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This function implements steps 2 of 3 of the issue #23 in the PrjThaiHFID project. It calculates various characteristics of triply linked loans for different investment and loan types.

Usage

ffp_hfid_invest_loan_linked_abc_bridge_char(
  tstm_roster_invest2loan2bridge_clean,
  verbose = FALSE,
  verbose_detail = FALSE,
  it_verbose_detail_nrow = 100
)

Arguments

tstm_roster_invest2loan2bridge_clean

A data frame containing the cleaned data of triply linked loans. Generated by ffp_hfid_invest_loan_linked_abc_distinct

verbose

A logical value indicating whether to print verbose output. Default is FALSE.

verbose_detail

A logical value indicating whether to print detailed verbose output. Default is FALSE.

it_verbose_detail_nrow

An integer specifying the number of rows to print for detailed verbose output. Default is 100.

Value

A modified data frame with additional columns representing the calculated characteristics of triply linked loans.

See also

Used by vignette(s) ffv_invest_loan_bridge and ffv_invest_return_bridge (the latter via the investloan_type_m8 categorization output). Related issue(s): PrjThaiHFID-#32.

Author

Fan Wang, http://fanwangecon.github.io

Examples

tstm_roster_invest_loan_linked <- PrjThaiHFID::tstm_roster_invest_loan_linked
ls_return <- ffp_hfid_invest_loan_linked_abc_distinct(tstm_roster_invest_loan_linked)
tstm_roster_invest2loan2bridge_clean <- ls_return$tstm_roster_invest2loan2bridge_clean
ls_return <- ffp_hfid_invest_loan_linked_abc_bridge_char(tstm_roster_invest2loan2bridge_clean)
print(ls_return)
#> $tstm_roster_invest2loan2bridge
#> # A tibble: 7,635 × 91
#> # Groups:   hhid_Num, ivars, hh_inv_asset_ctr [2,172]
#>    hhid_Num ivars    hh_inv_asset_ctr forinfm4 hh_loan_id_nd forinfm4_paired_1t2
#>       <int> <chr>               <int> <chr>            <int> <chr>              
#>  1     1031 agg_BS_…                2 Quasi-f…            23 Quasi-formal       
#>  2     1078 agg_BS_…                1 Quasi-f…            40 NA                 
#>  3     1099 agg_BS_…                1 Quasi-f…            75 NA                 
#>  4     1099 agg_BS_…                2 Quasi-f…            75 NA                 
#>  5     1099 agg_BS_…                2 Village…            76 Village-Fund       
#>  6     1099 agg_BS_…                2 Village…            77 Village-Fund       
#>  7     1099 agg_BS_…                1 Quasi-f…            75 NA                 
#>  8     1099 agg_BS_…                1 Village…            77 Village-Fund       
#>  9     1113 agg_BS_…                1 Quasi-f…            91 NA                 
#> 10     1113 agg_BS_…                1 Quasi-f…            92 BAAC-Commercial    
#> # ℹ 7,625 more rows
#> # ℹ 85 more variables: hh_loan_id_nd_paired_1t2 <int>,
#> #   forinfm4_paired_2t3 <chr>, hh_loan_id_nd_paired_2t3 <int>,
#> #   mth_inv_start <dbl>, mth_inv_end <dbl>, loan_start <dbl>, loan_end <dbl>,
#> #   loan_start_paired_1t2 <dbl>, loan_end_paired_1t2 <dbl>,
#> #   loan_start_paired_2t3 <dbl>, loan_end_paired_2t3 <dbl>,
#> #   capital_prior <dbl>, capital_end <dbl>, capital_invest <dbl>, …
#> 
summary(ls_return$tstm_roster_invest2loan2bridge)
#>     hhid_Num          ivars      hh_inv_asset_ctr      forinfm4   
#>  Min.   :1031   Length   :7635   Min.   :1.000    Length   :7635  
#>  1st Qu.:3161   N.unique :   2   1st Qu.:1.000    N.unique :   4  
#>  Median :5569   N.blank  :   0   Median :2.000    N.blank  :   0  
#>  Mean   :5529   Min.nchar:  11   Mean   :2.146    Min.nchar:   8  
#>  3rd Qu.:7705   Max.nchar:  11   3rd Qu.:3.000    Max.nchar:  15  
#>  Max.   :9996                    Max.   :7.000    NAs      : 631  
#>                                                                   
#>  hh_loan_id_nd   forinfm4_paired_1t2 hh_loan_id_nd_paired_1t2
