Prosper Debt Sale Percentages | P2P Lending, Peer to Peer Lending, People to People Lending

With the release of the new private data I thought I would write most of my posts this week on nuggets on information that can be pulled out of the data…

This first post is on the debt sale amount as a percentage of principal balance at the time of the debt sale… I know you can find previous debt sale figures here, but sometimes you like to check for yourself. (leporello you know who you are. :)

To create the follow chart I wrote some sql (see sql at the end of the post) and did a simple pivot in excel.

Debt Sale Principal Percentage

Here is the sql to generate the data… The only remotely tricky part was getting the principal balance on the same line as the net default and filtering out data that I didn’t want. I also linked to the loan object to get the creditgrade… One could take this further and filter the results on any loan or listing column.

select
nd.loankey,
l.creditgrade,
nd.cyclenumber,
nd.status,
nd.netdefaults,
cast(datepart(mm,nd.observationdate) as varchar(2))+’/’+cast(datepart(yyyy,nd.observationdate) as char(4)) as obervatiomonth,
min(fp.principalbalance) as PrincipalAtDefault,
(min(fp.principalbalance)-nd.netdefaults)/min(fp.principalbalance) as defaultPercentage
from
loanperformance nd
inner join
loanperformance fp
on nd.loankey=fp.loankey
inner join
loan l
on l.[key]=nd.loankey
where
nd.netdefaults>0
and nd.netdefaults!=0
and fp.netdefaults=0
and fp.principalbalance!=0
and NOT(nd.status like ‘%bankruptcy%’)
and nd.status!=’Repurchased’
group by
nd.loankey,l.creditgrade,nd.cyclenumber,nd.status,nd.dpd,nd.netdefaults,nd.observationdate
having
(min(fp.principalbalance)-nd.netdefaults)/min(fp.principalbalance)>0

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