by Hale Tatar | Jan 12, 2026
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 | Aug 26, 2024
Description: The User Handbook aims to help all member banks to understand the LGD-EAD Platform data model (data input as well as data return) so that they can use the data appropriately in their modelling and validation processes. Includes general guidance and...
by Erik Rustenburg | Mar 8, 2024
Description: Contains all the changes in the data input systems that are implemented for the current submission and which affect the member bank’s data input.
by Erik Rustenburg | Mar 8, 2024
Description: These excel files are the exact excel files needed for uploading data for the examples used in the Guidance on Example Excels. Global Credit Data LGD – EAD Platform Template Data Submission File Excel H1 2023.xls can be used as template. The data...
