Performance Analytics
Definition
Análisis por Cosechas (Vintage Analysis)
Seguimiento del rendimiento de préstamos originados en el mismo período calendario (mes, trimestre, año), que permite comparaciones homogéneas entre cohortes. La herramienta principal para identificar el deterioro en los criterios de suscripción.
Deep Dives
Related Terms
Loss Rate
Net credit losses as a percentage of average pool balance. Gross loss rate = charge-offs / average balance; Net loss rate subtracts recoveries.
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.
DPD (Days Past Due)
The number of calendar days since a scheduled payment was due but not received. 30–59 DPD: early delinquency; 60–89 DPD: serious delinquency; 90+ DPD: default in most consumer pools.
Payment Rate (PR)
Collections received ÷ beginning balance. Measures revolving pool health for credit cards and ABCP structures. If PR falls below the minimum payment rate threshold, early amortisation triggers.