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Data as of
Loan Tape As Of [date]
This date represents the most recent transaction date in the loan tape between either (i) most recent loan disbursement date or (ii) most recent real payment date
Last Updated [date]
This date represents the date that Cascade Debt's live connection with the company was updated.
FX Rate
Users can change the currency of the Analytic dashboards by clicking on the dropdown box beside “Currency”.
The default currency is either the local currency when there is only one local currency, otherwise when 2 or more local currencies are used, the default is USD.
All local currencies used by the company are available to toggle between as well as USD.
Conversion rate is displayed for the selected currency and is based on the most recent end of day spot rate.
When a new currency is selected the user must click “Apply".
Date Range
User can adjust the date range of data presented in the Analytic Dashboards by either:
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Selecting two specific dates
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Using the quick date range buttons by selecting Latest 1Y , 2Y , 3Y or All
Once the date range is selected the user must select “Apply"
Display By
All dashboards can be filtered by different criteria as provided by the company. Criteria is customized for each company and new criteria can be added by request.
Users can view available criteria by selecting under the Display By dropdown menu, and then click on "Apply".
Note: The maximum number of options per filter is 10. Any filter that has more than 10 options will not appear. Cascade can work with such cases to group variables together to create 10 or less options.
Adding Filters: Please contact your Cascade Debt Account Manager to request a variable be added to the filter menu.
Data Export
Dashboard data can be exported into multiple data sources including both the data (JSON, CSV, XLSX, PDF, HTMP) or the image of the graph (PNG, JPEG, PDF). Click on the "Export" button and retrieve from downloads.
Users can also print dashboard data.
Analytics Calculations
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Section
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Chart
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Definition
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Explanation
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Traction
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Volume - Monthly
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The total principal of loans disbursed in a monthly cohort. Sum of all real cash disbursements including origination fees.
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To allow lenders to get a sense of how much money they have disbursed out to clients each month
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Traction
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Volume - Total
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The total principal of loans disbursed since the beginning of operations. Sum of all real cash in disbursements including origination fees
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To allow lenders to see how much money they have lent out all time
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Traction
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Clients - Monthly Active
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Total number of clients active in each calendar month Sum of number of clients with outstanding balance > 0, excluding writeoffs.
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To see how many clients that are actively borrowing money from the company
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Traction
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Clients - Total Unique
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Total number of clients company has since the beginning of operations.
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To see how many clients the company has served since the beginning
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Traction
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Balance - Volume
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All unpaid principal as of a specific date + paid principal for loans disbursed and paid in the same month.
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To see how much principal a client still needs to repay to the lender
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Traction
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Balance - Number of Loans
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Number of loans with outstanding balance greater than zero, excluding Write-Off loans Write offs = 120 days
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An indicator of how large the portfolio is
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Delinquency
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Portfolio At Risk
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The percentage of outstanding balance value that is more than the DPD cut-off (7, 30, 60, or 90). Outstanding balance value means all unpaid principal as of a specific date + paid principal for loans disbursed and paid in the same month, excluding write-offs where the definition of write-offs is 120 days.
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A key metric used to see how well a portfolio is performing. A PAR30 might be used to get an early indicator, while a PAR90 would be a good indication of how much the portfolio may potentially go bad.
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Delinquency
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Rolling Default Rate
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Average default rate of last 12 months. Default rate at each month is calculated as outstanding principal of loans over the DPD threshold for all loans with at least 6 months on book divided by disbursed principal.
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Default rate is the standard metric used to determine how much a portfolio will be lost due to default. Loans usually do not go bad until some time has elapsed. Setting MOB cut-offs allows us to see how loan performance is without distorting numbers with newly originated loans that may not have had enough time to go bad. The rolling default rate smooths out the default rate metric to reduce small sample size / one-off moves in the rate.
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Delinquency
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Outstanding by Delinquency
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The proportion of outstanding balance by value in each delinquency bucket, for the whole loan portfolio for a given date.
