GCD uses its unique data and methodology knowledge to provide independent factual analyses of credit risk in the finance industry.
Global Credit Data works jointly with industry groups such as The Institute of International Finance (IIF), International Chamber of Commerce (ICC) and The Association for Financial Markets in Europe (AFME) to help its member banks discuss regulatory topics with regulators and management. At the request of its members, GCD has also been involved in direct discussions with the Risk Measurement Group (RMG) of the Basel Committee to explain how much data the industry has.
Below some examples of public documents where GCD’s data is cited.
Note: GCD does only provide the factual data and is not the author of these papers. Any views expressed in these presentations are those of the author and do not necessarily represent the views of Global Credit Data or its members.
| Organisation | Category | Topic |
|---|---|---|
| AFME | Shipping Finance | Object finance: The characteristics of shipping finance |
| Commodity Finance | Capital treatment of commodity finance | |
| Downturn LGD | Discussion paper on downturn LGD | |
| IIF | Downturn LGD | IIF Comments on Economic Downturn, and EBA GL on Downturn LGD |
| EACB | RWA variation | Response to BCBS consultation on reducing variation in credit risk-weighted assets |
| GFMA, ISDA, IACPM, JFMC | RWA variation | Response to BCBS consultation on reducing variation in credit risk-weighted assets |
| FBA | RWA variation | Response to BCBS consultation on reducing variation in credit risk-weighted assets |
| AWG | RWA variation / Aircraft Finance |
Response to BCBS consultation on reducing variation in credit risk-weighted assets |
Additional work relates to the revised standardised approach impact analysis (with IIF), LGD/LGL papers, commodities analytics (AMFE), Trade finance (with ICC) and a point in time vs through the cycle analysis (IIF).
All non-public industry contributions are stored in our library (login for members required to get access to the full content).
