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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Material ARC #3/2016 academic research committee meeting

Description:

Agenda

  1. Organisation
  • a. Website instead of Dropbox
  • b. How to deal with incoming requests?
  1. Update of the procedure for approval of use of GCD data Please see separate documents which is an updated version including name change, comments received from you so far. It contains comments with questions we need to answer in our meeting.
  2. Update on recent research activities
  • a. Prolongation of contracts with Uni Regensburg (Daniel Rösch), NHH (Michael Kisser) and Rudi Zagst (TUM)
  • b. Update on request from Bart Keijsers
  • c. Overview (continued)
  1. Update on Action point from previous meetings

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