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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Member impressions from our European Conference Vienna 2019

Global Credit Data thanks all presenters, organizers, sponsors and participants for another great conference in Vienna, with Raiffeisenbank International (RBI) being an exceptional host. 


AGENDA: Link to the document


Hannes Moesenbacher, Raiffeisenbank International (RBI): The CRO’s perspective on the future of risk management



Susanne Roehrig, EBA: Finalising the EBA’s roadmap for the IRB Approach – Focus on Downturn LGD



Mark Thackham, OneSavings Bank (formerly employed at Westpac / NAB):  EAD modelling for Large Corporate with Global Credit Data! Exposure at default without conversion factors



David Eschwe, Raiffeisenbank International: The business use of Advanced Analytics 


One of the many highlights: “Peer discussion sessions” where credit risk specialists of the various participating banks share knowledge and discuss openly the latest developments. Here:

Costanza Righi, from Unicredit, leading the discussion on IFRS 9 model validation



Members engaging at the dinner, sponsored by Bloomberg, in the skyroom of Raiffeisenbank International: 





GCD was pleased to be supported in this Vienna conference by our partners Bloomberg, who guided us through the possibility of an enhanced benchmarking that address a larger user base and FCG, who provided input on creating a reference LGD model. 


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