Member section

What is Global Credit Data?
A not for profit initiative to help banks to measure their credit risk, owned by its 50+ member banks worldwide.  GCD runs the world's largest wholesale bank loan databases, covering large corporates, banks, SMEs and specialised lending, including:

  • an LGD/EAD database of 150,000+ defaulted facility observations totalling over €200 billion
  • a database of historical default rates, ratings, migrations and PD estimates
  • a benchmarking database of forward looking ratings, PDs, LGDs and EADs
    Read more about Global Credit Data here

Events:
GCD European Conference, SEB Stockholm, 11 and 12 June 2018, see this link for details

Positions Vacant:
Executive Director
North America Executive Director

Latest News
Feb 6, 2018

In December 2017 the BCBS made their final decision on what they call the “Finalisation of Basel III” and what the industry has called “Basel IV”.  The reforms tighten the rules, aiming to reduce variation in RWAs across banks and are aimed to be in force from 2022, although they do require governments (EU, US etc.) to write them into their own laws, which may see further changes made.

We conclude: The continuation of the full AIRB modelling of PD, EAD and LGD for mid corps, SME and Specialized Lending plus the continuance of regulatory PD modelling for banks and even the largest corporates will lead to a further demand for high quality data from GCD both for modelling and for benchmarking purposes.


More News

Contact Global Credit Data

Membership Enquiries:

Executive Director:
Mr Philip Winckle
email:
contact form
tel: +46 70 7847654


North American representative:
Mr Steve Bennett
e-mail: contact form

 

Administrative, legal and financial Enquiries:

Accountant and administrator:
Verwaal & Partners Accountants
Postbus 57
2810 AB REEUWIJK
tel: +31 182 304 527

 

You can use this form for any questions or comments.