GCD Covid-19 Crisis Benchmarking

The global efforts to limit the spread of Covid-19 have had a profound effect on the world economy. Credit risks associated with the Covid-19 pandemic are yet to be fully understood.

To support the industry, GCD's member banks have put together a running list of named obligors.

  • Monthly update of risk estimates (PD and LGD), submitted by participating banks to GCD 
  • Confidential and anonymized return back to participating banks 

The goal: Understand how critical industries and obligors respond to the Covid-19 pandemic, ahead of the game.    

Contact Nate Royal and / or Hale Tatar if you have any questions. 

Just in!  Results from our first Crisis Benchmarking Returns: 

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Key facts of the Crisis Benchmarking:

  • Geographically (70+ countries already represented)
  • By Asset Class (Large Corporates, Sovereigns & Central Banks, Banks and Financial Institutions)
  • Across Various Industries (NAICS and NACE), with a focus on Covid-19 impacted industries

In a nutshell: 

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