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A selected period applies automatically to all portfolio reports.
The user can export the data of the scoring reports to the Excel spreadsheet by clicking the Export button:
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System Stability report
The System Stability report contains information on score distribution for a loan portfolio and is based on the open loans.
The report allows the user to analyze portfolio stability and changes in the borrowers' credit quality:
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The table of the report displays the following information (see Table 1):
Score | score ranges (risk segments). A beginning and an end of the range correspond to those specified in the scorecard settings for estimating a risk level |
Risk Level | the credit risk level that corresponds to the displayed score range |
Actual % | the actual bad rate in a corresponding score range Note: The bad rate denotes a percentage of delinquent loans with the overdue period exceeding a value specified by the Administrator in settings (exceeding the value specified in the first interval: for more information, refer to the Managing Delinquency Settings subsection of the System section) |
Expected % | the expected bad rate in a corresponding score range Note: The value of the expected bad rate is taken from the scorecard |
(A-E) | the actual bad rate less the expected bad rate |
(A/E) | the actual bad rate divided by the expected bad rate |
Ln(A/E) | natural logarithm of the A/E value |
Index | instability index calculated based on the actual and expected values |
A value highlighted in color under the System stability table displays the total of all index values.
This value allows the user to estimate relevant changes in the portfolio as follows:
Index < 0.1: no relevant changes are available; the value is highlighted in green;
0.1 <= Index < 0.25: loan portfolio has insignificant changes. However, a cause of these changes must be determined; the value is highlighted in yellow;
Index >= 0.25: loan portfolio has changed significantly; the value is highlighted in red.
Scorecard Accuracy report
The Scorecard Accuracy report (see Fig. 6) allows the user to analyze risk distributions.
The report is calculated for loans which have been active or past due at least one day during a selected period and which have been closed recently (is based on the open loans).
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The table of the report displays the following information
Score | score ranges (risk segments). A beginning and an end of the range correspond to those specified in the scorecard settings for estimating a risk level |
Risk Level | the credit risk level that corresponds to a displayed score range |
Accounts | the total number of loans approved |
Bad | the total number of “bads”. Note: “Bads” are delinquent loans with the overdue period exceeding a value specified by the Administrator in settings (exceeding the value specified in the first interval) |
Bad Rate | the percentage of “bads” in relation to the total number of loans approved |
Exp. Bad Rate | the expected percentage of “bads”. |
Note: The value of the expected bad rate is taken from the scorecard.
These parameters allow estimating appropriate risk distribution.
Delinquency Performance report
The Delinquency Performance report (see Fig. 7) allows the user to estimate the change in the number of overdue loans in score ranges.
Additionally, the Delinquency Performance report allows analyzing the distribution of overdue loans in different delinquency buckets.
The report is calculated for loans which have been active or past due at least one day during a selected period and which have been closed recently (is based on the open loans).
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The table of the report displays the following information
Score | score ranges (risk segments). A beginning and an end of the range correspond to those specified in the scorecard settings for estimating a risk level |
Accounts | a number of approved loans within a specified score range |
Current | a number of loans not past due |
1-25, 26-50, 51-75, 76+ | a number of days in arrears. Each delinquency bucket displays a number of overdue loans |
Written off | a number of written off loans |
For example, the Delinquency Performance report may show that the number of “bad” borrowers decreases with the increase in the number of days in arrears.
Final Score report
The Final Score report (see Fig. 8) allows the user to estimate the application of credit rating for new loans created in a selected reporting period.
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The table of the report displays the following information:
Score | score ranges (risk segments). A beginning and an end of the range correspond to those specified in the scorecard settings for estimating a risk level |
Risk level | a credit risk level that corresponds to a displayed score range |
Applicants | a credit risk level that corresponds to a displayed score range |
Approved | a number of approved loan applications |
Approved % | a number of approved loan applications |
Low-side % | a number of loan applications which credit rating is below a cut-off point but the loan has been issued. Formula: Approved / Applicants * 100%. |
High-side % | a number of loan applications which credit rating is above a cut-off point but the loan has been rejected Formula: (Applicants- Approved) / Applicants * 100%. |
According to the report shown, the score ranges displayed in lines 1-4 are above the cut-off point (above 63),
while the score range “0-62” (line 5) is below the cut-off point. Total ratios for all loan applications rated above the cut-off point are displayed in line 6.