by Saril Mamballi | May 11, 2026
Global Credit Data, in collaboration with AFME, has published a new report providing empirical evidence on the risk profile of fund exposures under Basel 3.1. The analysis draws on a unique dataset of more than 40,000 funds collected from 13 banks, complemented by...
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 Hale Tatar | Jan 14, 2022
This is the agenda for the 19 January 2022 meeting on GCD Benchmarking
by Hale Tatar | Aug 1, 2021
Topics: GCD data models & processes GCD Benchmarking platform Description: This document provides the FX rates from original currency to EUR, for banks to use when creating the aggregated cluster submission file. see Input Structure file, cluster input...
by Richard Crecel | Mar 18, 2021
Description: Slides from the presentation of GCD’s new service, Model Benchmarking.
