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TheProfitTable / loanportr

Loan portfolio analysis with R
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function for default vintage overview #18

Closed NaasvanH closed 6 years ago

NaasvanH commented 6 years ago

Background & Problem

Quick overview of new month's performance in terms of default rates by vintage.

Solution

Write a function that calculates the latest cumulative default rate at a point in time, as well as the % change from last month.

IN: data

OUT: latest default rate at period {default_definition} and period 12. % change in those rates from last month.

NaasvanH commented 6 years ago

Done. function: over_vinta_fpd()