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 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...
by Olivier Plaetevoet | Dec 11, 2023
Description: This Probability of Default (PD) report covers a reference data set of 85,000 large corporate exposures, provided by 28 banks. At the pool level, the Through-The-Cycle Probability of Default (TTC PD) is stable over time with a value of around 0.2% on...
by Nina Brumma | Jun 14, 2023
GCD Sovereigns, Central Banks and Municipalities Recovery Rate Report 2023 is now published: Explore Insights on Global Defaults and Recovery Rates Gain valuable insights into global defaults and recovery rates with GCD’s latest report on Sovereigns Recovery...
by Nina Brumma | Jun 14, 2023
GCD Banks and Financial Institutions Recovery Rate Report 2023 is now published: Explore Insights on Global Defaults and Recovery Rates Gain valuable insights into global defaults and recovery rates with GCD’s latest report on Banks and Financial Institutions...
