Downturn LGD Study 2017

Downturn LGD Study 2017

Does loss given default (LGD) depend on the economic cycle and if so how can it be measured? This question still concerns risk modellers and regulators as part of their comprehensive risk assessment. In 2013 GCD published a first downturn LGD study based on the GCD...
GCD publishes study on downturn LGD

GCD publishes study on downturn LGD

Does loss given default (LGD) depend on the economic cycle and if so how can it be measured? This question still concerns risk modellers and regulators as part of their comprehensive risk assessment. In 2013 GCD published a first downturn LGD study based on the GCD...
GCD’s Largest European Conference

GCD’s Largest European Conference

GCD member delegates and guests were hosted by member bank KFW in Frankfurt this week for our largest ever European conference. In a mix of plenary and discussion sessions, banks, academics and executives shared methodology and results for using data to improve credit...
Shipping Finance LGD Study 2017

Shipping Finance LGD Study 2017

The shipping industry is the backbone of global trade. More than almost any other sector, it benefits from globalization and economic upturn. This also makes the industry vulnerable to economic downturns. GCD loss data confirms this general observation. This report...