by Nina Brumma | Dec 18, 2019
Description: This report, which is designed to help banks benchmark their Probability of Default (PD) estimates against industry peers, highlights the conservative nature of banks’ internal PD estimates, with average PD estimates for the global corporate segment over...
by Nina Brumma | Aug 8, 2019
Description:Benchmarking credit risks key to understanding and addressing variability, highlights Global Credit Data’s IFRS 9 ReportGlobal Credit Data’s second IFRS 9 benchmarking report confirms banks’ expected credit loss estimates vary by at least a factor 4  ...
by Nina Brumma | Mar 29, 2019
Description: This is the GCD annual Report on Loss Given Default (LGD) for Large Corporate, in which numerical evidence of recoveries and losses is presented. The data set covers Large Corporate (>€50m turnover) borrowers who are recorded as defaulted in bank loan...
by Michael Dhaenens | Jan 16, 2019
Description: Accenture, Global Credit Data (GCD), and the Institute of International Finance (IIF) partnered to conduct this survey to provide insights into the challenges faced by the banks across data management, model development and technology/implementation. We...
by Nina Brumma | Apr 9, 2018
Description: Recovery rate and its inverse, Loss Given Default (LGD), is a key metric in credit risk modelling, whether for regulatory capital, pricing models, stress testing or expected loss provisioning models. The data is however much more scarce than data for...
