NBKI Vintage analysis of the loan portfolio

2019: Representation of "Vintage Analysis of the Loan Portfolio" service

On September 16, 2019 the National Bureau of Credit Histories (NBCH) announced service – analytical service "Vintage Analysis of the Loan Portfolio". This service investigates dependence of credit debt of a certain depth on age of generation of the credits. It is the tool (developed by NBKI with the assistance of the leading profile specialists of the Russian banks) which allows to carry out the comprehensive analysis of the loan portfolio for the purpose of forecasting of his behavior, identification of negative factors and correction of tactics of crediting.

It is important to note that some elements of the vintage analysis were used by NBKI in such products as "The national credit bulletin" and "Benchmarking reports" earlier. The feature of this analytical service for credit market consists in consolidation of different techniques of carrying out the vintage analysis (not only developments of NBKI) in one report, with a possibility of its formation on one creditor in comparison with several reference groups.

The "Vintage Analysis of the Loan Portfolio" service has a user-friendly interactive interface of issue of data in a tabular form and in a schedule type that allows to conduct additional data analysis independently independently. Using this service it is possible to analyze all types of the retail credits on the studied banks, including, car loans, a mortgage, credit cards, consumer loans and the microcredits. At the same time the historical depth of the analysis can individually be configured - from 18 months to several years. Also there is a possibility of the analysis in a regional section.

"The vintage analysis of the loan portfolio" of NBKI is unique analytical service, first of all, in terms of portfolio management of creditors, - the marketing director of NBKI Alexey Volkov comments. – He allows to study comprehensively behavior of a portfolio on generations of issue according to the greatest possible list of criteria and using different techniques. At the same time it is important that the new service NBKI gives to banks an opportunity of the independent analysis using setup of its historical depth".

The vintage analysis, as we know, is the most widespread instrument of measurement of efficiency of crediting and forecasting of level of credit risks. However the feature of this analytical service NBKI for credit market consists that in proposed solution several different techniques of carrying out the vintage analysis are collected at once. The convenience of use of service, simplicity of obtaining key characteristics on generations of issues does ""The vintage analysis of the loan portfolio" of NBKI extremely useful in work of a number of bank divisions. It equally concerns as risk management, sales, collecting, marketing specialists, and for heads of different level, including shareholders and investors. And also the vintage analysis is irreplaceable at transactions of securitization of the loan portfolio, believes the deputy chief of Department of data analysis and modeling of Gazprombank Dmitry Sergienko