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2023

• 2024 Data Submission Timeline
• PD & Default Rate Report - North American Real Estate 2023
• PD Report Large Corporates 2023
• Supervisory Approach to Model Review
• GCD Nordic Forum 2023 November Stockholm
• CSRD in a Nutshell
• GCD Amsterdam Conference Materials
• GCD Sovereigns Recovery Rate Report 2023
• GCD Banks Recovery Rate Report 2023
• GCD SME Recovery Rate Report 2023
• GCD Corporates Recovery Rate Report 2023
• GCD CRE Recovery Rate Report 2023
• GCD Aircraft Recovery Rate Report 2023
• GCD Shipping Recovery Rate Report 2023
• Data Quality 2023
• 2023 Data Submission Timeline

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2022

• Release Notes Data Output
• GCD Conference Europe 2022 - All Slides
• Supporting Lending Strategies – A hypothetical use case
• Validation of LGD models using GCD data
• GCD PD & Rating : Capturing the downturn during the pandemic and the current turmoil
• Historical level of Credit Conversion Factor for Trade<br>Finance products distributed by European Banks
• Unresolved LGD Methodology and its application in long-run average calculation
• HSBC : Data for Analytics
• Build and use of an LGD Benchmark Model
• EBA Report on the application of the Infrastructure Supporting Factor (Art 501a CRR)
• LGD and macroeconomic conditions
• Updates from the GCD Methodology Committee Insights into GCD Platforms
• A Regulator’s view on Climate Risk in Pillar I | EBA
• The importance of data in credit risk<br>… and beyond
• Proving Representativeness in your GCD Samples
• Credit line exposure at default modeling using Bayesian mixed effect quantile regression
• Green RWA and the CERM
• Heterogeneities among credit risk parameter distributions
• United Nation Environment Programme Finance Initiative
• GCD LGD Data Collection Automation
• GCD Data in Action
• Opening Remarks and Conference Overview
• September 2022 Newsletter
• GCD Recovery Rate Dashboard Shipping 2022
• PD Report Large Corporates 2022
• GCD SME Dashboard May 2022
• GCD Recovery Rate Dashboard Sovereign May 2022
• GCD Recovery Rate Dashboard Real Estate May 2022
• Appendix_RR Dashboard Real Estate 2022
• GCD Recovery Rate Dashboard Corporates 2022
• GCD Recovery Rate Dashboard Banks & Financial Institutions 2022
• GCD Recovery Rate Dashboard Aircraft 2022
• February 2022 Newsletter
• LGD-EAD Platform Documentation Index (complete set)
• LGD-EAD Platform Data Structure and Validation Guide H1 2022
• LGD EAD Platform User Handbook H1 2022
• LGD EAD Platform Release Notes Data Input H1 2022
• Data Quality 2022
• Benchmarking Jan 2022
• Benchmarking platform: Conversion rates - Clusters
• SAS Macro Validation Rules for the LGD Platform

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2021

• September 2021 Newsletter
• LGD EAD Platform Release Notes Data Output H2 2021
• LGD EAD Platform User Handbook H2 2021
• GCD 2021 Service Offering
• North American GCD Conference - Trade Finance
• North American GCD Conference - Modelling after Covid-19
• North American GCD Conference - Climate Risk Contribution
• North American GCD Conference - GCD Collateral’s Comparable Service
• North American GCD Conference - CRE
• North American GCD Conference - Opening Day 2
• North American GCD Conference - Academic
• North American GCD Conference - Pandemic Recovery
• North American GCD Conference - CRISIL
• North American GCD Conference - Regulatory Perspectives on Third-Party Data
• North American GCD Conference - GCD Data in Action: Member roundtable on GCD data for modelling
• North American GCD Conference - Data Quality (DQ) as an Asset
• North American GCD Conference - Machine Learning in Model Validation
• North American GCD Conference - The state of commercial banking and projections in 2022
• North American GCD Conference - Opening GCD Overview and Conference Program
• Appendix_RR Dashboard Real Estate 2021
• Unresolved Defaults
• GCD Data Quality
• GCD Conference - LGD for Unresolved Defaults
• GCD Recovery Rate Dashboard Real Estate April 2021
• GCD Recovery Rate Dashboard Aircraft April 2021
• GCD Recovery Rate Dashboard Sovereign April 2021
• GCD Recovery Rate Dashboard Banks & Financial Institutions April 2021
• GCD Recovery Rate Dashboard Corporates April 2021
• GCD Recovery Rate Dashboard Shipping April 2021
• GCD Conference - ESG and the Energy Efficiency Financial Institution Group - Dr. Markus Seifert of d-fine
• GCD Conference - Downturn LGD: Profile of Crises Captured by Recoveries Trend
• GCD Conference - Model Benchmarking: A new service from Global Credit Data
• Quantile Neural Networks for LGD Prediction
• GCD Conference - Machine Learning Governance and Applications in Credit Risk - Natalia Bailey of IIF
• GCD Conference - Data Quality as an Asset
• GCD Conference - Recent Academic Research on GCD Data
• GCD Conference - Commitments and CCF under final Basel III Reform by Krishnan Ramadurai of HSBC
• GCD Conference - Collaborative solutions on stress testing and industry analytics
• GCD Conference - Benchmarking Rating Transitions and Obligors
• GCD Conference - Report on a GCD LGD Model Building Exercise - Thomas Aldheimer of FCG
• GCD Conference - Report on a GCD LGD Model building exercise
• GCD Conference - LGD for Unresolved Defaults – How to use it?
• GCD Conference - Using GCD-data to model the Fair Value of illiquid bank loans by Danny Dieleman of ING
• GCD Conference - Tackling Non-Performing Loans in the Aftermath of the Covid-19 Pandemic by Nicolas Willems of the European Commission
• GCD Conference - Opening Remarks and Conference Overview
• Data Quality 2021
• Data submission timelines 2021
• GCD Recovery Rate Dashboard Corporates April 2020
• Data submission timelines 2021

