This is an update to my original 1 month late or worse curves.

I belive we are starting to see the flattening of the curves.

I have pulled the public data on the performance tab by hand in order to produce a spreadsheet of loan performance.

This spreadsheet was then pivoted and aggregated in order to produce 1 month late curves by credit grade and Markov Chains which can be used (when 42 months of data is available) to solve for the expected value of Prosper Loans by credit grade.

I have limited the graphs to 11 months so that there is a minimum of 6 months of data.

1 Month Late or Worse by Count (click picture for larger image):

1 Month Late or Worse by Amount (click picture for larger image):

Questions, Comments, Screams of Anguish?

Related posts:

• 1 Month Late or Worse Curves by Credit Grade I have pulled the public data on the performance tab by hand in order to produce a spreadsheet of loan performance. This spreadsheet was then pivoted...
• Prosper 1 month Late or Worse Curves by Monthly Cohort One of the tricks to determining your ROI is to be able to predict the default curve.  Pninen of the Prosper Forums has been tracking...
• Using 1 Month or Worse Curves with Exponential Decay For Predictive Analysis on Prosper The 1 month or worse curves that I published over the weekend have many potential uses in determining the interest rate required to make a...
• 1 Month Late or Worse Curves Clearly High for E/HR A quick explanation of why E/HR Curves are higher than the ongoing curves — the Feb/07 recast of the HR/E bands by cutting the bottom...
• Late Loan #2 is Late Again (2nd month in a row.) Is it a regular thing for some borrows to be late and get caught up?  Why would they intentionally pay an extra $5 every month?...

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Prosper.com, Statistics

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