Loan Portfolio CDR Dashboard
Credit Excel Template (Free Download)
Review loan portfolio default risk by vintage and cohort, connect recoveries with loss severity, and assess reserves, capital impact, and risk-adjusted portfolio returns.
professionals from Deloitte
Used by professionals from
About this dashboard
The Loan Portfolio CDR dashboard organises credit risk analysis by loan type, vintage, origination channel, collateral type, cohort, and stress scenario. It brings cumulative default rate curves together with recovery rates, recovery timing, loss given default, reserve calculations, and capital impact analysis.
Use the summary to review projected defaults, prepayments, principal collections, recoveries, net losses, and portfolio cash flows. Vintage and cohort views help compare performance over the life of a pool, while stress scenarios show how portfolio outcomes may change under adverse conditions. These views keep default and recovery assumptions connected to the pool’s projected results.
The dashboard supports reserve adequacy and capital reviews, portfolio stress testing, and loan pricing or approval. Credit investors, lenders, and underwriting teams can use the risk metrics to frame loss assumptions, evaluate required pricing, and assess the effect of recovery and default changes on returns.
What every dashboard includes
Live formulas, no hardcoded values
Outputs are driven by live formulas, so the workbook updates from its assumptions instead of relying on hardcoded results.
All assumptions in one tab
Inputs are clearly marked in the Assumptions tab and separated from calculations, making it clear what to change and what to leave intact.
Statements always balancing
For integrated-statement models, the balance sheet, cash flow, and supporting schedules tie through properly.
Distinct schedules for clarity
Debt, working capital, taxes, and cash flow can get messy quickly. We group calculations in clear schedules, not across disconnected tabs.
No hidden macros or external links
There are no unexplained external workbook links or macros to undermine auditability or portability.
Changes flow through the model
Update a key driver and see the impact carry through the forecast, financing, and return outputs. We never use hardcoded numbers in formulas.
What's inside the Loan Portfolio CDR Dashboard
- Portfolio composition by type and vintage
- Cumulative default curves by cohort
- Loss given default by collateral type
- Recovery rates and timing
- Reserve and capital impact analysis
- Stress scenario and risk summary
Formatted to IB standards
Named theme colors repaint the whole workbook in one click, on top of an investment-banking structure with clear input, output, and cross-sheet reference styling - brand-ready, institutional-grade, and fully auditable.
Created by ex-finance professionals
Hey, I’m Alex and I created Finamodel.
Over my years in the finance industry I kept building the same models over and over again. Same structure, same assumptions, different logo. So I started building frameworks to turn them into clean, reusable templates.
Every model here is one I’d actually use for a client, and I personally vet each one before it goes up.
I’m not an expert in every industry, but I’ve built enough models to know what belongs in one. And when something is completely foreign to me, I reach out to my network for experts to work on our models with us.
Having a template library on hand cuts a first build from hours to minutes.
Need help finding your model? You’ll find me in the Finamodel app!
Frequently asked
What does CDR mean here?+
CDR means cumulative default rate. The dashboard uses default rate curves by vintage and cohort to examine how loan portfolio defaults develop over time and under different scenarios.
Which risk inputs are included?+
Inputs include portfolio composition, loan type, vintage, origination channel, collateral type, cumulative default rates, loss given default, recovery rates, and recovery timing for post-default recoveries.
What portfolio outputs are shown?+
The analysis includes projected defaults, prepayments, principal collections, recoveries, loss severity, reserves, capital impact, portfolio cash flows, and equity return implications for the loan pool.
Can I review stress scenarios?+
Yes. Cohort default curves and recovery assumptions can be reviewed by stress scenario to assess portfolio outcomes during adverse credit or economic conditions and compare resulting risk.
Who uses this dashboard?+
Credit investors, lenders, capital teams, and underwriting groups can use it for reserve adequacy, portfolio stress testing, loan pricing, and approval discussions around portfolio risk.
Have more financial modelling questions? Contact us
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