GCD's Mission is to help banks understand and model credit risks. The comprehensive data pools are collected over a decade and distributed back to members for their own research and modelling.


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GCD is a unique data consortium that owns banks internal data for both PD and LGD. GCD’s data pools support the key parameters of banks’ credit risk modelling: Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD).

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GCD’s library gives access to wide variety of publications on risk related topics. Global Credit Data members work together to analyse the data and discuss methodology issues. GCD has published numerous papers and is actively promoting academic research on the data collected.

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Members not only benefit from exclusive rights and access to credit databases and analytics, but also from knowledge and research facilitation possible via the unique industry association.

Through a variety of forums such as workshops, webinars and surveys, GCD is an active industry participant facilitating the discussion in key strategic areas.

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Global Credit Data collects raw data from its members and distributes it back to them for use in their own analysis and modelling. GCD supports its members by providing a flexible high-end tool on the data pool: the GCD Visual Analyzer. Member banks can create dynamic Reference Data Sets and generate instant views on the data.

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GCD COVID-19 Crisis Benchmarking Platform

The global effort to limit the spread of COVID-19 has had a profound effect on the world economy. Credit risks associated with the COVID-19 pandemic are yet to be fully understood.

To support the industry in understanding the impact of these events on credit risk profiles, GCD has developed a COVID-19 Crisis Benchmarking Platform.


To help banks’ credit risk teams understand how the risk profiles of critical industries and obligors are being impacted by the COVID-19 pandemic, on an ongoing basis.    

How to participate:

  1. Contact Hale Tatar to register
  2. Submit monthly updates of risk estimates (both PD and LGD) for named obligors. GCD’s data template is easy to use and ensures complete data security, quality and anonymity.

What you get in return:

Participating banks will receive confidential, high-quality, granular and anonymous output data with a strong validation process that will allow them to:

  • Directly benchmark risk estimates (PD, LGD, and CCF) on specific names with peers 
  • Follow changes in risk estimates over time

If you are interested in learning more, contact Hale Tatar

Just in! Initial results from our COVID-19 Crisis Benchmarking Platform are now available 

Participating banks receive exclusive access to granular and high-quality data across geographies and asset classes.

A broad geographical spread: Obligor names submitted by participant banks span over 70+ countries.

Deep insights into a comprehensive set of obligors: Over 25,000 obligors across Large corporates, Sovereign & Central Banks and Banks and Financial insututions.