Today, dv01 launched our Securitization Explorer, which leverages our data, analytical, and visualization tools to deliver a comprehensive solution dedicated to the needs of investors in consumer loan securitizations.
The Securitization Explorer is fully integrated into the dv01 environment and allows for a seamless transition from whole loan pool analysis to securitization analysis.

Here are some highlights from the Explorer:

1) Securitizations Overview: The overview page shows all the deals available on dv01. See the deal detail by clicking the deal name or request access to deals that are greyed out.

2) Deal Detail Section: The deal detail section highlights the essential current information on deal structure, including tranche paydown information, current collateral breakdown information, graphical views of overcollateralization, and the cumulative net loss trigger.

3) Collateral Section: The securitization collateral screen is the place to go to analyze the collateral pool stratifications, including the credit metrics, top five states, and a heatmap showing correlations between risk metrics.

4) Performance: This page allows investors to view the performance of both the assets and liabilities of the deal on a single page; data tables show the essential cashflow metrics for both the collateral pool and the tranches, including the residual (equity) tranche. Additionally, we have graphical presentation of the history of loan delinquency status, periodic and cumulative prepayment, and periodic and cumulative losses.

Have any feedback or questions? We’re always iterating on the best way to solve our users’ needs, so don’t hesitate to reach out with ideas.