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2020

• Unresolved Defaults LGD Study 2020
• ICC TR 2021 Submission Guideline
• GCD Recovery Rate Dashboard Aircraft October 2020
• GCD Recovery Rate Dashboard Real Estate October 2020
• GCD Recovery Rate Dashboard Shipping October 2020
• Downturn LGD Study 2020
• North American Conference 2020 session slides
• ICC Data submission timelines 2020 -2021
• ICC Data Submission : 2020 Template Change
• Material PD Subcommittee #4/2020
• Material LGD Subcommittee Meeting #4/2020
• GCD North American Conference Agenda
• LGD Subcommittee Meeting #3/2020 - material
• Material PD Subcommittee #3/2020
• Material PD Subcommittee #2/2020
• Methcom material #2/2020
• Identifying economic downturn, estimating downturn LGD, considering the impact of COVID19 on LGD and CCF
• Job Description Member Relation Executive
• LGD Report Large Corporates 2020
• Best practices to address Covid-19 Impacts
• GCD Recovery Rate Dashboard Sovereign April 2020
• GCD Recovery Rate Dashboard Banks & Financial Institutions April 2020
• Toronto Conference Agenda May 2020
• Material PD Subcommittee #1/2020
• Effective Use of Capital Relief Transactions
• Comparison of Traditional Modelling Techniques and Machine Learning for Prediction of LGD by FCG
• Material WG IFRS 9 2019-2020 Kickoff
• Data submission timelines 2020
• Agenda European Conference March 2020
• Information Protection Policy
• Human Resource Policy
• GCD Compliance Policy
• GCD Information Security Procedures

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2019

• WG Trade Finance #1/2019 : Kick Off materials
• Material PD Subcommittee #4/2019
• Material PD Subcommittee #5/2019
• Articles of Association 2019
• Data submission timelines 2019
• PD Benchmarking Report 2019
• Material Australian Conference 2019 (one-zip file)
• CECL variability - How do we tackle the issue (RMA Journal)
• CECL Study 2019: Template - Round 2
• Agenda Australian Conference December 2019
• CCF for Performance Guarantees and Claims – evidence from ICC and GCD
• Material North American Conference October 2019 (one zip file)
• ICC Data Submission : 2019 Template Change
• Export Finance Template
• Export Finance Input struture
• ICC Platform - Submission Portal
• ICC Trade Finance template
• Material WG LGD Reference Model 24/09/2019
• Agenda North American Conference October 2019
• CECL Benchmarking Study Webinar material September 4th, 2019
• IFRS 9 Report 2019
• Material for South African Member Meeting 2019 (one-zip file)
• Material Special WG LGD Reference Model 15/07/2019
• GMM July 2019: Resolution pack
• GMM June 2019: Resolution pack
• Material WG LGD Reference Model 24/06/2019
• Material WG LGD Reference Model 17/06/2019
• Material PD Subcommittee #3/2019
• Material PD Subcommittee #2/2019
• South African Forum 2019 - Agenda
• Material GCD Conference Toronto May 2019 (one zip-file)
• Volatility and pro-cyclicality of IFRS 9 ECL
• IFRS 9 Backtesting
• Statistical Modelling of Default Rates and Loss Given Default
• EAD for Large Corporate: Updates
• Summary recent presentations on EAD
• GCD Partnerships
• GCD Initiative: Compliance Assessment
• GCD: Data quality and Process Enhancements
• Use of GCD Data in IFRS 9 Modelling by Stephen Hudson of Scotiabank
• GCDs IFRS 9 Study
• Creating LGD Reference Models for Large Corporate
• Agenda Canadian Forum May 2019
• Member code to rebuild LGD report 2019
• Agenda - Global Credit Data Canadian Forum
• LGD measurement and modelling of physical collateral lending in private banking
• The business use of Advanced Analytics by RBI
• The latest changes in the LGD database - Standard RDS - Validation rules table - Detailed industry codes
• Creating LGD reference models for LGD
• Bias/ethics in Machine Learning by Natalia Bailey of IIF
• Comparison of machine learning techniques to more traditional modelling approaches by Leonard Fister of Credit Suisse
• Banks’ efforts and readiness on EBA’s default definition by RBI
• Understanding GCD’s Benchmarking Platform for Peer Comparison Studies
• Testing representativeness when using GCD data in LGD modelling by the NWU Centre for Business Mathematics and Informatics
• Modelling exposure at default of credit lines under varying systematic conditions
• Factors that drive the cure of a defaulted company by Christian Lohmann and Thorsten Ohliger of the Schumpeter School of Business and Economics
• Estimating the Probability of Default for No-Default and Low-Default Portfolios by Oliver Blümke of RBI
• Highlights by the GCD Methodology Committee
• Can validation factor-in benchmarking? - Highlights of Unicredit’s new IRB Validation framework by Fausto Bonacina of UniCredit
• Global Trade Finance: Traditional Trade Focus by Orla Duffy of Commonwealth Bank of Australia
• ICC Trade Register - Latest trends and improvements
• EAD modelling for Large Corporate - Exposure at default without conversion factors by Mark Thackham and Jun Ma
• Standardised data for non-performing loans by the team at OSIS
• Validation of IFRS 9 models - Methods, Challenges & Potential Solutions by UniCredit
• LGD Report 2019 (Presentation at European Conference 2019)
• Industry positions on the Basel III-Finalization/ CRR3 rules by the Association for Financial Markets in Europe
• Masterscale and low default portfolio PD calibration by ING
• Forward-Looking LGD for IFRS 9 by Jordan Aissiou of Societe Generale
• IFRS 9 Study: Results 2018 & Outlook to 2019
• Industry positions on the NPL provisioning legislation of the EBA/ECB by the Association for Financial Markets in Europe
• EBA’s review of the IRB approach by Susanne Roehrig of EBA
• Regulatory expectations on the implementation of IFRS 9 and the impact on regulatory capital by Dr. Guido Sopp of Austrian Financial Market Authority
• The CRO’s perspective on the future of risk management - Raiffeisen Bank International (RBI)
• GCD and your Conference at a glance
• LGD Report Large Corporates 2019
• FAQ Document CECL Benchmarking Study
• CECL implementation requires a complex set of choices
• Kick-off material Working Group LGD Reference Model
• CECL Benchmarking Study 2018: Kick-off material
• CECL Study 2019: Template
• Position Description North American Executive
• Agenda European Conference Vienna March 2019
• Job Description Operations Executive
• Material GCD Conference Vienna March 2019 (one zip-file)
• PD & Rating platform Submission guidelines H1/2019
• Benchmarking Platform User guide
• Data Pool Regulations June 2019
• PD & Rating platform Release Notes H1 2020
• PD & Rating platform Testcases H1 2019
• GCD compliance report by FCG

