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11-12-2016, 06:05 PM
#1751
Member
Originally Posted by alistar_mid
I have got a pretty decent excel model, off the report data I can reconcile my RAR exactly, and forecast future RAR based on portfolio mix and long term platform stats.
I've run a sensitivity analysis on my portolfio mix, basically need defaults to increase by 500% to have RAR hit 0%. Based on a 10 / 25 / 22.5 / 20 / 17.5 / 5 % portfolio mix.
Obv move it towards more A / B and you have a greater resilience for a recession scenario, but it really requires default rates to skyrocket for RAR to be negative.
Nice work!
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13-12-2016, 12:13 PM
#1752
Investor
I'm now investing in payment protect loans as my available cash is trickling away too slowly.
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13-12-2016, 04:58 PM
#1753
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13-12-2016, 05:01 PM
#1754
Or the auto invest button was pushed.
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14-12-2016, 01:20 PM
#1755
Member
Just checked my dashboard arrears and auto invest rules I created recently.
I am confident my rules will be quite solid going forward as the data I used in creating them is typical profiles of defaulters.
Currently have 7 in arrears ( Not written off) and all them would not have met the new auto invest rules I setup.
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15-12-2016, 09:48 AM
#1756
Member
Originally Posted by Bjauck
Sorry, my mistake. I meant to suggest we see each actual against each expected default for all 30 grades, not just the average for A to F. Overall, it seems harmony is delivering to expectations and a well spread portfolio will have delivered much better returns than most other investment opportunities, without a lot of thought required. It just takes getting one's head around seeing the defaults come through and focussing only on the net rate of return on the portfolio - which is what the big players like Heartland are doing - just let it all run. However, I do think we could know more about borrower circumstances when defaults are posted.
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15-12-2016, 10:09 AM
#1757
Member
I've just noticed that in the 19 minutes since my last post Harmoney's record of loans written in the past 24 hours has risen from 775K to 1069K and 19 minutes ago there were two loans on the marketplace and now there are none. That seems like the big investors are getting to loans without them ever hitting the marketplace listing for we smaller investors to choose from?
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15-12-2016, 10:17 AM
#1758
Member
And 5 minutes later another 4 loans have been written and total in 24 hours is now 1130K. How can that happen with no loans showing as available?
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15-12-2016, 11:15 AM
#1759
Originally Posted by BJ1
... However, I do think we could know more about borrower circumstances when defaults are posted.
I agree. For example whether the borrower has become bankrupt.
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15-12-2016, 01:52 PM
#1760
Junior Member
Originally Posted by BJ1
And 5 minutes later another 4 loans have been written and total in 24 hours is now 1130K. How can that happen with no loans showing as available?
The big investors & auto lenders get first picks I believe.
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