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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.

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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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GCD’s committees, working groups & focus groups

Members’ needs for discussion of best practice in data, modelling and risk measurement is well served by ad hoc working groups.

Often the key benefit of these groups is the discussion and cross information about best practices, while some will also produce an output paper. 

GroupShort descriptionChairmanContact person at GCD
Academic Research CommitteeThis committee oversees, reviews and approves academic research on GCD data.Farhang Farazmand (Citi)Nina Brumma
Economic Capital and Pillar 2 *WG on pause*Focus Group to discuss and share knowledge on best practices on “Bank-internal Economic Risk and Performance Measurement within Basel 2 – Pillar 2”Robbin Tops & Raphael Keller (UBS)Richard Crecel
METHCOMThe Methodology Committee is responsible for all methodological matters in relation to the Data PoolsStephan Jortzik (ANZ)Nunzia Rainone
Methcom Subcommittee “LGD & EAD platform”Methcom subcommittee to discuss the further development of the “LGD & EAD platform”Clemens Mesterom (NIBC)Erik Rustenburg, Nunzia Rainone
Methcom Subcommittee “PD & Rating platform”Methcom subcommittee to discuss the further development of the “PD & Rating platform”Guido Caprioglio (JP Morgan)Olivier Plaetevoet
Methcom Subcommittee Benchmarking platformMethcom subcommittee to discuss the further development of the “GCD Benchmarking platform”Ken Dubien (Scotiabank)Hale Tatar
WG IFRS 9 / CECL impairment models *WG on pause*Knowledge exchange & discussions on modelling approaches for impairments based on (life-time) expected lossestbdDaniela Thakkar
WG LGD Reference Model *WG on pause*This working group is set-up to develop a reference model / challenger model to be built on GCD data.Patrik Gunnarsson (SEB) / Stephan Jortzik (ANZ) / Michael Jacobs (PNC)Olivier Plaetevoet
WG Support for ComplianceWorking Group setup to define additional activities to support members in their compliance worktbdOlivier Plaetevoet
WG Trade Finance *WG on pause*Working Group to discuss and share knowledge on Trade Finance data usabilityOrla Duffy (CBA)Michael Dhaenens
WG Validation *WG on pause*Working Group to discuss and share knowledge on best practices in validating credit risk modelstbdNina Brumma