GCD Newsletter – March 2023
Read the March 2023 Newsletter here....
GCD Data Quality Dashboard 2023 – available
Since 2004, GCD has continuously reinforced a framework that is used to measure and monitor Data Quality (DQ). The objective is to achieve high DQ and compliance for the GCD pooled data, as required by global regulations (BCBS 239, ECB Guide to internal models, Fed...
Global Credit Data European Conference – March 5 & 6, 2026
We’re excited to announce our highly anticipated European Conference, taking place in Zurich, Switzerland on March 5–6, 2026. Join senior credit risk professionals from leading European and global banks for two dynamic days of insight, collaboration, and networking....
Federal Reserve references GCD Data in Supervisory Stress Test Model Documentation
Powered by data from World’s Leading Banks - Trusted by the Federal Reserve of US. Global Credit Data (GCD) is the premier global source for benchmarking defaults, losses, and recoveries on commercial loans. Backed by 50+ member banks worldwide, our non-profit...
GCD-developed industry standard to show pooled loss data is representative of banks’ portfolios
Banks seek EU supervisory green light on external credit data GCD-developed industry standard to show pooled loss data is representative of banks’ portfolios Click Here to read more: risk.net Download the GCD Representativeness...
New Report: Climate & Credit Risk – Benchmarking Report by UNEP FI & GCD
Current Approaches and Emerging Trends for Climate-Related Credit Risk Assessment Methodologies—insights from a global survey Download here: Climate & Credit Risk Report This report offers a detailed analysis of how banks currently assess and manage...
Results Released! Climate Risk Benchmarking Survey by GCD and UNEP FI
Climate Risk Benchmarking Results! UNEP FI and GCD recently completed a global survey assessing how banks are integrating climate risks into their credit risk frameworks. Covering methodologies, data sources, and scenario analysis across sectors, the results provide a...
GCD Model Tiering Survey Results Released
Model Tiering Survey Model tiering refers to the classification of a model into a specific category of relevance for model risk management purpose.For example, such categories can be labelled “high relevance”, “medium relevance”, “low relevance”.This classification is...
Climate Risk Benchmarking Survey by GCD and UNEP FI – Registration Now Open!
GCD Specialized Lending Survey 2024
Specialized Lending Survey Understanding and managing risks effectively requires robust data. This is especially challenging for low default portfolios like Specialised Lending, meaning banks often lack sufficient internal defaults for modeling. Also in the...
Pandemic Aftermath: GCD Data Reveals Decline in US Real Estate Recovery Rates
New Report Highlights Impact of COVID-19 on U.S. Commercial Real Estate Pandemic Aftermath: GCD Data Reveals Decline in US Real Estate Recovery Rates July 19, 2024 – GCD today announces the release of the "US Real Estate Recovery Rates Report - Sectoral Comparison of...