#>  Min.   :   23   Length   :7635      Min.   :   24           
#>  1st Qu.: 5130   N.unique :   4      1st Qu.: 5158           
#>  Median :10122   N.blank  :   0      Median :10149           
#>  Mean   :10005   Min.nchar:   8      Mean   :10097           
#>  3rd Qu.:14903   Max.nchar:  15      3rd Qu.:15160           
#>  Max.   :19580   NAs      :1140      Max.   :19581           
#>  NAs    :631                         NAs    :2011            
#>  forinfm4_paired_2t3 hh_loan_id_nd_paired_2t3 mth_inv_start     mth_inv_end    
#>  Length   :7635      Min.   :   25            Min.   : 15.00   Min.   : 15.00  
#>  N.unique :   4      1st Qu.: 5400            1st Qu.: 53.00   1st Qu.: 53.00  
#>  N.blank  :   0      Median :10226            Median : 77.00   Median : 77.00  
#>  Min.nchar:   8      Mean   :10206            Mean   : 78.01   Mean   : 78.11  
#>  Max.nchar:  15      3rd Qu.:15378            3rd Qu.:101.00   3rd Qu.:101.00  
#>  NAs      :1729      Max.   :19582            Max.   :145.00   Max.   :145.00  
#>                      NAs    :2460                                              
#>    loan_start        loan_end      loan_start_paired_1t2 loan_end_paired_1t2
#>  Min.   :  9.00   Min.   : 13.00   Min.   : 16.00        Min.   : 18.00     
#>  1st Qu.: 52.00   1st Qu.: 66.00   1st Qu.: 62.00        1st Qu.: 74.00     
#>  Median : 74.00   Median : 89.00   Median : 83.00        Median : 96.00     
#>  Mean   : 75.86   Mean   : 91.96   Mean   : 85.99        Mean   : 97.77     
#>  3rd Qu.: 98.00   3rd Qu.:115.00   3rd Qu.:109.00        3rd Qu.:122.00     
#>  Max.   :145.00   Max.   :160.00   Max.   :160.00        Max.   :160.00     
#>  NAs    :631      NAs    :631      NAs    :1140          NAs    :1140       
#>  loan_start_paired_2t3 loan_end_paired_2t3 capital_prior      
#>  Min.   : 18.00        Min.   : 27.0       Min.   :        0  
#>  1st Qu.: 73.00        1st Qu.: 84.0       1st Qu.:    32877  
#>  Median : 90.00        Median :103.0       Median :   158076  
#>  Mean   : 93.49        Mean   :105.4       Mean   :  1015900  
#>  3rd Qu.:115.00        3rd Qu.:127.0       3rd Qu.:   626539  
#>  Max.   :159.00        Max.   :160.0       Max.   :141177726  
#>  NAs    :1729          NAs    :1729                           
#>   capital_end        capital_invest     loan_principal    loan_principal_last
#>  Min.   :    10000   Min.   :   10000   Min.   :    100   Min.   :      0    
#>  1st Qu.:    79099   1st Qu.:   26582   1st Qu.:  10000   1st Qu.:   4000    
#>  Median :   251316   Median :   47576   Median :  20000   Median :  15000    
#>  Mean   :  1142213   Mean   :  126314   Mean   :  41172   Mean   :  23985    
#>  3rd Qu.:   778275   3rd Qu.:  118894   3rd Qu.:  38460   3rd Qu.:  24000    
#>  Max.   :141635206   Max.   :11548178   Max.   :4100000   Max.   :1600000    
#>                                         NAs    :632       NAs    :631        
#>  loan_interest_monthly loan_principal_paired_1t2 loan_principal_last_paired_1t2
#>  Min.   :-1.000000     Min.   :    450           Min.   :      0               
#>  1st Qu.: 0.002276     1st Qu.:   5000           1st Qu.:   2500               
#>  Median : 0.004492     Median :  14702           Median :  11000               
#>  Mean   :-0.004497     Mean   :  25972           Mean   :  21722               
#>  3rd Qu.: 0.006229     3rd Qu.:  20000           3rd Qu.:  20000               
#>  Max.   : 0.462500     Max.   :2000000           Max.   :2000000               
#>  NAs    :632           NAs    :1140              NAs    :1140                  
#>  loan_interest_monthly_paired_1t2 loan_principal_paired_2t3
#>  Min.   :-1.000000                Min.   :    415          
#>  1st Qu.: 0.003274                1st Qu.:   5680          
#>  Median : 0.004844                Median :  16500          
