- 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.
- This event has passed.
Canadian Forum Toronto May 2019
May 17, 2019 @ 8:00 am UTC+1
Venue: Scotiabank Centre, 40 King Street W, 2nd Floor, Toronto, ON
Agenda is available here.
Global Credit Data’s Canadian Forum will be hosted by Scotiabank in downtown Toronto.
In this 1-day event, there will be presentations on different approaches on how to deal with the challenges credit risk modelling is currently facing when it comes to modelling LGD, EaD and PD for various purposes within a bank. Participants will also have the chance to see presentations on the GCD data and engage in our round table discussion sessions.
Few highlighted topics that will be part of the event:
Risk data
Modelling
IFRS9
Benchmarking
Round table discussions
Bank presentations on how they use GCD data
This event is for members only as well as based on invitations sent out to dedicated specialists from the industry. Please contact us for any inquiries.
Registration process:
Employees working for a GCD member bank:
Please login to our member website and click here to register. If you do not have an account yet, please create an account first.
Non-members:
Please register here. GCD will come back to you with a confirmation of your attendance.
Contact person:
Location:
Toronto