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Investor & NPL Support

Portfolio Valuation of P2P Lender

  • Client: Leading Challenger Bank
  • Project Length: 3 weeks
  • Personnel: Partner, Principal + Analyst Team
CS Portfolio Val P2 P 1

Background

The client was interested in funding loans on an SME P2P lending platform

The requirement was to assess the capability of the platform to provide the desired ROI, and to forecast the impact of adverse economic conditions on performance

With the platform growing quickly, the client needed to understand the changing dynamics of the loan book and the resulting effect on long term performance

CS Portfolio Val P2 P 2

Engagement

The Vestigo team undertook a full review of the current and historic loan book to understand drivers of growth and assess real-world performance

This identified several shifts in recent originations, which indicated a reduction in quality

Using the detailed data tape analysis, a bespoke front book forecast was built, modelling the key drivers of performance by segment based on historical performance

A stress testing exercise was designed to understand the impact of a severe recession on investment return, split across the different industry sectors on the portfolio

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