VINTAGE ANALYSIS | MOB, DEFAULT CURVES, COHORT ANALYSIS | 23

Welcome to Rajat Kumar – Credit Risk & Banking 🚀 Are new loans actually performing better, or are we simply looking at younger loans that have not had enough time to default? This is exactly where *Vintage Analysis* becomes extremely powerful in Credit Risk Management. In this video, you’ll understand how banks track different loan cohorts as they age and compare their performance at the same **Month on Book (MOB)**. We cover vintage cohorts, MOB, default curves, cohort analysis, vintage gaps, underwriting changes, collection impact, portfolio quality and macroeconomic factors. 🔍 What You Will Learn: 👉 What is Vintage Analysis in Credit Risk 👉 What is a Vintage Cohort 👉 What is Month on Book or MOB 👉 Why MOB is critical for comparing loan performance 👉 How to read Vintage Analysis tables and curves 👉 Vertical vs Horizontal Vintage Analysis 👉 How to compare different vintages at the same MOB 👉 How to interpret cumulative default curves 👉 How to calculate Vintage Gap and improvement 👉 Underwriting, customer mix and collection effects 👉 Impact of macroeconomic conditions 👉 Right censoring and immature vintages 👉 Mix shift, definition drift and small cohort problems 👉 Prepayment bias in vintage analysis 👉 How Vintage Analysis supports credit decisions Resource Link : https://github.com/rajatkumar0308/CRE... ⚠️ Common Mistakes: Recent vintages may not have sufficient seasoning. Customer mix may change. Default definitions may change. Small cohorts can create volatile rates, while prepayments and different macroeconomic conditions can also distort comparisons. The key is to align MOB correctly, maintain consistent definitions and investigate the underlying drivers before making a conclusion. 🎯 Who Should Watch This: ✅ Credit Risk beginners ✅ Credit Risk Analysts ✅ Credit Portfolio Analysts ✅ Data Scientists and Data Analysts ✅ FRM / Banking exam aspirants ✅ Finance and MBA students ✅ Banking and Risk Analytics professionals ✅ Professionals preparing for Credit Risk interviews ⏱️ Timestamps: 00:00 – Introduction to Vintage Analysis 00:28 – Credit Risk Lifecycle and Vintage Analysis 00:56 – What We Will Cover 01:26 – Why Vintage Analysis Matters 01:56 – Why Latest Loans May Look Better 02:29 – Understanding Loan Cohorts 03:00 – What is Vintage Analysis 03:37 – Why Same MOB Matters 04:42 – What is Month on Book 05:41 – Understanding Loan Seasoning 06:11 – Understanding Default Curves 07:48 – Interpreting Vintage Curve Gaps 08:18 – Vintage Cohort Analysis Table 08:47 – Vertical vs Horizontal Analysis 09:22 – Comparing Vintages at Same MOB 10:31 – Practical Vintage Analysis Example 11:11 – Calculating Vintage Improvement 12:21 – Drivers Behind Vintage Improvement 13:19 – Real World Credit Risk Case Study 14:27 – What Can Make Vintage Analysis Misleading 16:04 – From Vintage Curves to Credit Decisions 17:34 – Five Rules for Vintage Analysis 18:36 – Practical Formula Sheet 19:07 – Final Takeaways 20:05 – Closing and Resources 🔥 Like if you are learning Credit Risk and Banking Analytics 💬 Comment below and tell me what you would change first if a new vintage starts performing worse than the previous vintage Would you change the credit policy, pricing strategy or growth appetite 🔔 Subscribe for more practical Credit Risk, Banking, Data Science and Model Development content 🙋 About Me: I’m Rajat Kumar, a Credit Risk & Analytics professional with 14 years of experience working as a Data Scientist and Senior Manager with multinational banks across the US, Europe and Australia. 🔗 Useful Links: Python Playlist    • Python Complete Course for Beginners 🚀 | L...   Industry Level Projects    • 🏆 Real Industry Grade Banking Projects   IFRS9 & Basel Playlist    • Credit Risk Mastery for CFA & FRM: IFRS 9,...   Credit Risk Scorecard Playlist    • Credit Risk Analytics & Scorecard Developm...   Credit Risk Modelling Playlist    • 📊 Credit Risk Modelling in Python | PD, LG...   Financial Risk Playlist    • Credit Risk 2026🔥Credit Risk Management | ...   1:1 Mentorship / Career Guidance https://topmate.io/rajat_kumar103/ Instagram   / rajat_alt_ctrl_delete   🔑 Search Queries: vintage analysis credit risk vintage analysis banking month on book MOB MOB analysis credit risk loan vintage analysis credit portfolio analysis default curve credit risk cohort analysis credit risk credit risk analytics credit risk management credit risk modelling retail credit risk FRM credit risk banking analytics credit risk interview questions credit risk 2026 #CreditRisk #VintageAnalysis #CreditRiskManagement #CreditRiskAnalytics #MonthOnBook #MOB #CreditPortfolio #BankingAnalytics #RiskManagement #CreditRiskModelling #FRM #Banking #FinanceEducation #CreditRisk2026 #RajatKumar