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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LGD EAD Platform Example files H2 2022

Description:

These excel files are the exact excel files needed for uploading data for the examples used in the Guidance on Example Excels. Global Credit Data LGD – EAD Platform Template Data Submission File Excel H2 2022.xls can be used as template.

The data model itself consists of 8 tables. For each reported defaulted loan, the tables can be repeated, when relevant, to reflect the evolution through time, allowing 5 different “snapshots” at “Origination”, “one year prior to Default”, “date of the Default”, “post Default” and, finally, at “Resolution”. The table Nr 8, “the Loan Transaction table”- is like a statement of account reflecting the entries in and out (recovery cash flow, write-off, etc) in-between the transfer of the loan in default and its resolution.

Per H2 2020 the Volumetrics of Unresolved Defaults are collected during the submission cycle using the submission template. The sheet Unresolved_Defaults_Volumetrics is included in the example files.

The same examples are also provided in CSV format, download the csv zipped files accordingly.