Data Pools

    GCD is operating three worldwide datapools that offer our members an objective benchmark for their internal model parameter. Our members profit from instant access to more than 15 years of data, accompanied by high level analytics and benchmarking reports.  

     

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    Our data is used for

    GCD data is detailed enough to develop or enhance internal LGD models or for validation, calibration or benchmarking. These models can be used to support the

    • Internal Ratings-Based approach (IRB),
    • to fulfil the credit provisioning standards IFRS9 or CECL,
    • for stress testing and also
    • for economic capital and pricing.
       

    Contact us

     

     

    What members say

     

    " GCD helped us confirm the reliability of estimates used in some of our regulatory capital models, and challenge the relevance of the underlying model structures and segmentations 
    (Societe Generale)
        
     

        "Only thanks to the wealth of data and information that we can get from GCD we were able to identify macroeconomic relationships to credit portfolio evolutions to build robust IFRS9 models"  (Credit Suisse)