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Looking for some help on a specific time-series task - I've got a large database of assets that pay an investor on a monthly basis, and I want create a column that flags an asset across the time series (from origination at T-0 to current month at T+N) if they have ever missed a monthly payment.
My end goal is to be able to pull a snapshot of every loan's origination details (at T-0) for all loans that have ever missed a payment at T+12, T+24, whatever.
Ideally, I'm looking for a solution that can do everything In-DB since my DB is in the millions of data points, but I'll happily appreciate any solution as a starting point for now. I have used partitioning via SQL in the past for a different task (though that was acting backwards chronologically) which is my current attempt, though it isn't working yet.
I've attached a sample xls that shows a single asset in ascending date format. The highlighted column in yellow (col K) is my lookup column for delinquencies (anything greater than zero is what I want to check for) and the green column (col T) is an excel formula that sums up all the numbers for that asset, then checks to see if it's greater than 0. I'm looking for a solution that accomplishes the same goal, doesn't have to mirror the calcs (especially since I'm trying to do this in-db, if possible.)