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To see how the total loan portfolio is performing over time when viewed through delinquency buckets
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Delinquency
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First Payment Default (FPD) by Cohort
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Loans that do not have any repayments before defaulting and being written off. Default definition of days here is 60 days.
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FPD can be seen as an indicator of fraud - if a borrower never even makes one payment, it is likely that they never intended to repay at all.
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Delinquency
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Borrower Concentration
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The outstanding balance of a borrower as a percentage of the total outstanding portfolio
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To see how much of a portfolio is taken up by its largest borrowers. The more concentrated a portfolio is, the riskier it is for investors since even one large borrower going into default could impact the portfolio greatly.
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Delinquency
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Delinquency By Cohort
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The proportion of the outstanding balance by value in each delinquency bucket for each monthly cohort
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To see how each cohort is performing over time
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Collection
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Collection Rate
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The amount collected on loans as a proportion of how much was expected according to schedule in each month
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To see how much client should have paid on the loan up until that scheduled payment date. Being able to see how much a company is able to collect each month versus planned, is an early indicator of potential defaults down the road.
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Collection
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Prepayment Rate by Cohort
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Percentage of disbursed principal that has been repaid.
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To see how common it is for loans to be prepaid, as it has implications on cashflows and interest earned. Prepayment is both good and bad. The good is that the company or investor gets money back earlier which can be recycled into new loans. The bad is that often prepaid loans do not get interest for future payments (and may not charge penalty fees).
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Collection
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Collection by Status
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Percentage breakdown of collection by status where Prepaid = Prepayment, On Time = 0 DPD when a payment is made, and Late ≥ 0 DPD when a payment is made
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To see a profile of collections and use as an indicator for future performance.
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Collection
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Net Yield
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Net Profits loan portfolio is generating each month
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To see how much profit margin is in the portfolio every month on an ongoing basis.
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Collection
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Aggregated Roll Rates
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The behaviour of loans that are in one delinquency bucket as they “roll” into other delinquency buckets 30 days later
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To see the likelihood of loans to continue getting more delinquent or recover. This is also used to set default rate definitions and estimate recovery rates.
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Collection
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Cash Collected by Cohort
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Cash in vs Cash out for each disbursed cohort, showing whether the cohort was profitable or not. Only real cash transactions are taking into account
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Another indicator to see how profitable a portfolio is.
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Collection
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Outstanding Principal by Anticipated Payoff Month
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The sum of outstanding principal with scheduled principal payments in the future months, based on DPD bucket of the loan
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Cohort
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Vintage Analysis - Measurement (Volume)
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The percentage of portfolio by Outstanding Balance that is beyond a certain DPD cut off (30, 60, or 90) tracked against month-on-books.
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A common way to assess portfolio risk and see how it changes as lons season. Correlates closely with default rates but gives an earlier look at how cohorts are tracking vs its history
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Cohort
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Vintage Analysis - Measurement (Number of Loans)
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The percentage of portfolio by Number of Loans that is beyond a certain DPD cut off (30, 60, or 90) tracked against month-on-books.
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Cohort
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Collection Curve
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All payments collected for loans disbursed in a given month (principal, interest, fees, taxes, others) divided by original principal balance
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Cohort
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Roll Rates (# of Loans)
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How loans roll from one delinquency bucket to another after a set period of time, using Month-On-Books for time snapshots and for the aggregated portfolio, measured by count of loans.
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To see the expected percentage of loans that will go bad over time, and be able to predict how loans will behave over time.
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Cohort
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Roll Rates (Volume)
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How loans roll from one delinquency bucket to another after a set period of time, using Month-On-Books for time snapshots and for the aggregated portfolio, measured by outstanding balance.
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Cohort
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Roll Rates by Cohort
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The proportion of outstanding balance or number of loans in each delinquency bucket, for a monthly cohort, tracked based on Months-On-Book. This provides a view of how each cohort behaved for every month that it was on book.
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