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2018

• Material PD Subcommittee #1/2019
• CECL Survey 2018 (Public Version)
• Material PD Subcommittee #6/2018
• PD Subcommittee material #5/2018
• Material member webinar "GCD in action"
• Corporate EAD Modelling
• LGD - EAD Platform Data Input and Output Structure and Validation H2 2018
• Material GCD Conference New York September 2018 (one zip-file)
• Recent Academic Research and Member Analytics on GCD Data
• GCD Data Insights: Analysis and Visualization by Citi Bank
• Data Quality & Data Security
• Understanding GCD’s Benchmarking Platform: Predicted Credit Risk Parameters
• Future of Machine Learning in Credit Risk by Natalia Bailey and Michael Kueker of IIF
• Pillar 2 Focus Group: Role of Credit Portfolio Models, Loss Contributions, Risk Diversification by Massimo Cutaia of Credit Suisse
• How to use the new US Segment in the GCD LGD & EAD Database
• PD Modelling: a Bayesian Logistic approach – Sovereign Focus by Fausto Molinari
• GCD’s Name & Cluster Benchmarking and PD & Rating Platforms including FRY 14Q alignment
• Commercial Real Estate LGD modelling with GCD data
• Highlights of decisions by the GCD Methodology Committee
• LGD and Peer Comparison Report: Further Analysis for GSIB and US Domestic Banks
• Credit Risk Modeling for Low-Default Portfolios By Arnisa Abazi, Yuriy Goldin, and Bertram Leong from Citi
• LGD Data Submission direction from the LGD Subcommittee
• Sovereign LGD in GCD Data
• Sovereign and Public-Sector Entities LGD by Pedro Solís of Export Development Canada
• Rating Through-the-Cycle: What does the Concept imply for Rating Stability and Accuracy? John Kiff, International Monetary Fund Michael Kisser, Norwegian School of Economics
• CECL Modelling for Real Estate
• LGD Modelling Challenges and Solutions by Yu Wang of Royal Bank of Canada
• Trade Finance and Supply Chain Finance, ICC and GCD Analytics Comparison
• Stressing LGDs in Credit Stress Test Framework
• Enterprise Risk Management and Risk Appetite Processes Leveraging Stress Testing and Benchmarking by FABRICE FIOL of SOCIETE GENERALE
• Banks Commercial Credit Data, Risk Modeling and Validation from a Regulatory Perspective by Irina Barakova of the Office of the Comptroller of the Currency
• Results of the CECL Survey and Outlook to the Benchmarking Project
• Welcome - How to get most out of your membership
• Job Description for Senior Quantitative Analyst Executive September 2018
• GCD NY Conference 2018 Agenda
• Member survey 2018 on EBA guidelines for default definition
• Current Member List
• Invitation North American Conference New York Sept 2018
• Material FG Economic Capital #1/2018
• PD Subcommittee material #4/2018
• GMM June 2018: Resolution pack
• Guidance document for US Segmentation
• Getting the most out of your GCD Membership (Platforms, Working Groups and more)
• Credit Risk modelling experiences by SEB
• EBA’s review of the IRB approach by Dorota Siwek of the EBA
• Non-retail EAD modelling with GCD data by ATIF I. KHAN of Westpac Group
• The EBA Guidelines on PD, LGD and EAD Estimation Q&A
• Understanding GCD’s Benchmarking Platform: Predicted Credit Risk Parameters
• Practical PD Estimation: Calibrating LRA Default Rates & the margin-of-conservatism framework by Anne Kleppe and Markus Seifert of d-fine
• Behind the scenes: Reference Data Set Creation for the LGD Report
• ICC and GCD Trade Finance Analytics Comparisonmmittee
• LGD data submission challenges/LGD Subcommittee
• IFRS 9 Validation – Methods, Challenges & Potential Solutions
• LGD Modelling with GCD data by Letian Zheng of Commonwealth Bank of Australia (CBA)
• Host presentation: A CRO’s perspective on the future of risk management by Magnus Agustsson of SEB
• How to use machine learning techniques in credit risk by Richard Jörnkvist and Robert Andersson of FCG
• Updates from the GCD Methodology Committee & Insights into GCD Platforms
• Multi-year PD Modeling: A solution for the non-Markov behavior of transition matrices by Oliver Blümke of RBI
• IFRS9: Dealing with the volatility of the ECL bu Félix Desfons of Societe Generale
• Panel Basel III Finalisation: The end of modelling or the start of harmonization?
• How to estimate nonlinear effects on PD and LGD by Christian Lohmann of the Schumpeter School of Business and Economics
• Explaining why the correlation of PD and LGD is low in loans with high workout process by Christopher Imanto and Thomas Hartmann-Wendels
• Time Matters: How Default Resolution Times impact Final Loss Rates by Jennifer Betz, Ralf Kellner and Daniel Rösch of Universitat Regensburg
• Sovereign LGD in GCD Data
• Sovereign and Public Sector Entities LGD by Pedro Solís of Export Development Canada (EDC)
• Methodology and Data challenges in measuring LGD/CCF for margin lending (Lombard) by Credit Suisse
• Modell Validation and Governance: How does TRIM affect practical modelling? by Markus Seifert of d-fine
• IFRS9 Benchmarking Study 2017 Results & 2018 Outlook
• Machine Learning on Credit Risk by Natalia Bailey of IIF
• Exploring Validation & Model Risk by Esmé Heikens of Rabobank
• Models for the EBA Stress Test and IFRS9 bu Fredrik Lindberg of ABN•AMRO
• Ship Finance LGD Estimation for deep sea vessels by Philippe Delley of CREDIT SUISSE SERVICES AG
• LGD EAD Platform Release notes (previous versions to H1/2018)
• Template IFRS 9 Benchmarking study H1/2018
• Material LGD Subcommittee Meeting #3/2018
• Reference Data Set Guidelines 2018
• PD Subcommittee material #3/2018
• Summary IFRS 9 Benchmarking study 2017: RMA Journal entry May 2018
• Agenda European Conference Stockholm June 2018
• LGD Report Large Corporates 2018
• Invitation European Conference Stockholm
• PD Subcommittee material #2/2018
• Half-Yearly report February 2018
• GMM Feb 2018: Resolution pack
• Methcom material #2/2018
• Material BP Subcommittee #2/2018
• Minutes WG IFRS 9 #1/2018
• Procedure for hiring of service providers to support working groups Dec 2017
• Methcom material #1/2018
• Material BP Subcommittee #1/2018
• Benchmarking platform: Guidance for submission on portal
• Benchmarking platform: Example files
• Charter Methcom Subcommittee "Benchmarking platform"
• Charter Methcom Subcommittee "LGD & EAD platform"
• Charter Methcom Subcommittee "PD & Rating platform"
• LGD EAD Platform Data Output Structure H1 2018
• LGD EAD Platform Data Input Structure H2 2018
• LGD EAD Platform Documentation Index H2 2018 (complete set)
• Academic Research Approval Procedure Dec 2018

