ESG Outlook: Using ESG Data for Potential Outperformance & Risk Mitigation

Tying ESG attributes to collateral performance is one of the biggest challenges in structured finance. dv01 has developed proprietary technology that integrates ESG data from authoritative sources into individual loans, enhancing loan-level transparency and enabling the market to identify ESG-adherence at the loan, security, and portfolio levels.

dv01's rigorous data science approach to performance analysis enables us to identify ESG variables and analyze their impact on actual collateral performance. In our latest report, we compare these newly detected, ESG-enriched specified pools (“dv01 Stories”) against common spec pools and the TBA market.

Download the report below.