GCD - a global risk management utility sharing data and knowledge within the financial industry

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This report describes the Global Credit Data (GCD) methodology for calculating loss given defaults (LGDs) for unresolved loans.

This Global Credit Data (GCD) study looks into the historical effects of previous downturns on bank credit losses across various debtor types, industries and regions, with a view to helping banks u

Industry standard for benchmarking LGD / First complete account of the losses incurred during the global financial crisis of 2008


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On 27 May 2021, GCD launched its first event in the Middle East and APAC region. 

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Members range from global universal banks to specialised and regional institutions, all following Basel definitions.

Data Pooling

Members share data for benchmarking their LGD, EAD and PD models on a "give to get" basis  

Working Groups

Member banks get together to study areas of common interest, e.g. Downturn LGD, Trade Finance and IFRS 9 / CECL impairment modelling.

Data Analysis & Library

Anonymised and controlled raw data is returned to member banks for their own use and analysis. GCD members have access to the library, which includes also a vast amount of analytics on the data.