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 Largest European Conference

by | Jun 27, 2017 | Uncategorized

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  7. GCD’s Largest European Conference

GCD member delegates and guests were hosted by member bank KFW in Frankfurt this week for our largest ever European conference.

In a mix of plenary and discussion sessions, banks, academics and executives shared methodology and results for using data to improve credit risk measurement and management.

 

 

Hot topics included:

  • PD model validation techniques
  • model risk and TRIM
  • LGD calculation for unresolved loans
  • GCD’s new benchmarking data collection
  • using machine learning techniques
  • contrasting external and internal migration matrices

GCD’s next member conference will be in South Africa in July, followed by New York in September