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 Toronto Spring Conference 2024 Highlights

GCD expresses its gratitude to all the speakers, organizers, and attendees for an exceptional conference held in Toronto on Monday, April 29, 2024.

RBC (Royal Bank of Canada) served as an outstanding host for this remarkable occasion, bringing together credit risk professionals from both the USA and Canada to delve into the latest advancements in credit risk management.

The conference was characterized by thought-provoking sessions, stimulating questions and discussions between the audience and speakers, as well as roundtable discussions where participants felt comfortable addressing pressing industry matters with their peers and receiving immediate suggestions and solutions.

In response to the increasing demand for presentation materials, we have made them accessible below for GCD member bank employees, who are required to log in first.

For non-members, please don't hesitate to contact our North American executives, Hale and Akanna, for specific materials you would like to access.

To get a feel for what sessions you may like, please view the agenda here.

Download Presentation Slides from the Event

Presented by GCD Executive, Akanna Osita-Okeke
Get a glimpse into GCD data, global and Canadian data coverage, PD & LGD analytics reports and more

Presented by Biao Wu, Associate Director Credit Modeling at RBC
Discover a unique approach to adjusting asset correlations among borrowers through GCD default data, including how default-implied asset correlation can be used to explore credit risk characteristics and understand client behaviors across different risk categories.


Presented by Joseph Tagne, Model Development Director at EQ Bank
Explore the possibilities of GCD data by delving into benchmarking default rates and observed losses, evaluating regulatory PD models, and understanding how LGD is affected by variables like discount factors.

Presented by Michael Jacobs, Jr., Lead Modeling & Analytics Expert at PNC
LGD plays a crucial role in assessing credit risk, but the time-to-resolution (TTR) of default events is often overlooked in the literature. Discover the determinants of LGD and TTR through building alternative predictive econometric models using the GCD dataset.


Presented by GCD Executive, Nina Brumma
Learn how GCD data can help you in benchmarking your risk models.

Presented by GCD Executive, Nina Brumma
Gain more insights into GCD data and learn how to make it more representative of your portfolio.


ESG & Climate Risk Streams:

Presented by Hale Tatar (GCD)

Banks collaboration on benchmarking climate model approaches, portfolio impact assessment, insights on climate adjusted PD and Canadian regulator (OSFI) chosen method of Frye-Jacobs approach for calculating climate adjusted LGD in the latest Standardized Climate Scenario Exercise .

Presented by Michael Jacobs, Jr. (PNC)

The Frye-jacobs approach (OSFI's chosen method for the SCSE for Canadian FIs) is explained in detail by co-developer Michael Jacobs, Jr.

Presented by Hale Tatar (GCD)

Learn about B-15 guidelines, it's relation to the latest Canadian Sustainability Disclosure Standard (CSDS), integration to PCAF Net-zero targets.
Insights in to GCD's climate data collection activities, industry collaborations with international standard setters such as UNEPFI and NGFS.


Presented by Niall Whelan from Bodhi Research Group

Insights on Climate transition and physical risk scenarios, Integration to credit risk, Canadian SCSE requirements.

Photo Gallery

We extend our heartfelt appreciation to everyone for making this event a resounding success, and we look forward to welcoming you again in the future!