Since today marks the launch of JMP 9, I took Chris's SAS code and ran it in JMP to generate the lenders and loans data sets and then brought them into JMP to see if JMP could discover anything about the data. Here are a couple screencasts just to give you an idea how you might get started analyzing this data with JMP 9:

http://screencast.com/t/dsIu4vjEoT
http://screencast.com/t/h8O3fgo2

Thanks,

Eric