Gone are the days of jumping around from PDF, to email, to Excel, and back.

Today, dv01 launched Curve Creator, a tool that lets users aggregate historical data, query it to create projection curves, and run cashflows–all in one place. With tools like Curve Creator, dv01 is able to leverage comprehensive platform origination data to deliver advanced analytical capability to our users.

The Curve Creator is accessible through dv01’s Market Surveillance product, which offers investors access to datasets from the largest online originators, encompassing over 4 million loans with performance history dating back to 2007. To use the Curve Creator, users select a platform dataset and then cohort the data by loan grade, loan term, or a variety of other metrics to create a projection curve. After you create a curve, you can save it for future use or use it to run cashflows on any dataset on dv01, including both whole loans and securitizations.

The Curve Creator is an incredibly powerful tool, offering users capabilities previously dispersed across databases and solutions. Benefits include:

  • Fast curve generation: in a few seconds, create the projection curves needed to run cashflows, without resorting to tedious and error-prone manual processes
  • High quality, standard methodology: curves are based off of historical data and are manipulatable to reflect an endless number of scenarios
  • Direct integration with dv01’s cashflow engine: immediately run cashflow projections using the curve set you just created
  • Anchored seasoning-based curves: projection curves are anchored at origination and implement loan-age based performance projection, enabling accurate projections on loan pools with diverse seasoning
  • Continued time savings: curves are updated monthly with the newest performance data, saving you time month after month
  • Cross-platform capabilities: users can generate a projection curve from a data-rich platform and use it to project cashflows on another platform with less data
  • To summarize: dv01’s Curve Creator uses complete platform origination and performance history data to automatically create projection curves, allowing you to apply historical platform data to cashflow projections—all without leaving dv01 or using Excel!

Interested in a more in-depth look at dv01’s Curve Creator? Join us for a training webinar at 11am on Thursday, February 22nd. The webinar will focus on generating projection curves based on a variety of assumptions and using them to run cashflows on dv01. You can RSVP here.