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
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...
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...
