Dec 25, 2017 · Vintage analysis is when you monitor the credit quality of a retail loan month on month. The idea is to determine whether the months an account has been on the Bank’s books affects credit quality of that account. Basel and IASB(as per IFRS 9) requ.
Oct 24, 2016 · Resource Center Vintage analysis and data collection. Oct 24, 2016. Vintage analysis is a method of evaluating the credit quality of a loan portfolio by analyzing net charge-offs in a given loan pool where the loans share the same origination period.
Retail Loan Portfolio Dynamics: Becoming a Better Vintner Joseph L. Breeden; RMA Journal, September 2002. A retail loan vintage is a group of accounts originated in a given time period. For example, all new customers from 2001 make up the 2001 vintage. Vintage groupings can be monthly, quarterly, or annual, depending on the application and.
Vintage: A vintage is a slang term used by mortgage-backed securities (MBS) traders and investors to refer to an MBS that is seasoned over some time period. An MBS typically has a maturity around.