Origination-basis caveat: pre-2020 vintages have incomplete early-life data
(loans enter ABS-EE only when their deal begins reporting). Older curves may understate
cumulative losses.
Select one or more issuers to view repossession data.
How to read this tab. “Months on book” (MOB) = months since origination. Cumulative default rate at MOB N is the Kaplan-Meier estimate of the probability a loan will have charged off between origination and month N. Loans that paid off or remain active are handled via right-censoring. Commercial / dealer bureau scores excluded; only consumer credit bureau scores 300–900.
Cumulative Default by Score Band
All issuers pooled. Each line = KM cumulative default rate for that Score band.
Default Rate — Issuer × Credit Score
KM cumulative default at a fixed loan age. Cells with <200 loans shown blank.
Modification Rate by Issuer
Cumulative % of loans modified (extended, rate-reduced, etc.) by MOB. Higher = more distressed servicing activity.
Vintage Comparison
For a given Score band, has underwriting / macro shifted the default curve over time?
Issuer Risk Ranking — Raw vs. Score-Adjusted
Raw = actual book default rate. Adjusted = default rate if they had the market’s credit score mix. Δ = book composition effect.
Cross-Issuer Comparison at Fixed Score Band
Same Score band, same vintage — how do default rates differ across issuers?
