Tag Archives: P2P

Estimating the Probability of Default

With Lending Club, an investor can invest in a portfolio of loans.  But how will those loan perform, and which loans to pick?  In order to say anything meaningful about what loans to choose, we must first estimate how loans … Continue reading

Posted in Modeling, Modeling Loan Transitions | Tagged , , , , , | 2 Comments

April 2011: All Loans Density Plots

Let’s start off by looking at data for all existing loans at Lending Club. Specifically, the plots below are based on loan data downloaded on April 1, 2011 from Lending Club’s website. I will leave it to future posts to … Continue reading

Posted in All Loans, Density Plots | Tagged , , , | 1 Comment