Author Topic: folio loan model prices  (Read 1460 times)


  • Newbie
  • *
  • Posts: 15
    • View Profile
    • Email
folio loan model prices
« on: November 10, 2019, 09:28:47 PM »
I've developed a few models based on historical data to price folio loans.  I built different models for loans with different status. 
Loans that are current are priced based on historical default & prepayment behaviours and recent fico changes.  Late loans are priced based on potential recoveries and are highly uncertain.
I've set up automatic process to price all loans once every day.

You can download my model output here

feedbacks are welcome.