PRESS RELEASE - December 1, 2020

Latest report from Global Credit Data highlights need for unresolved defaults to be incorporated into modelling process


The D/U ratio is calculated as the count of rating downgrades over the count of rating upgrades for a lender during a specific period. It captures the assessment of banks’ risk profile, as they assess it with their internal ratings. As such, it is a forward-looking view on banks’ projections of the crisis.

PRESS RELEASE - October 22, 2020

Latest report from Global Credit Data analyses the impact of economic downturns on loss given default

Results show that banks can weather the negative downturn effect by adapting their workout strategies

Newsletter of the Global Credit Data Consortium


Risk Modeling is more important than ever: Find out what your peers are doing

The world is facing an uncertain time. Economic growth and/or recovery rates are uncertain, default rates are uncertain and the rate of credit losses on those defaults is uncertain.

Even the right way to model these risks is not certain.

PRESS RELEASE - June 2, 2020

Global Credit Data releases extensive analytics on loss given default, including the first complete account of losses from the 2008 financial crisis.