Tuesday, February 19, 2008

Prosper.com - late loan stats update

Here's the 02/15/08 update to my late loan statistics charts.

These charts show statistics for the performance of ALL prosper.com loans. Each curve represents the set of loans that were created in one calendar month. The vertical axis is the fraction of those loans that have "gone bad", in other words are 1 month late or worse (up to and including default). The horizontal axis is the observation date. All data comes from Prosper.com's performance web page.

prosper late 2008-02-15 small

A larger, more readable version of that chart can be found here

Discussion of methodology can be found in earlier posts in this blog, and the late loan thread on the old prosper forum, now found here: http://www.prosperreport.com/prosper/forums/archive/threads/1/1/2/11290.0.HTM

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