vintage-analysis
Measures the performance of a portfolio in different periods of time after the loan was granted
Performance can be measured in the form of cumulative charge-off-rate, proportion of cutomers 30/60/90 days past due (DPD), utilization ratio, average balance etc.
Purposees:
- Identify if accounts opened in a particular month are riskier than others
- Determine the optimal perios of performance window
- Monitor and track risk of a portfolio
- Estimate minimum months required after that we can cross-sell to new customers