Vintage analysis is when you monitor the credit quality of a retail loan month on month. The idea is to determine whether the months an account has been on the Bank’s books affects credit quality of that account. Basel and IASB(as per IFRS 9) require Banks.
Oct 24, 2016 · Vintage analysis and data collection. Vintage analysis is a method of evaluating the credit quality of a loan portfolio by analyzing net charge-offs in a given loan pool where the loans share the same origination period. It allows the financial institution to calculate the cumulative loss rates of a specific loan pool.
Vintage analysis is a tool that allows for performance comparisons between portfolio segments. Data is grouped into segments based on the origination month (a vintage), and can be formatted in a triangular fashion with vintage and age (months on books) as the two axes (see Exhibit 1). In this type of analysis, a portfolio is completely.
Jul 13, 2009 · Vintage analysis 101. The title of this edition, ‘The risk within the risk’ is a testament to the amount of information that can be gleaned from an assessment of the performances of vintage analysis pools. Vintage analysis pools offer numerous perspectives of risk.