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2017

• Topics in Credit Risk Model Validation / Model Risk by Mark Rubtsov of Nordea Copy
• Material ARC #1/2017 academic research committee meeting
• Material ARC #5/2017 academic research committee meeting
• material ARC #3/2017 academic research committee meeting
• material ARC #6/2017 academic research committee meeting
• Data quality guidelines 2017
• material ARC #4/2017 academic research committee meeting
• Summary IFRS 9 Benchmarking Study 2017 (Large Corporates)
• Board Travel Policy Dec 2017
• GCD Executive and Consultant Travel Policy Dec 2017
• Validation procedure: From Finding to Advice by Pieter Wildeman of Rabobank
• Sources of Uncertainty in Credit Risk Estimates by Geoffrey McPherson of Commonwealth Bank of Australia
• New Credit Risk Model Validation Framework by Valeria Bassett and Fausto Bonacina of UniCredit
• PD Subcommittee material #8/2017
• Material LGD Subcommittee #11/2017
• Downturn LGD Study 2017
• Material LGD Subcommittee #10/2017
• PD Subcommittee material #7/2017
• Variety of methodologies used in IFRS 9 impairment modelling
• Measuring Pit-ness in a rating system: Test of 4 Pitness measure using GCD data
• Model Risk Management Framework by NIBC
• Methcom material #10/2017
• Validation from a point of view of a second line of defense by Societe Generale
• Material BP Subcommittee #2/2017
• Summary BCBS TFP Meeting Oct 10th 2017
• Material BP Subcommittee #1/2017
• Material LGD Subcommittee #9/2017
• Material LGD Subcommittee #8/2017
• Benchmarking platfrom: Data Output Structure - Names
• Benchmarking platform: Data Output Structure - Clusters
• How to get the most out of your GCD Membership (Platforms, Working Groups and more)
• Modelling of Contingent Liabilities based on GCD data by Massimo Cutaia of Credit Suisse
• Regulator Update on Credit Risk Modelling by Harini Parthasarathy of the Office of the Comptroller of the Currency
• Structural Differences Between External and Internal Default Rates, Migration Matrices and PITness
• How to assess the Philosophy of your Rating Systems: (Degree of PITness)
• What we have learned from IFRS 9 Implementation and How it can be applied to CECL
• Validation Tools, Tests and Analyses
• Insights from GCD’s Wholesale Rating Models Survey
• Data Workshop: Reference Data Set Creation
• Reviewing the Definition of Default under CECL
• Data Quality and Usability Discussion of GCD Data
• How Banks can Leverage Credit Data to Improve Business by McKinsey
• Updates from the GCD Methodology Committee & Insights into GCD Platforms
• The GCD Benchmarking Platform: Results of the first Data Collection
• LGD Estimates in Economic Scenarios by Jon Frye
• Practical Examples using GCD data by Members Commercial Real Estate- The LGD/LTV Enigma
• What variables could be used in PD Cluster Analysis of SME/Mid Market Portfolios?
• Constructing the PD Term Structure for CECL and CCAR by Markus Seifert of d-fine
• The Changing Regulatory Environment - What can you expect? by Brad Carr and Natalia Bailey of IIF
• CECL Implementation - Starting from capital models, Stress Models or Accounting Models?
• Is Risk Data of High Enough Quality for Accounting Data under CECL?
• Modelling LGD using Machine-Learning Techniques. How to use GCD data to Enrich your Model by PNC
• Blockchain – What is Blockchain and how can it be used for Syndicated Loans, in Bank’s Data Collection? by Synaps Loans
• Methcom material #9/2017