#>  Mean   :-0.020286                Mean   :  29011          
#>  3rd Qu.: 0.006434                3rd Qu.:  29270          
#>  Max.   : 0.391941                Max.   :1600000          
#>  NAs    :1140                     NAs    :1729             
#>  loan_principal_last_paired_2t3 loan_interest_monthly_paired_2t3
#>  Min.   :      0                Min.   :-1.000000               
#>  1st Qu.:   3000                1st Qu.: 0.003022               
#>  Median :  14000                Median : 0.004492               
#>  Mean   :  24449                Mean   :-0.045428               
#>  3rd Qu.:  20000                3rd Qu.: 0.005938               
#>  Max.   :1600000                Max.   : 0.259921               
#>  NAs    :1729                   NAs    :1729                    
#>  bl_lender_type  bl_bridge_informal bl_loan_size    bl_loan_dura_a 
#>  Mode :logical   Mode :logical      Mode :logical   Mode :logical  
#>  FALSE:3149      FALSE:5205         FALSE:3008      FALSE:4580     
#>  TRUE :3346      TRUE :1290         TRUE :3486      TRUE :1915     
#>  NAs  :1140      NAs  :1140         NAs  :1141      NAs  :1140     
#>                                                                    
#>                                                                    
#>                                                                    
#>  bl_loan_dura_b  bl_loan_dura_c  bl_m1t2_formal  bl_p1t2_formal 
#>  Mode :logical   Mode :logical   Mode :logical   Mode :logical  
#>  FALSE:2507      FALSE:3263      FALSE:3630      FALSE:4110     
#>  TRUE :3988      TRUE :2643      TRUE :4005      TRUE :3525     
#>  NAs  :1140      NAs  :1729                                     
#>                                                                 
#>                                                                 
#>                                                                 
#>  bl_p2t3_formal  bl_m1t2_formal_avg bl_p1t2_formal_avg bl_p2t3_formal_avg
#>  Mode :logical   Min.   :0.0000     Min.   :0.0000     Min.   :0.0000    
#>  FALSE:3857      1st Qu.:0.1667     1st Qu.:0.0000     1st Qu.:0.2857    
#>  TRUE :3778      Median :0.5556     Median :0.4545     Median :0.5000    
#>                  Mean   :0.5246     Mean   :0.4617     Mean   :0.4948    
#>                  3rd Qu.:0.8800     3rd Qu.:0.8258     3rd Qu.:0.7143    
#>                  Max.   :1.0000     Max.   :1.0000     Max.   :1.0000    
#>                                                                          
#>  bl_jnt_m1t2_p1t2_formal bl_jnt_p1t2_p2t3_formal bl_jnt_m1t2_p1t2_informal
#>  Mode :logical           Mode :logical           Mode :logical            
#>  FALSE:5629              FALSE:5524              FALSE:5524               
#>  TRUE :2006              TRUE :2111              TRUE :2111               
#>                                                                           
#>                                                                           
#>                                                                           
#>                                                                           
#>  bl_jnt_p1t2_p2t3_informal bl_jnt_m1t2_p1t2_same bl_jnt_p1t2_p2t3_same
#>  Mode :logical             Mode :logical         Mode :logical        
#>  FALSE:5192                FALSE:4626            FALSE:3726           
#>  TRUE :2443                TRUE :1869            TRUE :2180           
#>                            NAs  :1140            NAs  :1729           
#>                                                                       
#>                                                                       
#>                                                                       
#>  bl_jnt_m1t2_p1t2_formal_avg bl_jnt_p1t2_p2t3_formal_avg
