PD & Rating Platform: Documentation

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Currently, the following documents are available to support member banks in their data submission efforts:

Document Description
Data input structure This document provides the structure of the tables that should be used to create the input data files, including all field names, validation rules, and lookup tables. ​
GCD Industry Code Mapping  This document provides the mapping table between the industry standards (NAICS, NACE, SIC, …) and GCD industry codes
Documentation and FAQ A comprehensive guidance document explaining

  • the overall process,
  • the data fields, including the further definition of the asset classes/segmentations
  • the give-to-get and critical mass rules
  • the methodology on the default rates and migration matrices
  • a detailed description of all fields in the data return
  • the most important FAQ to this data pool

 

Submission timelines

Our submission timelines for 2025 can be found here.

Changes to the data model

All changes to our data models are discussed in the PD Methcom Subcommittee (before final approval in the Methcom). All member banks are welcome to join the PD Methcom subcommittee to bring in their own wishes/requirements as all as be aware of any upcoming data model changes in the near future.

Any further questions?

Please check our FAQ or contact Olivier Plaetevoet for more information.

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Saril Mamballi