• Assessing the accuracy of Default Probabilities per rating grade while taking into account sensitivity to time by ING
• PD Subcommittee material #6/2017
• Material LGD Subcommittee #8/2017
• Methcom material #8/2017
• Material for South African Member Meeting 2017
• GMM June 2017: Minutes
• GMM June 2017: Resolution pack
• Annual Report to the GMM 2017
• Methcom material #7/2017
• PD Subcommittee material #5/2017
• Material LGD Subcommittee #7/2017
• Template IFRS 9 Benchmarking study 2017
• Final guidelines IFRS 9 Benchmarking Study 2017
• Opening Remarks: How to get the most out of your GCD membership
• PD Validation: A comparison of different methodologies
• JP Morgan's data mapping engine: Automation of LGD, ODF and Benchmarking submissions by Caroline Gautier and Tim Benschop of J.P.Morgan and OSIS
• The GCD Benchmarking Platform: Results of the first data collection
• Benchmarking and Backtesting of IFRS9 Models
• Understanding GCD’s Benchmarking Platform
• Model risk by JG Albigot of Societe Generale
• Use of models in business – one model for all uses?
• Reference Data Set Creation and Data Quality
• Validation Tools, Tests and Analyses by Arturo Ormeño of Credit Suisse
• How to assess the philosophy of your rating systems: (degree of pitness) by Natalia Bailey, IIF
• LGD Calculation for Unresolved Loans by Societe Generale
• Strategic collaboration with ICC for Loss Data in Trade Finance
• Get more from your data with machine learning by s-fine
• Updates from the GCD Methodology Committee & Insights into the LGD Database
• LGD for Sovereigns by Vedrin Šahović of KFW
• Downturn LGD – A new look at an old problem using new data
• Panel Discussion: Is TRIM really just an early implementation of Basel IV?
• "Systematic Effects among LGDs – Implications on Downturn Estimation" by Jennifer Betz, Ralf Kellner, and Daniel Rösch
• Commercial Real Estate: Analytics on GCD Database
• Shipping Finance: Analytics on GCD database
• Project Finance: Analytics on GCD Database
• Structural differences between external and internal migration matrices
• Constructing PD Term Structure by Philipp Gerhold of d-fine
• How to include unresolved defaults in your LGD calculation? By AIB
• Regulatory update
• Use of GCD data in IFRS9 LGD modelling
• Methcom material #6/2017
• Survey Kick-off in the working group Validation
• An IFRS 9 Validation Framework for Wholesale Models by Markus Haverkamp of ANZ
• Shipping Finance LGD Study 2017
• Material LGD Subcommittee #6/2017
• Modelling "life-time" of revolving facilities by DEREK J. MANUGE
• PD Subcommittee material #4/2017
• Methcom material #5/2017
• Validation Framework for Provisioning Models under IFRS 9 by Markus Haverkamp of ANZ
• Material LGD Subcommittee #5/2017
• Material for Nordic Roundtable March 2017
• Methcom material #4/2017
• WG ODF material #3/2017
• Material LGD Subcommittee #4/2017
• Validation of LGD models by Valerija Busel of Danske Bank
• LGD EAD Platform Release Notes Data Output H1 2018
• Commercial Rediscount LGD Validation by Alexey Smurov and Soumen Pradhan
• WG ODF material #2/2017
• Material LGD Subcommittee #3/2017
• Topics in Credit Risk Model Validation / Model Risk by Mark Rubtsov of Nordea
• LGD Validation for non-performing loans by Vedrin Šahović of KFW
• Material LGD Subcommittee #2/2017
• WG ODF material #1/2017
• Material LGD Subcommittee #1/2017
• Material PD Subcommittee #1/2018
• Methcom material #1/2017
• IP whitelist procedure 2017
• Roles for delegates of Members 2017
• Introduction to Validation and Validation WG

