Corporate loan recovery rates much higher than assumed, confirms second Global Credit Data report on LGD
Global Credit Data has released its LGD Report 2019
Find out more
Members range from global universal banks to specialised and regional institutions, all following Basel definitions.
Members share data for benchmarking their LGD, EAD and PD models on a "give to get" basis
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.