#>  Min.   :0.0000              Min.   :0.0000             
#>  1st Qu.:0.0000              1st Qu.:0.0000             
#>  Median :0.1250              Median :0.2222             
#>  Mean   :0.2627              Mean   :0.2765             
#>  3rd Qu.:0.4800              3rd Qu.:0.5000             
#>  Max.   :1.0000              Max.   :1.0000             
#>                                                         
#>  bl_jnt_m1t2_p1t2_informal_avg bl_jnt_p1t2_p2t3_informal_avg
#>  Min.   :0.0000                Min.   :0.0000               
#>  1st Qu.:0.0000                1st Qu.:0.0000               
#>  Median :0.1250                Median :0.1818               
#>  Mean   :0.2765                Mean   :0.3200               
#>  3rd Qu.:0.5000                3rd Qu.:0.5000               
#>  Max.   :1.0000                Max.   :1.0000               
#>                                                             
#>  bl_jnt_m1t2_p1t2_same_avg bl_jnt_p1t2_p2t3_same_avg bl_bri_only_baac
#>  Min.   :0.0000            Min.   :0.0000            Mode :logical   
#>  1st Qu.:0.0000            1st Qu.:0.2000            FALSE:6749      
#>  Median :0.2500            Median :0.3333            TRUE :96        
#>  Mean   :0.2902            Mean   :0.3688            NAs  :790       
#>  3rd Qu.:0.5000            3rd Qu.:0.5000                            
#>  Max.   :1.0000            Max.   :1.0000                            
#>  NAs    :861               NAs    :1199                              
#>  bl_bri_only_vilfund bl_bri_only_quasi bl_bri_only_informal bl_bri_has_baac
#>  Mode :logical       Mode :logical     Mode :logical        Mode :logical  
#>  FALSE:6389          FALSE:6421        FALSE:6808           FALSE:3371     
#>  TRUE :485           TRUE :265         TRUE :54             TRUE :2841     
#>  NAs  :761           NAs  :949         NAs  :773            NAs  :1423     
#>                                                                            
#>                                                                            
#>                                                                            
#>  bl_bri_has_vilfund bl_bri_has_quasi bl_bri_has_informal bl_bri_only_baac_mean
#>  Mode :logical      Mode :logical    Mode :logical       Min.   :0.00000      
#>  FALSE:1526         FALSE:2161       FALSE:4499          1st Qu.:0.00000      
#>  TRUE :4693         TRUE :4241       TRUE :1739          Median :0.00000      
#>  NAs  :1416         NAs  :1233       NAs  :1397          Mean   :0.01445      
#>                                                          3rd Qu.:0.00000      
#>                                                          Max.   :1.00000      
#>                                                          NAs    :679          
#>  bl_bri_has_baac_mean bl_bri_only_vilfund_mean bl_bri_has_vilfund_mean
#>  Min.   :0.000        Min.   :0.00000          Min.   :0.0000         
#>  1st Qu.:0.000        1st Qu.:0.00000          1st Qu.:0.6000         
#>  Median :0.500        Median :0.00000          Median :0.8333         
#>  Mean   :0.457        Mean   :0.07276          Mean   :0.7550         
#>  3rd Qu.:0.750        3rd Qu.:0.06667          3rd Qu.:1.0000         
#>  Max.   :1.000        Max.   :1.00000          Max.   :1.0000         
#>  NAs    :963          NAs    :683              NAs    :1026           
#>  bl_bri_only_quasi_mean bl_bri_has_quasi_mean bl_bri_only_informal_mean
#>  Min.   :0.0000         Min.   :0.0000        Min.   :0.000000         
#>  1st Qu.:0.0000         1st Qu.:0.4800        1st Qu.:0.000000         
#>  Median :0.0000         Median :0.6800        Median :0.000000         
#>  Mean   :0.0399         Mean   :0.6607        Mean   :0.007781         
#>  3rd Qu.:0.0000         3rd Qu.:1.0000        3rd Qu.:0.000000         
