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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 Recovery Rate Dashboard Corporates April 2020

Posted
Updated
ByNina Brumma

Description:

 

Global Credit Data’s Recovery Rate Dashboards for Corporates, Banks and Sovereign defaults provide an instant insight into observed recovery levels and other key benchmarks for various exposure classes, industry sectors and collateral types. 

The Dashboards inform business and risk managers trying to assess the impact of the Covid-19 crisis with pandemic stress tests and recalibration of models while major industries (aviation, oil & gas, transportation, retail, hospitality …) are severely affected by the crisis.

The long time span of the data covers a complete credit loss history of past downturns (especially the financial crisis) to allow anticipating the not yet foreseeable impact of the current crisis. The analytics are produced using Global Credit Data’s credit risk data collected from its member banks in a structured, uniform way.

GCD’s data is strong – collected from more than 50 banks globally, covering over 20 years of history and key industry sectors.

 

 

 

 

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