Insights
Tutorials, worked examples and notes from real analysis work.
3 articles shown
SQL5 min read
A delinquency report tells you where loans are today. A roll rate tells you where they are heading. Here is how to build one with a SQL window function, with output you can check by hand.
Python2 min readSample
A step-by-step walkthrough of bucketing loans by days past due and measuring portfolio at risk in Python, using a small made-up loan book.
SQL2 min readSample
One query that buckets loans by days past due and shows each bucket's share of the book, with a note on what changes between database engines.
