NEW YORK, April 23, 2019 – dv01, the world’s first end-to-end data management, reporting and analytics platform offering loan level transparency and insight into lending markets, today announces the launch of its Credit Risk Transfer (CRT) Market Surveillance offering, which will be showcased on April 25 at the 4th Annual Credit Risk Transfer Symposium in New York.
dv01’s latest offering adds $1.8 trillion of Freddie Mac (STACR) and Fannie Mae (CAS) CRT securitizations to dv01’s modern web-based data analytics platform, furthering their goal of bringing greater transparency to capital markets. Building on the success of dv01’s Market Surveillance offering for consumer loans (launched in 2017), the CRT offering will allow investors to analyze historical performance of CRT deals both individually or as combined deals, perform whole market analysis, and run cash flow scenarios.
Using publicly available data from Fannie Mae and Freddie Mac, dv01’s platform is the first to offer CRT securitization performance analytics at the loan level and at this degree of flexibility, comprehension, and speed. On dv01, users can quickly analyze performance metrics, like CPR, CDR, and Cumulative Loss, and stratify by loan characteristics on 70+ CRT deals at once. For the first time, users are now able to not only query this large dataset, but also execute the query in seconds. Access is available through the dv01 web application, with database access launching in the near future.
Credit Risk Transfer represents the biggest sector of the non-agency mortgage market, consisting of 7.7 million individual loans. The resulting mountain of combined sector data creates highly inefficient workflows for banks and institutional investors seeking transparency and actionable intelligence in the marketplace. While the ability to analyze a securitization data query has long been a minimum expectation for investors, executing at this level of comprehension and speed means capital markets are more modern, more efficient, and safer than ever.
“Data accessibility and analysis in mortgage markets has long been inadequate,” says dv01 Founder & CEO, Perry Rahbar. “Being able to provide such a granular level of transparency to such a massive data set is something we at dv01 are very proud of. This CRT Market Surveillance offering is yet another step for dv01 in our mission to disrupt mortgage- and asset-backed securities trading in meaningful ways and with measurable impact.”
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