Life of a loan on BondMason: watchlist, recovery and default
Jun 21, 2018 10:06:03 GMT
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Post by stevefindlay on Jun 21, 2018 10:06:03 GMT
We've just published a blog post setting out the life of a loan on BondMason, based on data over the last three years: www.bondmason.com/blog/life-loan-watchlist-recovery-and-defaults
In summary:
- c.15% of loans will be classified at Watchlist or Recovery (5%) at some point in their lives on BondMason: the expected loss from non-performing loans is 2.5% (or £2.50 per £100 invested in these loans)
- The total loss rate is a little under 0.4% p.a. (reported elsewhere on this forum and on our statistics page)
Graphically this looks like:
In summary:
- c.15% of loans will be classified at Watchlist or Recovery (5%) at some point in their lives on BondMason: the expected loss from non-performing loans is 2.5% (or £2.50 per £100 invested in these loans)
- The total loss rate is a little under 0.4% p.a. (reported elsewhere on this forum and on our statistics page)
Graphically this looks like:
