New Function – Cohort Analysis

Published on November 12, 2019

We have recently unveiled a number of new functions that further enhance the way in which subscribers can track the performance of loan cohorts. As always the metrics are based on a consistent interpretation  of the raw data to ensure perfect comparability across originators, risk grades and regions.


Users can now track:
  • Cumulative prepayment
  • Cumulative interest paid
  • Cumulative default
  • Cumulative recovery
All metrics can be segmented by risk grade, or whatever sub-grouping an originator provides. Most importantly the key drivers, i.e. default, impairment, and recovery, have all been independently assessed using our consistent methodology to ensure that the resulting analysis is comparable. In our view if you are going to go to the effort of drawing lines on a chart then they really ought to be comparable – and markets thrive on effective price discovery.

Get in touch for a demo.