Today, we announced the launch of a new cashflow engine with the ability to conduct multi-scenario cashflow analysis on any pool of consumer unsecured loans on dv01’s platform.
To launch the cashflow functionality, log in and click on the Cashflow tab in the left-side menu:
The scenario setup screen lets you setup from one to five scenarios; scenarios can be named and saved for later re-use, and each scenario specifies a CPR and CDR vector along with a recovery percentage for loans that default. Additionally, an alternate set of CPR / CDR / recovery assumptions can be specified for a single cohort of loans, selected on the basis of the loans’ current delinquency status. Specifying a given value for valuation is optional:
Once your inputs are complete, click “Run Cashflows” for immediate returns:
You can change valuation specifications directly in the output window with instant re-calculation, as well as edit the entire scenario to modify the assumptions.
In addition to the app, access to the cashflow engine is also available via API. Contact us for more information if that’s of interest.
We’re excited about this first release of our cashflow calculation functionality, and look forward to hearing your feedback!