Write a query using window functions to calculate the moving average of monthly loan defaults.
Use the calendar table so months with no defaults appear with a count of zero. Calculate a three-month moving average that includes the current month and up to the two preceding calendar months.
month_start, monthly_defaults, and three_month_moving_average.month_start ascending, and round the moving average to two decimal places.| Column | Type | Description |
|---|---|---|
| month_startPK | DATE | Calendar date representing a reporting month |
| fiscal_quarter | VARCHAR(30) | Fiscal quarter label for the month |
| Column | Type | Description |
|---|---|---|
| loan_idPK | INT | Unique loan identifier |
| origination_date | DATE | Date the loan was originated |
| borrower_state | VARCHAR(40) | Borrower's state |
| Column | Type | Description |
|---|---|---|
| default_idPK | INT | Unique default event identifier |
| loan_id | INT | Loan associated with the default event |
| default_date | DATE | Date of the default event |