Long table of the cash flows of every default event of scr_demo_lgd: recoveries spread over up to four years for unsecured facilities, a collateral sale between one and three years in for mortgages, a repossession sale within nine months for cars, direct costs at the start of the workout and at the sale, and a few drawings after default. Cures carry only the payments that brought the facility back to performing.
Format
A data.frame with 5,737 rows and 4 columns:
default_idDefault event identifier, matching scr_demo_lgd.
dateDate of the cash flow.
amountAmount, always positive.
type"recovery","direct_cost"or"drawing".
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,
scr_demo_panel,
scr_demo_portfolio,
scr_demo_rates
Examples
head(scr_demo_lgd_cashflows)
#> default_id date amount type
#> 1 D0001 2025-04-24 182.87 direct_cost
#> 2 D0001 2025-04-24 424.72 recovery
#> 3 D0001 2025-05-24 395.45 recovery
#> 4 D0001 2025-06-24 368.18 recovery
#> 5 D0001 2025-09-24 297.17 recovery
#> 6 D0001 2025-12-24 239.85 recovery
table(scr_demo_lgd_cashflows$type)
#>
#> direct_cost drawing recovery
#> 1389 24 4324