In the Spotlight

Banks recover 75% of defaulted debt owed by large corporate borrowers, finds new Global Credit Data report

Global Credit Data has released its LGD Report 2018

 

Upcoming events

11Jun201809:00CEST

Global Credit Data's next European conference will be will be hosted by SEB at their new offices and conference centre in Stockholm, near the Friends Arena and Mall of Scandinavi

News

GCD LGD Report Large Corporates

First ever report of extensive analytics on LGD data highlights high recovery rate for banks on defaulted debt from large corporate borrowers

In Q4/2017, Global Credit Data conducted a benchmarking study that found significant variation in the credit loss estimates of the 19 participating IFRS 9 banks—all of which used

GCD welcomes Deutsche Pfandbriefbank as our newest member. Deutsche Pfandbriefbank (pbb) is a German specialist bank for real estate financing and public investment finance.

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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.