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

I believe we are starting to see the continued flattening of the curves.  Time will tell.

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 12 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

• 0 Current Delinquencies Late Curves Yesterday I published a new installment of the Prosper Late Curves.  Several readers have asked if I could pull the data for one slice or another. While it would be possible to pull any advanced search slice out of the Prosper performance page, it is rather time consuming to pull the......
• Prosper Vintage Curves From Private Data You may have seen my Prosper vintage curves...  While they were hard to make since the data had to be pulled off the Prosper Loan Performance page. With the new private lender data these vintage curves can be pulled with sql and excel greatly expediting the process. Check out the......
• Prosper IRR Lender “Game” Jun 07 Update It is time for the June 2007 update of the IRR Lender “Game.” Since the last update there has been a delinquent debt sale.  This is a major event for our IRR game and it remove assumptions about defaulted debt by solidifying losses and increasing the cash position.  This will cause the......
• Prosper 1 Month Late or Worse Curves By Credit Grade The methodolgy or the sql for obtaining the data these curves from the private data export have already been explained in detail, but briefly... The Y axis is the percentage of all loans orginated of a given age that are currently 1 month late or worse... The X axis is......
• 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 the 1 month or more late curves for each monthly cohort of loans. The source of his data is the Prosper Performance Web Page...  I......

Related Websites

• 3.3 Pounds Lost Last Week -- Good week Bad Month I am quite pleased with my 3.3 pounds lost for the last week. However, over vacation and the following week I managed to put on 0.6 pounds to go with the 2.4 pounds from the previous week and all and all I had a month of August with 0.3 pounds......
• Smart ways to reduce credit card debt (This guest post is presented courtesy of Debt Consolidation Care.) Often, you take many credit cards in order to maintain a certain standard of living. But the problem arises when you can't repay of the loans. The creditors start calling you time and again. Your credit score gets reduced. Therefore,......
• Ruin Your Credit Fast, pt1 Granted, there are a wide variety of different ways that you can ruin your credit over time, but do you want to know what the quickest and most dangerous ways are? Here are five ways that you can quickly and effectively destroy your credit. 1 - Break your budget. Sure......
• These Things are Hurting your Credit Score A person's credit score has become very important in this day and age. Your score is what creditors and lenders look at to quickly decide if you are a good or bad risk to lend credit to. It is important that you learn what types of actions hurt your score......
• How To Avoid Paying $900/Month For Your iPhone If you reached this site with questions about AT&T, I can help you. I can help you get free minutes, free text messages, and your cell phone bill reduced, even if they are legitimate charges. Just send me an email, I'll respond quickly and we'll get any unnecessary charges removed.......

Online Stores

• Picture Frames Swarovski Decorative Collectible Brands Decorative Collectibles Collectibles
• Garden With Months Sundials Garden Decor Yard, Garden & Outdoor Living
• 930 Lx Performance Series Benches Strength Training Gym, Workout & Yoga Exercise & Fitness
• Mixed Materials Picture Frames Decorative Arts Antiques
• Curves Fitness Equipment Gym, Workout & Yoga Exercise & Fitness

If you liked this article, vote for it on del.icio.us and stumbleupon.


Categories:

Prosper.com, Statistics

Tags:

azerbaijan, mozambique