Performance Analytics
Definition
DPD (Jours de retard)
Le nombre de jours calendaires écoulés depuis qu'un paiement programmé était dû mais non reçu. 30–59 DPD : délinquance précoce ; 60–89 DPD : délinquance grave ; 90+ DPD : défaut dans la plupart des portefeuilles grand public.
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.