Table with European Commission (Nicolas Willems), NPL Markets (Burkhard Heppe) and UniCredit (Giovanni Madaro)

Recovery Rates

 

Business Case:  Modelling the Fair Value of illiquid bank loans, using GCD data: different approaches, products/markets adequate LGD, calibration.

 

Guest speakers: Danny Dieleman (ING Bank) 

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GCD: Data Quality

On day two of the conference Erik Rustenburg en Ben Galow, author of GCD’s Data Quality study, discussed the importance of data quality. Here is was showcased, that the quality of GCD data is consistent over time.

GCD also unveiled its’ data quality score, which is currently 91%!

CRISIL: Stress Testing Advisory Study

Now, more than ever, having a birds’ eye view of industry best practices is important for Regulatory and Internal Stress Testing. The CRISIL team explained some of the new initiatives in this field. 

Reach out, as there are exciting prospects for this collaboration between GCD and CRISIL.

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Opening GCD Overview and Conference Program Slides (Only for Member after Login)
Stress Testing – CRISIL  Slides ( Public )
NPL Presentation Slides (Only for Member after Login)
LGD_FairValue Slides (Only for Member after Login)
Unresolved Cases of LGD Slides (Only for Member after Login)
Comparison of traditional modelling techniques and machine learning for prediction of LGD – FCG  Slides (Only for Member after Login)
Benchmarking Rating Transitions and Obligors using GCD PD Data Slides (Only for Member after Login)
EBA report on benchmarking of loan enforcement procedures TBC
ICC GCDTRcollaboration /Trade Finance Slides (Only for Member after Login)
Academic Committee Slides (Only for Member after Login)

Day 2

Opening GCD Overview and Conference Program Slides (Only for Member after Login)
GCD Data Quality  Slides (Only for Member after Login)
GCD Unresolved Conference_METHODOLOGY Slides (Only for Member after Login)
IIF_MLCRG Slides (Only for Member after Login)
European Online Event: LGD methodology using Machine Learning Slides (Only for Member after Login)
GCD benchmarking utility presentation Slides (Only for Member after Login)
Downturn LGD Slides (Only for Member after Login)
GCD European Conference Mar 2021 – d-fine EEFIG Slides (Only for Member after Login)

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For more information, please contact izelle.kirsten@globalcreditdata.org