- About GCD
- Data Pooling: PD & LGD
- Library: Research & Publications
- Utility: Analytics & Products
- Services: Benchmarking
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).
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.
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.
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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Business Use Cases of GCD data: Valuation of Non-Performing Loans (Part 2)
July 3, 2020 @ 3:00 pm - 4:00 pm UTC+1
After a successfull first part on June 12th, 2020 (recording available), we continue with the series of webinars on the business usage of GCD data:
Valuing NPL is the base for portfolio and capital management and requires to project ultimate recoveries using the best available data. The volume of legacy NPL on banks’ balance sheets will be augmented sensitively by the potentially hard recession that may result from the covid19 pandemic.
Burkhard Heppe from NPL Markets and Richard Crecel from Global Credit Data will zoom into a real live example on using GCD data in the NPL transaction market.
Please register here to get further information (material & recording).
Agenda:
1. Data and valuation expertise from Global Credit Data & NPL Markets
2. Covid-19 update and impact on bank loans
3. Valuation of illiquid corporate loans using GCD data
4. Challenges for performing and non-performing loans
5. A framework for valuing loans during a crisis
Login information:
Meeting URL: https://globalcreditdata.zoom.us/j/97552388808
Meeting ID: 975 5238 8808
International call-in numbers: Click here