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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.

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.

Access the Library

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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Impressions from our North American Conference New York 2018

Global Credit Data thanks all presenters, organizers and participants for another great conference in New York, with Citibank being an exceptional host.

TOP SPEAKERS:

Irina Barakova, OCC: Banks Commercial Credit Data, Risk Modeling and Validation from a Regulatory Perspective

Panel “Future of Banks Modelling Efforts for Harmonization in US, North America and the World” with Pubudu Premawardena (Scotiabank), Michael El-Hadj (JP Morgan), Sanjay Gupta (PNC), Robert Cangemi (Citibank) and Richard Crecel (GCD)

Fabrice Fiol, Société Générale: Enterprise Risk Management and Risk Appetite Processes Leveraging Stress Testing and Benchmarking

Pubudu Premawardena, Scotiabank: Commercial Real Estate LGD modelling with GCD data

FURTHER IMPRESSIONS:

Our New York Conferene proofed a smoothless transition between former Executive Director Philip Winckle (right) and new Executive Director Richard Crecel (left)

One of the many highlights: “Peer discussion sessions” where credit risk specialists of the various participating banks share knowledge and discuss openly the latest developments