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.

Access the Library 

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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Reports & Analysis

Global Credit Data collects raw data from its members and distributes it back to them for use in their own analysis and modelling.  

 

Full data return and reference data set

Member banks always receive a full data return of the aggregated data and are encouraged to create their own filters to produce a representative data set appropriate to their bank’s geographical presence, business types and practices. This enables banks to use the data for different tyes of benchmarking tailored to their needs.  For further information, please check our Reference Dataset Guidelines 

 

The ultimate benchmarking: Peer Comparison reports

Global Credit Data returns – next to the full data set – the so-called ‘peer comparison reports’ . Such an analysis can be generated for any credit risk metric available in the template (LGD levels, Time-to-recovery, PD levels, default rates, expected loss, …) and compares “your bank” against the distribution of the data pool (minimums, maximums, medians, averages and percentiles). A “box plot analysis” provides richer views of and detailed insight into the data pool and gives each member bank an instant view on how they compare to their peers.      
 

Easy acess to our data 

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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