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2016

• Material ARC #3/2016 academic research committee meeting
• material ARC #2/2016 academic research committee meeting
• GMM December 2016: Resolution pack
• Half-Yearly report June 2016
• GCD Interim Activity Report Dec 2016
• GMM Dec 2016: Minutes
• Welcome by the host
• CECL/IFRS9 LGD/EAD Model Development
• Challenges to AIRB
• Commercial Real Estate from GCD Data
• Database Review - Segmentation Project, Industry Codes (i.e. Oil)
• Developing Sound PD Estimates for CCEL, CCAR and IFRS9 by Gaurav Chawla of Z-Risk Engine
• Using GCD Data: EAD for Undrawn Lines
• Understanding LGD/EAD Data Input and Output Structure
• How to get most out of your GCD membership
• IFRS9 - Is time to default relevant for LGD - Implications on our data collections
• Insights into the LGD Database, Data Quality and Redline Reports
• Single Name Benchmarking and Clustering New Data Pools by Jimmi Brink & Fred Beauvais of FCG
• Lifetime Expected Loss: Mastering The Challenge Using GCD's New PD ODF Data Pool by Markus Seifert of d-fine
• Member Feedback on GCD's Data Templates
• Multi Year PDs for CCAR Modelling
• Understanding PD/ODF, Transition Matrices Data Input and Output and Modelling
• GCDs_new_PD_ODF_Datapool
• Updates from the GCD Methodology Committee
• Use of GCD data to justify LGD segments by Yang Liu of Scotiabank
• Validation of IFRS9 Models
• WG ODF material #9/2016
• AIRB Wholesale Model Validation Tests and Challenges by ANZ
• Credit Risk Validation in UniCredit Bank Austria AG
• Pitfalls of Rating (PD) Model Validation and how to avoid them
• Discount Rates for LGD modelling 2016
• LGD EAD Platform Project Finance Guidance August 2016
• GMM June 2016: Resolution pack
• GMM June 2016: Minutes
• GCD Credit Card Procedures July 2016
• WG ODF material #7/2016
• Insights in the ODF Database after the last submission
• New project - Segmentation Project by Fred Beauvais Riëtte Dijkstra
• Is TtD relevant for LGD - implications for our data collections
• Modelling and Benchmarking PD, LGD and EAD using GCD data
• Modelling LGD - EaD for IFRS9 - CECL with GCD data
• New focus group - data science and innovation by Bastiaan Bubberman
• New focus group - Using GCD for validation
• New project - Single name benchmarking
• Opening of the Conference
• General Meeting 2016 - Governance
• Presentation of the 'Discount Rate' Whitepaper
• Risk drivers of multi-year LGD vs 1 year LGD
• The usage of PD - ODF data and transition matrices in modelling
• Understanding Data Input, Output and RDS Creation
• Update from the MethCom - give-to-get rules and changes to the data return
• Whitepaper BCBS 362 - regulatory capital impact and industry response
• GCD's new member website status
• Adjusting TTC parameters to PIT parameters
• Advanced developments in the default data collection process and tooling by Mine Sim Yücel of Rabobank
• Assessing the appropriate level of conservatism for IFRS9 - CECL
• Benchmarking TTR - Is Recovery Time Comparable Between Banks
• Capital for defaulted loans
• Insights in the LGD Database after the last submission
• Dealing with Time Bias
• Downturn unsecured LGD
• EAD for Undrawn Lines
• GCD's New Comprehensive Approach to Banks' PD Needs
• Coming IRB framework changes and effects on banks
• Kick-off Working Group Validation
• Benchmarking TTR - Is Recovery Time Comparable Between Banks
• Benchmarking LGD and EAD
• Assessing the appropriate level of conservatism for IFRS9-CECL
• Sovereigns and Municipalities
• Segmentation Strategies
• Review of Recent European Member Presentations
• Review of expected changes to the Basel capital rules by Matthew L. Ekberg of IIF
• Report, Analytics and new deliverables on the LGD Database
• Presentation of the 'Discount Rate' Whitepaper
• PD Accuracy Ratings and Transition Matrices
• Panel - Organizing around Expected Loss - Data and Modelling Challenges
• CCAR Whitepaper presentation by Fred Pergola of UBS
• Commercial Real Estate Discussion Group by Steve Bennett
• Conference Theme
• Dealing with Time Bias
• GCD analytics to support Member and Industry discussions with Regulators
• GCD's New Comprehensive Approach to Banks' PD Needs
• Introduction
• Margin Period of Risk by Steven Hunter of UBS
• Understanding Data Input, Output and RDS Creation
• Update of GCD Working Groups on IFRS9 and CECL
• Using GCD for Validation by Iain Maclachlan of ANZ Bank
• What do we know about EAD
• Oil Loans and the GCD Database
• WG ODF material #6/2015: Various topics

