Performance Analytics
Definition
DPD (Días de Mora)
El número de días naturales transcurridos desde que un pago programado venció sin haberse recibido. 30–59 DPD: mora temprana; 60–89 DPD: mora grave; 90+ DPD: impago en la mayoría de las carteras de consumo.
Deep Dives
Related Terms
CDR (Constant Default Rate)
Annualised measure of the percentage of outstanding principal defaulting in a given period. CDR × (1 − Recovery Rate) = net loss rate. CDR is a gross measure.
Loss Rate
Net credit losses as a percentage of average pool balance. Gross loss rate = charge-offs / average balance; Net loss rate subtracts recoveries.
Vintage Analysis
Performance tracking of loans originated in the same calendar period (month, quarter, year), allowing like-for-like comparison across cohorts. The primary tool for identifying underwriting deterioration.