by Saril Mamballi | Oct 8, 2025
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...
by Saril Mamballi | Sep 3, 2025
We are excited to share our new report Asset Correlations in Credit Risk: An Empirical Study with GCD Data. Drawing on our large PD & rating dataset of corporate obligors in Europe and North America (2008–2023), the study estimates default-based asset...
by Saril Mamballi | May 13, 2025
by Hale Tatar | Jan 21, 2025
To see details of each session and speakers see agenda hereÂ
by Olivier Plaetevoet | Dec 11, 2023
Description: This Probability of Default (PD) report covers a reference data set of more than 70,000 obligors. The scope includes both the North American Construction industry and the Real Estate investment industry. The default rate in 2022 presents an uptick for...
