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Global Credit Data (GCD) is the premier global source for benchmarking defaults, losses, and recoveries on commercial loans. Backed by 50+ member banks worldwide, our non-profit consortium delivers the depth and accuracy regulators rely on. As a validation of the quality and breadth of the data Federal Reserve uses GCD’s data to benchmark its Corporate LGD models for CCAR and DFAST stress testing as disclosed in Fed’s model document.
With unmatched international loan recovery data—including facility-level detail, cash flows and timing of recoveries —our members gain using our data gain a critical edge in risk modeling, capital planning, and regulatory alignment. Join our consortium to gain access to this dataset and links with best modeling teams.
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📄 Reference Document: Federal Reserve Credit Risk Models – October 2025
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