Banks recover 75% of defaulted debt owed by large corporate borrowers, finds new Global Credit Data report
Global Credit Data has released its LGD Report 2018
|Agenda European Conference Stockholm June 2018||17 April 2018|
|LGD Report Large Corporates 2018||09 April 2018|
|Invitation European Conference Stockholm||07 March 2018|
|Summary IFRS 9 Benchmarking Study 2017 (Large Corporates)||23 January 2018|
|Downturn LGD Study 2017||01 December 2017|
|Variety of methodologies used in IFRS 9 impairment modelling||31 October 2017|
|Measuring Pit-ness in a rating system: Test of 4 Pitness measure using GCD data||30 October 2017|
|Practical Examples using GCD data by Members Commercial Real Estate- The LGD/LTV Enigma||27 September 2017|
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Members range from global universal banks to specialised and regional institutions, all following Basel definitions.
Members share data for benchmarking their LGD, EAD and PD models on a "give to get" basis
Member banks get together to study areas of common interest, e.g. Downturn LGD, Trade Finance and IFRS 9 / CECL impairment modelling.
Data Analysis & Library
Anonymised and controlled raw data is returned to member banks for their own use and analysis. GCD members have access to the library, which includes also a vast amount of analytics on the data.