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GCD's Mission is to help banks understand and model credit risks. The comprehensive data pools are collected over a decade and distributed back to members for their own research and modelling.

 

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GCD is a unique data consortium that owns banks internal data for both PD and LGD. GCD’s data pools support the key parameters of banks’ credit risk modelling: Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD).

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GCD’s library gives access to wide variety of publications on risk related topics. Global Credit Data members work together to analyse the data and discuss methodology issues. GCD has published numerous papers and is actively promoting academic research on the data collected.

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Members not only benefit from exclusive rights and access to credit databases and analytics, but also from knowledge and research facilitation possible via the unique industry association.

Through a variety of forums such as workshops, webinars and surveys, GCD is an active industry participant facilitating the discussion in key strategic areas.

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Global Credit Data collects raw data from its members and distributes it back to them for use in their own analysis and modelling. GCD supports its members by providing a flexible high-end tool on the data pool: the GCD Visual Analyzer. Member banks can create dynamic Reference Data Sets and generate instant views on the data.

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CECL will have the most significant impact on American banking since the Dodd-Frank Act was adopted. Models currently being developed indicate that bank profitability—and bank department profitability—will be affected as institutions charge for credit loss provisions on new loans and credit downgrades on existing loans.

GCD is working with Accenture and the IIF to help U.S. financial institutions benchmark their CECL models as they are developed. 

Step 1 was a deep CECL Methodology survey sponsored by Global Credit Data, the IIF and Accenture. The survey provided comparative information on bank’s planned methodologies for implementation of CECL. The questions focused on credit data and modeling for the C&I, CRE and Consumer portfolios. A public version of the survey results is available here. 

Step 2 was a benchmarking study among major US Banks.. A public version of the results is available here.  

For more information, listen into the webinar below, download the material here and/or contact Nate Royal. 

 

 

 

NOTE FOR MODELLERS: 

GCD has the world largest database collecting data related to credit failures (default) and their recoveries. The data dates back to 1998, allowing for meaningful statistics in terms of type of borrower, time and size of exposure at default and collateral recovery rates.

Check our LGD & EAD platform for more information.