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2015

• GMM July 2015: Minutes
• Stage allocation process IFRS 9 by Desjardins
• Life Time PD Estimation Methods for IFRS 9 by Marlene Wickenhauser of UniCredit
• Modelling stage allocation under IFRS 9 by Carrie Chai of Scotiabank
• Lifetime Probability of Default Modelling for IFRS‐9
• Modelling options for life-time PD under IFRS 9 by Rabobank
• Life-time PD modelling by Rolf Duerr of Credit Suisse
• Probability of Default Modelling for IFRS 9
• Modelling 1-year PIT forward-looking PD by Rabobank
• Kick-off WG IFRS 9 / CECL impairment models
• Half-Yearly Report Dec 2015
• GMM Dec 2015: Resolution pack
• GMM Dec 2015: Minutes
• 3-year plan and budget
• AFME's work on RWAs by Jacqueline Mills
• Analytics opening by Methcom chair
• Asset Backed Lending, Equipment Finance, Derivatives and Private Banking
• CCAR
• Data quality
• Data quality initiatives
• Discount rate - presentation of whitepaper
• IIF Presentation by Brad Carr
• Model Benchmarking & Industry Groups
• Modellers club
• Modelling LGD with GCD data by Dat Tran of CBA
• LGD Corporate Exposures by Bojidar Ignatov and Tim Jokhorst of NIBC
• ODF and PD - Migration matrix
• Opening
• Panel discussion - Future of IRB
• Presentation of IFRS 9 working group
• Report, Analytics and new deliverables on the LGD Database
• RMG analytics presentation
• Stress testing - work to date and planning
• 'The Big Issues' plenary session
• Trade & Commodity Finance
• Update and overview of working groups
• Update on new 'segmentation fields'
• Variable Time Horizon (VTH) methodology for CCF calculations
• GMM July 2015: Presentation
• GMM June 2015: Resolution pack
• GMM June 2015: Minutes
• Half-Yearly Report June 2015
• Advanced LGD modelling - Dealing with time bias
• Advanced LGD modelling - Multivariate modelling
• Asset Classes - Commercial Real Estate
• Asset Classes - Sovereigns and Municipalities
• Asset Classes - Trade and Commodity Finance and the ICC
• Beyond Regulatory Capital - IFRS9 Preparation (Provisioning)
• Beyond Regulatory Capital - Model Benchmarking and industry groups
• Beyond Regulatory Capital - Stress Testing
• Data Focus - Data Quality
• Data Focus - Default recognition methods and systems
• Data Focus - Discount rates for all usage
• Data Focus - Improving data quality and scoring
• Data Focus - ODF and PD
• Data Use - LGD-EAD Driver Selection
• Differences between Secured and Unsecured transactions in the LGD - EAD database
• Governance - Financials_2015
• Governance - Main activities 2015
• Homogeneity in LC Dataset paper by Fred Beauvais
• Discussion on Data Quality
• Low Default Portfolios - Banks and financial intermediaries
• Low Default Portfolios - Project Finance
• Methcom opening remarks, progress and activities in the last 6 months
• Methodological challenges in implementing IFRS9 impairment standards by Wolfgang Reitgruber
• Modelling PD and LGD Term Structures by d-fine
• Presentation of the OSIS Tableau Tool
• Regulatory updates
• Report on the LGD Database after the last submission
• Special Products - Asset Backed Lending and Equipment Financing
• Special Products - Derivatives and Private Banking
• Special Products - Segmentation by business line
• Transaction focus - EAD methods for undrawn lines
• Transaction focus - Modelling trade finance
• Understanding Data Input, Output and RDS Creation
• Update from working groups
• Bank Austria – Company Profile
• What drives the TtR of Defaulted Bank Loans by Jennifer Betz, Ralf Kellner, and Daniel Rösch of Universität Regensburg
• WG ODF material #2/2015: Calculation of migration matrices
• WG ODF material #3/2015: Calculation of migration matrices / default rates
• WG ODF material #4/2015: Calculation of migration matrices / default rates
• WG ODF material #5/2015: Various topics
• Commerical Real Estate discussion group
• Cure rates and LGD
• Discussion group introduction and Stress Testing group
• Global Credit Data - Current Status and Future Direction
• How GCD is helping members debate and adapt to regulatory changes
• Introduction to the LGD Data model and RDS Creation
• LGD analysis toolkit by OSIS
• LGD and EAD drivers
• LGD and EAD modelling
• Members' report on Pre-working groups
• New FASB (CECL) Requirements for Loan Loss Accounting Using Expected Loss
• Opening Slides
• Panel - Members' perspectives of the benefits of GCD
• Report on the LGD Database
• Results from the CRE Working Group
• Stress testing discussion group
• Stress Testing with LGD
• CRE overview
• Cure rates and LGD
• Downturn LGD overview
• How banks use GCD
• Model benchmarking
• CCAR Focus Group report
• Common Practices in Modeling Commercial Real Estate LGD
• Homogeneity in the Large Corporates Unsecured LGD
• Procedure for setting up focus groups 2015
• IIF LGD survey results
• Introduction and GMM information
• Model Benchmarking Working Group report
• Regulatory views on models developed using PECDC Data
• Secured vs unsecured, why don't we see much differentiation
• Typical TDLGD methodologies applied using PECDC Data
• Volumetrics of the PECDC Database
• Working group update - Commercial Real Estate
• Working group update - New working groups
• Working group update - Pre-working groups update
• Working group update - Trade and Commodities Finance

