Synthetic default events for the workout LGD examples

900 default events on three products (unsecured, mortgage, auto) observed until 2026-06-30, with the drivers a workout LGD model reads: collateral, loan-to-value, time on book, the worst delinquency before default and the region. Cures return to performing within six months; non-cures recover according to product-specific profiles until a close date; events still running at the observation date are open, a few of them older than the maximum recovery period. Thirty facilities default twice after a cure, half of them within nine months, so that scr_workout() merges the two spells into one event. Built for scr_workout(), scr_lgd() and the in-default examples.

Usage

scr_demo_lgd

Format

A data.frame with 900 rows and 12 columns:

default_id

Default event identifier.

facility_id

Facility identifier; repeated for the second defaults.

default_date

Date of default.

ead

Exposure at default.

product

"unsecured", "mortgage" or "auto".

collateral_value

Collateral value at default; 0 when unsecured.

ltv

Loan-to-value at default; 0 when unsecured.

months_on_book

Months since origination at default.

prior_dpd_max

Worst days past due in the year before default (multiples of 30).

region

Region of the facility.

status

"closed", "cured" or "open" at the observation date.

close_date

Date the workout closed or the cure was confirmed; NA when open.

Source

Synthetic. Generated by data-raw/scr_demo_lgd.R, seed 20260904, in the package source repository https://github.com/evandeilton/scorecraft.

See also

Other data: scr_demo, scr_demo_ead, scr_demo_lgd_cashflows, scr_demo_panel, scr_demo_portfolio, scr_demo_rates

Examples

table(scr_demo_lgd$product, scr_demo_lgd$status)
#>            
#>             closed cured open
#>   auto         124    78    5
#>   mortgage      95   115   31
#>   unsecured    172   154  126