Prosper Marketplace

Prosper Marketplace — Loan-level and vintage-level unsecured consumer installment performance data: monthly origination panels segmented by proprietary credit rating (AA-E) with weighted-average borrower rate, weighted-average coupon, average loan size, weighted-average FICO, median PTI and original DTI; plus per-vintage cumulative gross loss per origination dollar, 30+ day delinquency-per-origination trend curves, remaining balance by vintage, cumulative prepayment curves and post-charge-off recovery rates. The free PDF prints aggregates; the licensable deliverable is the monthly loan-level …

Prosper Marketplace offers (Alternative, Fundamental) — On the order of 10M-50M loan-month observations: roughly 1M+ distinct loans each generating up to 60 monthly performance records over a stated five-year term, plus a 12-vintage multi-metric aggregate panel refreshed monthly, with full monthly delinquency, charge-off and prepayment state transitions per loan.

Consumer-credit loss forecasting and ABS structuring (attachment-point and credit-enhancement sizing); vintage-level expected-loss and recovery modeling; early-warning delinquency nowcasting using the stated leading-indicator series; prepayment and duration modeling for installment paper; credit-model validation and challenger benchmarking against a decade-plus of labeled outcomes; private-label and warehouse lender surveillance; coupon and pricing optimization

The data is with 12 years of history.

Coverage spans US; Consumer Finance, Financial Exchanges & Data; alternative, fundamental; fixed_income, structured_products, equities.