# Loan Portfolio CDR Dashboard

Review loan portfolio default risk by vintage and cohort, connect recoveries with loss severity, and assess reserves, capital impact, and risk-adjusted portfolio returns.

- Canonical: https://finamodel.com/excel-dashboard/loan-portfolio-cdr
- Excel download: https://finamodel.com/templates/loan-portfolio-cdr.xlsx

## 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's included

- 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

## Frequently asked questions

### 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.

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