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2014

• Articles of Association 2014
• GMM Dec 2014: Resolution pack
• GMM Dec 2014: Minutes
• GMM Dec 2014: Resolution pack
• Workout LGD in practice
• A-IRB and Regulator discussions on internal modelling framework
• Analysis of European Stress Test results 2014
• Analytics opening by Methcom chair
• CRE working group report
• Cyclicality in Losses on Bank Loans
• History of PECDC
• Host bank welcome
• IIF RWA impact analysis
• Introduction to the LGD Data model and RDS Creation
• Introduction to the SAS tool
• LGD data quality review
• Modellers club
• Use of PECDC Data
• Usage of PECDC data for scenario based stresstesting
• Trade and commodity finance and ODF working groups update
• Session closure and summary
• Pre-working groups update
• PECDC Database Volumetrics and Analysis
• Opening
• New working groups
• New data agent contract and board elections
• Model Benchmarking WG report
• GMM June 2014: Minutes
• Welcome by Natixis
• Update on progress in carrying out global marketing strategy
• Treasurer's report_2014
• Trade Finance data collection discussions with ICC
• Trade and commodity finance WG update
• Stress testing with current and future ODF database with OSIS
• Report on Academic research planned and in progress
• Member case study - Using PECDC data for Trade Finance EAD
• Project Finance final WG report
• PECDC statutory document issues
• Modellers' club
• Opening and guest welcome
• Academic study report on Bank Loan LGD using PECDC data
• Analytics opening by Methcom chair
• Banks and counterparty risk in financial markets WG update
• Closure and announcement of next meeting
• Commercial Real Estate WG startup report
• Data submission report
• Default (ODF) data submissions process
• Election of board members
• ICC and Trade Register
• 'Is there life after collateral' - residual LGD for large corp
• LGD Data model changes in planning
• LGD data quality review
• Model benchmarking WG discussions and plans
• A Basic introduction to the PECDC LGD Data model
• Workshop - discussion group on driver and modelling options selection
• Host bank welcome
• Initiative - Derivative credit exposure
• Initiative - Method surveys
• Initiative - PD-ODF and Transition Matrix
• Initiative - Trade Finance and Commodities
• Insights on CRE from PECDC database
• LGD at Citibank
• Model benchmarking - Sources of variance among banks
• Opening Slides
• Panel - Ideas to modify PECDC data structure to meet NA needs
• Round table discussion groups introduction
• Using the PECDC database to improve the CCAR process
• Workshop - PECDC Data Requirements
• Workshop - LGD Data model user guide December 2013
• PECDC's Project Finance LGD study 2014 (detailed, for members only)
• PECDC's Project Finance LGD study 2014

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2013

• GMM Dec 2013: Minutes
• GMM Dec 2013: Resolution pack
• Model Benchmarking working group report
• Capgemini Fall Submission Figures & Lesson learned
• Analytics opening by Methcom chair
• Credit Loss Database case study
• Database volumetrics changes
• Downturn LGD working group report
• EAD Models for Overdrafts and Commitments
• Election of board members
• Expected Loss and Impact of Risk
• External reports proposals
• Host bank welcome
• LGD Data Model propsed changes
• LGD Method Survey Final Report
• Loan recovery determinants
• Opening slides
• Overall marketing report
• PECDC Database Volumetrics and Analysis
• Project Finance data quality changes
• Project Finance loss data
• Project Finance working group report
• Round table discussion groups introductions
• Trade and commodity finance and ODF working groups update
• Treasurer's report
• Using PECDC Pooled Data to develop an LGD Model for Shipping
• GMM June 2013: Resolution pack
• Treasurer's report
• Stress Testing Credit Risk and LGD
• Analytics opening by Methcom chair
• Base analytics package development
• Closure of the Data Agent Transfer project
• Combining Pooled Data with Expert Opinion
• Data quality and definitions
• Data quality scoring system
• Downturn LGD working group report
• Election of board members
• Items for discussion
• LGD for defaulted customers
• LGD methods survey results
• Market and Counterparty Risk overview
• GMM June 2013: Minutes
• Model Benchmarking working group report
• New working groups
• North American marketing report
• Opening
• Overall marketing report
• PD and ODF analytics and developments
• PECDC Default Rate Study 2013
• PECDC Downturn LGD study 2013

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2012

• ICC Trade Register 2022
• GMM Dec 2012: Resolution pack
• Comments on new portal
• Comments on Volumetric report
• Data pooling proposal - RWA Consistency EBA-SIGBB format
• Determination of Exposure at Default
• Downturn LGD working group report
• General Meeting day
• Large Corp LGD modelling using PECDC data
• LGD Discount Rate Discussion
• GMM Dec 2012: Minutes
• ODF Working group report
• PD-ODF data pool collection issues handout
• PD-ODF data pool collection issues presentation
• Project Finance working group report
• Relating LGD for Bank Loans to the State of the World presentation
• Treasurer's report
• Volumetrics of the PECDC Database
• GMM June 2012: Minutes
• GMM June 2012: Resolution pack
• PECDC current projects
• 2013 Business Plan
• Analytics opening
• Data agent transition update
• Data pool overview
• Data quality review
• Definition of a default presentation
• ODF data summary
• ODF WG draft analysis
• Welcome slides and annual report
• PECDC fees, data pools and consultants
• PECDC Scoring System - comparison of scoring results
• PremieRe SEB preliminary portfolio analysis results
• Presentation on better usage of PECDC Data
• Project finance ringfenced LGD
• GMM June 2016: Resolutions pack
• Swedbank presentation

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2024

• Release Notes previous versions
• LGD EAD Platform Release Notes Data Input H1 2024
• LGD EAD Platform Example files H1 2024
• LGD EAD Platform User Handbook H1 2024
• LGD-EAD Platform Data Structure and Validation Guide H1 2024
• LGD-EAD Platform Documentation Index
• PD & Rating platform Data Input Structure H1 2024
• PD & Rating platform Documentation FAQ H1 2024
• Benchmarking Platform - Release Notes - Input
• Benchmarking platform: Complete set of documentation
• Benchmarking platform: Central Counterparty Name List
• Benchmarking platform: Data input structure

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