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 <-


Global Credit Data was formed in December 2004 as a credit risk data-pooling initiative primarily designed to assist Member-banks in enhancing their internal credit risk models and completing the Basel II preparations in pursuit of the International Ratings Based Advanced Status. 

Since then Global Credit Data has enjoyed remarkable success – both in terms of growing its membership and establishing its international reputation through the creation of the largest existing loss and recovery dataset for commercial loans. Its Loan Loss database currently contains over 170,000 individual facility default records from over 70,000 obligors across 120 different countries over a period from 1990 to date. The database is fed by Member-banks with all new defaults bi-annually. Over the years, Global Credit Data continuously professionalized and amended its databases to facilitate the increased use of its data e.g. in the context of IFRS 9 / CECL impairment modelling. 

Membership has grown from the original base of 11 to a current membership of 54 Member-banks across Europe, Africa, Asia, Australia and North America. Indeed, this is also reflected in the geographic coverage of the Global Credit Data databases which, originally limited to Europe, have been extended to include global exposures. Global Credit Data strives to enlarge its membership across the world because it believes that a global standard for data collection is in the interest of the financial industry as a whole.