Continuing the theme of tracking the late or worse vintage curves.  Each curve lasts only as long as there are 250 loans in the bucket.  The curves progress in time from the loan origination date.  The measurement is the percentage of money late or worse.  After a debt is defaulted the net default amount is used as the late or worse amount.

General Population 1 Month Late or Worse:

Zero Current Delinquencies 1 Month Late or Worse:

0 Current DQ, 0-1 Inq in last 6 months Criteria 1 Month Late or Worse:

Here is the SQL to produce the data for the general population curves (this take a while to run so you cannot run it on ProProsper as it will timeout):

DECLARE @DTD int
SET @DTD=30
SELECT
cast(aday-originationdate as int) as 'PIT',
l.creditgrade,
sum(PrincipalBalance+NetDefaults) as 'Amount',
count(l.[key]) as ‘Count’,
sum(case WHEN (mld.DPD!=0 and (mld.DPD+(aday-observationdate))>@DTD) THEN PrincipalBalance+NetDefaults ELSE 0 END) as ‘AmountLate’,
sum(case WHEN (mld.DPD!=0 and (mld.DPD+(aday-observationdate))>@DTD) THEN PrincipalBalance+NetDefaults ELSE 0 END)/sum(PrincipalBalance+NetDefaults) as AmountLatePercentage,
sum(case WHEN (mld.DPD!=0 and (mld.DPD+(aday-observationdate))>@DTD) THEN 1 ELSE 0 END) as ‘CountLate’,
sum(case WHEN (mld.DPD!=0 and (mld.DPD+(aday-observationdate))>@DTD) THEN 1.0 ELSE 0.0 END)/count(l.[key]) as ‘CountLatePercentage’
FROM
loan l
inner join creditprofile cp on cp.listingkey=l.listingkey
inner join LoanPerformance mld on l.[key]=mld.loankey cross join alldays
where
mld.observationdate = ( select top 1 observationdate from LoanPerformance sub where sub.observationdate < aday and sub.loankey=mld.loankey order by sub.observationdate DESC )
and aday < getDate()
and aday >= ‘02/01/2006′
and l.creditgrade!=’NC’
group by
cast(aday-originationdate as int),
l.creditgrade
having
count(l.[key])>250 and
sum(PrincipalBalance+NetDefaults)>0
order by
‘PIT’

Related Stores

• Asia, Middle East Coins World Coins Paper Money
• 1968-72 Proof Sets Coins US Coins Paper Money
• Norway Europe Coins World Coins Paper Money
• Morgan 1878-1921 Dollars Coins US Coins Paper Money
• Fractional Currency Paper Money US Coins Paper Money

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


Categories:

Uncategorized

Useful Info:
One can spend a stress-free vacation with holiday insurance plans. Pay off insurance like dental insurance premiums through your credit cards. People who are enjoying the secured loans facility can get their securities back by paying off the principal amount or their debts. For everything else, a personal loan is available. Shop as much as you can by swiping your bad credit credit cards and earn your rewards visa has offered. Now you can apply online for a mastercard and get another supplementary card free of cost.