Finance category
Mortgage, loan, investing, tax, and money calculators.
Vintage Loss Curve Calculator
Vintages loss differently. This calculator projects.
Total weighted reserve
$321,500
2020 vintage reserve
$87,500
2022 vintage reserve
$234,000
How the math works
Each vintage reserve = balance × vintage-specific loss rate. Total reserve = sum.
2020 vintage shows 2.5% loss (seasoned, cleaner). 2022 vintage 4.5% (worse environment at origination). Weighted reserve: $321k on $8.7M combined balance. Monitor vintage curves for early deterioration signals in recent originations.
How to Use
- Enter 2020 vintage balance.
- Enter 2020 vintage loss rate %.
- Enter 2022 vintage balance.
- Enter 2022 vintage loss rate %.
- Read weighted loss reserve.
Frequently Asked Questions
Why vintage?
Loans or leases originated in same period behave similarly (underwriting standards, market conditions). 2007 vintage mortgages: notorious for defaults. 2020 vintage: rolling over into high-rate renewals. Vintage = cohort of originations.
Curves?
Plot cumulative loss % vs months since origination by vintage. Steep curves early (peaks 12-24 months): cleaner underwriting, or more recent stress. Flat curves: seasoned and stable. Compare across vintages to spot deterioration.
Reserve use?
Apply expected curve to each vintage's remaining balance. Early vintages have less remaining loss exposure; recent vintages have more pending. Weighted total = portfolio reserve. Update quarterly with actual loss data.
How often should I rerun this?
Rerun this calculator whenever inputs change materially — new rent roll data, rate moves, loan balance updates, or quarterly operating data. For active deals, monthly refresh is typical. For stabilized assets under monitoring, quarterly is fine. Treat the output as a decision tool, not a one-time answer — market conditions evolve and so should your analysis.
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