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Yes, there’s a high-roller database, but it’s international, not just national.
It’s called Central Credit LLC and it's a wholly owned subsidiary of Global Cash Access (GCA), a Las Vegas-based corporation that provides ATMs to casinos. In 2009, GCA processed more than 100 million transactions and dispensed more than $24 billion in cash from its ATMs in casinos in the U.S., Canada, Latin America, Europe, South Africa, and Asia, generating nearly $14 million in revenue.
Central Credit is the casino-credit reporting bureau, the TRW of the gambling industry. Collecting data on gamblers, reportedly, since 1956, "Central," as it’s known in the trade, maintains a private database of the credit and transaction histories of millions of casino patrons. It verifies Social Security numbers, bank-account and rating info, general credit reports, and current marker activities, and collects derogatory data (known as "derogs"). All this information helps casinos make decisions on extending casino credit to gamblers. Central also provides a service that verifies bank checks and collects on delinquent checks and markers.
It’s hard to say exactly how your friend was immediately comped on check-in. But a reasonable assumption, given that she's "quite the gambler," would be that she called in advance and talked to a casino host, who looked up her Central, then rolled out the red carpet when she arrived, hoping to get a shot at her bankroll.