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 Erik Rustenburg | Feb 18, 2025
The SAS macro codes of the validation rules available for download.
by Erik Rustenburg | Oct 7, 2024
To have a comprehensive view of the submission timeline for 2024, use the planning listed here.
by Erik Rustenburg | Aug 26, 2024
Description: A single pdf document containing all necessary documents in one: User Handbook, Data Guide, Release Notes, example files and guidance for the example files. Note that all these PDFs have attachments (the paperclip section) where the required files could...
by Erik Rustenburg | Mar 8, 2024
Description: Members working on our database can download here a package which includes all older release notes from H1/2016 to H1/2023(the information is relevant to assess the changes in the database over time) Â
