From meeting compliance regulations to supporting more informed business decisions, Credit Data Consortium Services leverages proven experience with international consortia to offer financial institutions cost-effective data management and technology strategies for pooling credit data.

Complies with Basel II requirements

Credit Data Consortium Services enables internal ratings-based (IRB) banks to obtain credit loss data that meets the historic data requirements specified in Basel ll for estimating exposure at default (EAD), probability of default (PD) and loss given default (LGD).

Supports better decision making

Financial institutions can leverage credit data research to develop internal credit ratings methodologies, design scenarios and stress tests, and calibrate portfolio credit risk and economic capital models. Through portfolio benchmarking, credit portfolio managers can gain insight into relative exposures to evaluate potential deals and risk-based returns.

Reduces data acquisition costs

Credit Data Consortium Services utilizes an ASP software model to request and deliver pooled credit data. By supplying online access to Consortium technology, the service dramatically reduces the costs associated with implementation, technical support, updates and physical distribution. 

Leverages industry-leading, international expertise

Algorithmics operates the leading data consortia in the markets today, including the Pan-European Credit Data Consortium (PECDC) and the North American Loan Loss Database (NALLD).

Related Downloads

Integrated Risk Management: Market and Credit Risks

Download PDF

Credit Data Consortium Services Brochure

Download PDF

Featured Case Study

Pooling Resources

Members of the Pan-European Credit Data Consortium (PECDC) pool their credit data.

Download PDF

More Credit Risk Case Studies

Contact Us