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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.

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).

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.

Access the Library

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.

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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Impressions from our European Conference Stockholm 2018

Global Credit Data thanks all presenters, organizers and participants for another great conference in Stockholm. SEB was the perfect host to an unbelievable event with a special Nordic touch. Europe’s credit risk professionals came together and discussed the latest developments in the credit risk area.

TOP SPEAKERS:

Magnus Agustsson, CRO SEB: A CRO’s perspective on the future of risk management

Dorota Siwek, EBA: EBA’s review of the IRB approach

Panel Basel III Finalisation: The end of modelling or the start of harmonization? with Jean-Gabriel Albigot (Societe Generale); Stephan Jortzik (ANZ); Massimo Cutaia (Credit Suisse); Natalia Bailey (IIF); Constance Usherwood (AFME) and David Eschwé (Raiffeisenbank)

Atif Khan, Westpac: Non-retail EAD modelling with GCD data

FURTHER IMPRESSIONS:

Rehearsal before conference start … showing Theo van Drunen, ABN Amro, Chairman of the Board and Philip Winckle, Executive Director GCD

What would be Stockholm without a boattrip …