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  • myles's Avatar
    Today, 09:04 AM
    Hazard Curve for loans in unique.csv: Notes: The x-axis is the month where the default occurred - the Harmoney graph appears to work on when...
    3907 replies | 481757 view(s)
  • myles's Avatar
    Yesterday, 04:40 PM
    If you liked that then you might like these even more - same but with grade as well :) pdf runs to 67 pages though... l2_default.csv ...
    3907 replies | 481757 view(s)
  • myles's Avatar
    Yesterday, 01:38 PM
    Chart of Expected Defaults by grade (because I hate the Hazard Curve and often find annualised data misleading): This is calculated from...
    3907 replies | 481757 view(s)
  • myles's Avatar
    16-10-2018, 10:37 PM
    Fixed the time lapse for those 'Debt Sold' loans with overwritten last payment date. Much better appreciation for where the defaults occur now. ...
    3907 replies | 481757 view(s)
  • myles's Avatar
    16-10-2018, 01:28 PM
    One thing I've not noticed before is that the early loans ~ pre mid 2017 were being paid off earlier - around week 20, while ~post mid 2017 loans are...
    3907 replies | 481757 view(s)
  • myles's Avatar
    16-10-2018, 12:12 PM
    Time Lapse of the unique.csv loans. I may be able to back calculate the last payment date from the interest earned on those ~400 'Debt Sold' loans,...
    3907 replies | 481757 view(s)
  • myles's Avatar
    16-10-2018, 08:56 AM
    At grade level it can pull out some anomalies worth considering. Some examples (bold is default rate): Potential Avoids: B Age Band Above...
    3907 replies | 481757 view(s)
  • myles's Avatar
    16-10-2018, 12:47 AM
    How useful/useless is this mapping of 2nd level loan criteria? What is that you ask...I've mapped what I think are the more practical criteria...
    3907 replies | 481757 view(s)
  • myles's Avatar
    14-10-2018, 07:02 PM
    Putting this up a bit early. It includes the two updated csv files that were put up today. The data set summary on page 4 should be correct for the...
    3907 replies | 481757 view(s)
  • myles's Avatar
    14-10-2018, 03:36 PM
    Have a read of the Harmoney and Lending Club definitions - I linked to them above. No cumulative # of days, just number of days / 365.25. ...
    3907 replies | 481757 view(s)
  • myles's Avatar
    14-10-2018, 01:05 PM
    If you add up all the individual numbers (population and defaults) you see that they all add up, so no smoke and mirrors ;) You need to consider...
    3907 replies | 481757 view(s)
  • myles's Avatar
    14-10-2018, 10:02 AM
    Attempted explanation a few posts back - calculated by grouping loans with same estimated default values (i.e risk grade) - it is not time based. ...
    3907 replies | 481757 view(s)
  • myles's Avatar
    14-10-2018, 02:47 AM
    Have updated the summary.pdf document with quite a few characteristic by grade chart sets where they make sense. Some of these appear to offer some...
    3907 replies | 481757 view(s)
  • myles's Avatar
    13-10-2018, 04:35 PM
    Nope, it's broken. If you go back to that last time-lapse graph you'll see that when those loans were sold off it affected loans across time, not at...
    3907 replies | 481757 view(s)
  • myles's Avatar
    13-10-2018, 02:46 PM
    Just so there is a comparison of re-write vs non re-write default rates (based on my own loan set only, as this detail can't be captured from the...
    3907 replies | 481757 view(s)
  • myles's Avatar
    13-10-2018, 02:42 PM
    Shortfall will be Cancelled loans ... a quick check shows them adding up to 21308? Database count confirms 21308 as loans not Cancelled. Summary...
    3907 replies | 481757 view(s)
  • myles's Avatar
    13-10-2018, 01:51 PM
    The Orange line is the Harmoney suggested default rate - this is plotted against itself to produce the line. So one of the points that make up this...
    3907 replies | 481757 view(s)
  • myles's Avatar
    13-10-2018, 09:43 AM
    I've updated the summary document with a few more charts: summary.pdf Would appreciate thoughts on the last chart - Estimated vs Actual Default...
    3907 replies | 481757 view(s)
  • myles's Avatar
    13-10-2018, 01:08 AM
    It was never my intent to run numbers for all combinations, nor to validate the grading system... By putting together some high level detail,...
    3907 replies | 481757 view(s)
  • myles's Avatar
    12-10-2018, 10:38 PM
    Thoughts on this style:
    3907 replies | 481757 view(s)
  • myles's Avatar
    12-10-2018, 02:59 PM
    Negative principal outstanding: 49 (-$152.13) Paid Off/Cancelled - but still owe money: 248 ($1350.66) Active/Arrears but $0.00 principal owing: 8...
    3907 replies | 481757 view(s)
  • myles's Avatar
    12-10-2018, 12:57 PM
    Numbers, can't do value on a merged data set. (everyone invests different amounts in individual loans - the merged unique dataset is made up of...
    3907 replies | 481757 view(s)
  • myles's Avatar
    12-10-2018, 12:49 PM
    Have done the PP one - see note on side of graph. I'm tempted to just go with all loans from start to current, the watering down effect is likely...
    3907 replies | 481757 view(s)
  • myles's Avatar
    12-10-2018, 12:20 PM
    And to help complete the picture these are the 'Paid Off' numbers: Month|Count --------------- 2017-04|364 2017-05|420 2017-06|325...
    3907 replies | 481757 view(s)
  • myles's Avatar
    12-10-2018, 12:11 PM
    Just for info: Latest 'Charged Off'/'Debt Sold' loans in data set looks like: Month|Count ----------------- 2017-04|22 2017-05|20 2017-06|23...
    3907 replies | 481757 view(s)
  • myles's Avatar
    12-10-2018, 09:00 AM
    Ignore the 'Investment' chart. It is using one of those value columns that are at individual level which has no meaning in a combined data set (I...
    3907 replies | 481757 view(s)
  • myles's Avatar
    12-10-2018, 08:45 AM
    1. Next step I think - have to validate the basics first before getting deeper into it. 2. Would have to think long and hard on this one - details...
    3907 replies | 481757 view(s)
  • myles's Avatar
    12-10-2018, 08:39 AM
    It was too good to be true. That's why I asked about it a little while back and when someone indicated that they had only invested in re-writes and...
    3907 replies | 481757 view(s)
  • myles's Avatar
    11-10-2018, 11:11 PM
    Early release of basic chart set for comment: summary.pdf I'll remove or break this link when the final data set and summary are done. ...
    3907 replies | 481757 view(s)
  • myles's Avatar
    11-10-2018, 05:25 PM
    Argh, lost two posts :( stupid mobile interface has far to big of a Delete button... Anyway, 3rd time lucky. I realised I got my wires crossed...
    3907 replies | 481757 view(s)
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