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

 

Publications

Research report by OSIS in cooperation with IACPM and GCD

 

This report, which is designed to help banks benchmark their Probability of Default (PD) estimates against industry peers, highlights the conservative nature of banks’ internal PD estimates, with a

ICC members active in trade finance have collected large scale data on the claim and drawing rates of Performance Guarantees (i.e.

Upcoming events

09Jun2020

Upgrading of Risk Models & Pandemic Stress Testing

12Jun2020

How GCD data can be used in NPL strategies

16Jun2020

Hands-on workshop, including Machine Learning techniques 

29Jun2020

Annual meeting of GCD members to discuss strategy & budget 

Find out more

Members

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.