#>  Max.   :1.0000         Max.   :1.0000        Max.   :1.000000         
#>  NAs    :767            NAs    :830           NAs    :683              
#>  bl_bri_has_informal_mean bl_bridge_informal_mean bl_ibr_single  
#>  Min.   :0.0000           Min.   :0.0000          Mode :logical  
#>  1st Qu.:0.0000           1st Qu.:0.0000          FALSE:7476     
#>  Median :0.1429           Median :0.1111          TRUE :159      
#>  Mean   :0.2785           Mean   :0.2004                         
#>  3rd Qu.:0.5000           3rd Qu.:0.3333                         
#>  Max.   :1.0000           Max.   :1.0000                         
#>  NAs    :994              NAs    :861                            
#>      ll_gw1          ll_gw2          ll_gw3       hlin_m12_avg  
#>  Min.   : 0.00   Min.   : 0.00   Min.   : 1.00   Min.   :   23  
#>  1st Qu.:11.00   1st Qu.:10.00   1st Qu.:11.00   1st Qu.: 5130  
#>  Median :12.00   Median :12.00   Median :12.00   Median :10123  
#>  Mean   :13.91   Mean   :11.79   Mean   :11.94   Mean   :10005  
#>  3rd Qu.:13.00   3rd Qu.:12.00   3rd Qu.:12.00   3rd Qu.:14902  
#>  Max.   :48.00   Max.   :48.00   Max.   :48.00   Max.   :19580  
#>  NAs    :1140    NAs    :1140    NAs    :1729    NAs    :631    
#>   hlin_p12_avg    hlin_p23_avg   loan_start_min   loan_start_paired_1t2_min
#>  Min.   :   24   Min.   :   25   Min.   :  9.00   Min.   : 16.00           
#>  1st Qu.: 5139   1st Qu.: 5172   1st Qu.: 50.00   1st Qu.: 56.00           
#>  Median :10126   Median :10129   Median : 73.00   Median : 79.00           
#>  Mean   :10035   Mean   :10093   Mean   : 74.44   Mean   : 80.82           
#>  3rd Qu.:15009   3rd Qu.:15068   3rd Qu.: 96.00   3rd Qu.:102.00           
#>  Max.   :19581   Max.   :19582   Max.   :145.00   Max.   :158.00           
#>  NAs    :1247    NAs    :1663    NAs    :631      NAs    :861              
#>  loan_start_paired_2t3_min  loan_end_max   loan_end_paired_1t2_max
#>  Min.   : 18.00            Min.   : 16.0   Min.   : 18.0          
#>  1st Qu.: 64.00            1st Qu.: 77.0   1st Qu.: 79.0          
#>  Median : 85.00            Median :102.0   Median :101.0          
#>  Mean   : 87.95            Mean   :105.1   Mean   :103.1          
#>  3rd Qu.:110.00            3rd Qu.:138.0   3rd Qu.:127.0          
#>  Max.   :159.00            Max.   :160.0   Max.   :160.0          
#>  NAs    :1199              NAs    :631     NAs    :861            
#>  loan_end_paired_2t3_max      il1_lgt          il2_lgt          il3_lgt    
#>  Min.   : 27.0           Length   :7635   Length   :7635   Length   :7635  
#>  1st Qu.: 90.0           N.unique :   3   N.unique :   3   N.unique :   3  
#>  Median :114.0           N.blank  :   0   N.blank  :   0   N.blank  :   0  
#>  Mean   :113.9           Min.nchar:   5   Min.nchar:   5   Min.nchar:   5  
#>  3rd Qu.:137.0           Max.nchar:   5   Max.nchar:   5   Max.nchar:   5  
#>  Max.   :160.0                                                             
#>  NAs    :1199                                                              
#>       ih1_lgt          ih2_lgt       st_ibr_single     st_ibr_joint 
#>  Length   :7635   Length   :7635   Length   :7635   Length   :7635  
#>  N.unique :   4   N.unique :   4   N.unique :   4   N.unique :   6  
#>  N.blank  :   0   N.blank  :   0   N.blank  :   0   N.blank  :   0  
#>  Min.nchar:   5   Min.nchar:   5   Min.nchar:   8   Min.nchar:  11  
#>  Max.nchar:   6   Max.nchar:   6   Max.nchar:  15   Max.nchar:  28  
#>                                    NAs      :7476   NAs      : 631  
#>                                                                     
#>  st_ibr_has_informal_bridge
#>  Length   :7635            
#>  N.unique :   2            
#>  N.blank  :   0            
#>  Min.nchar:  19            
#>  Max.nchar:  22            
#>  NAs      :1137            
#>