- 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.
Webinar on CECL methodological survey 2018
June 21, 2018 @ 5:00 pm - 6:00 pm UTC+1
At the moment, GCD is running a CECL Methodology survey sponsored by Global Credit Data, the IIF and Accenture. The survey is intended to provide comparative information on bank’s planned methodologies for implementation of CECL. The questions are focused on credit data and modeling for the C&I CRE and Consumer portfolios. We plan to follow the survey with a benchmarking exercise to commence in the early fall.
We expect to provide a summary report and analysis to participants by mid-August. In addition, the anonymized data can be made available so that banks can conduct their own analysis.
The survey was designed to be completed in less than 40 minutes. Respondents will be able to choose from a menu of methodologies. We received substantial input by leading practitioners to ensure that questions where relevant and methodology choices comprehensive. The deadline for completion of the survey is July 31, 2018
To participate, please use this link: https://www.globalcreditdata.com/lms/index.php/183655?newtest=Y
We also hold a webinar to review the survey and answer any of your questions. The meeting details are as follows:
Date: Thursday, June 21 at 1100 am EST
Meeting number: 950 110 775
Password: CECL
The link to the meeting: https://pecdc.webex.com/pecdc/j.php?MTID=ma512b38fe3d9c616b9681fcab9953250
Join by phone
+1 631 267 4890 USA/Canada toll
+31 20794 7996 Netherlands toll
Access code: 950 110 775
Contact person:
Location:
Webex call