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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. 

PRESS RELEASE - April 24, 2020 

Global Credit Data has released today the Recovery Rate Dashboards for Corporates, Banks and Sovereign defaults. They provide an instant insight into observed recovery levels and other key benchmarks for various exposure classes, industry sectors and collateral types. 

 

Click here to access the GCD Recovery Rate Dashboards. 
 

As banks are adjusting their pandemic stress-tests GCD stands ready to run relevant drill-downs and analytics through the data to provide any insights that could help the industry. 

PRESS RELEASE – December 19th, 2019

Global Credit Data’s PD benchmarking report shows that bank default ratios for global corporate debt have dropped from 1.12% to 0.73% since 2016. On the face of it, this is good news, but could it be masking a corporate debt bubble? 

 

 

 

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