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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Industry contributions

GCD uses its unique data and methodology knowledge to provide independent factual analyses of credit risk in the finance industry.  

Global Credit Data works jointly with industry groups such as The Institute of International Finance (IIF), International Chamber of Commerce (ICC) and The Association for Financial Markets in Europe (AFME) to help its member banks discuss regulatory topics with regulators and management.  At the request of its members, GCD has also been involved in direct discussions with the Risk Measurement Group (RMG) of the Basel Committee to explain how much data the industry has.  

Below some examples of public documents where GCD’s data is cited.

Note: GCD does only provide the factual data and is not the author of these papers. Any views expressed in these presentations are those of the author and do not necessarily represent the views of Global Credit Data or its members.  
 

Organisation Category Topic
AFME Shipping Finance Object finance: The characteristics of shipping finance
  Commodity Finance Capital treatment of commodity finance
  Downturn LGD Discussion paper on downturn LGD
IIF Downturn LGD IIF Comments on Economic Downturn, and EBA GL on Downturn LGD
EACB RWA variation Response to BCBS consultation on reducing variation in credit risk-weighted assets   
GFMA, ISDA, IACPM, JFMC  RWA variation Response to BCBS consultation on reducing variation in credit risk-weighted assets
FBA RWA variation Response to BCBS consultation on reducing variation in credit risk-weighted assets
AWG RWA variation /
Aircraft Finance
Response to BCBS consultation on reducing variation in credit risk-weighted assets

Additional work relates to the revised standardised approach impact analysis (with IIF), LGD/LGL papers, commodities analytics (AMFE), Trade finance (with ICC) and a point in time vs through the cycle analysis (IIF). 

All non-public industry contributions are stored in our library (login for members required to get access to the full content).