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Insights: COVID-19 Performance Report, Volume 25

1 July 2021

Insights: COVID-19 Performance Report, Volume 25

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The 25th installment of our COVID-19 Performance Report is now available. To provide more clarity on performance and data used, we have made several changes to our reports:

  • Data re-weighting for online lending: Given the nascent rebound of securitization volume relative to the recovery of total issuance, a re-weighting was necessary to better represent performance since 2020. While some metrics have changed slightly, the overall outlook has not.

  • New S-curve charts for CRT: We plot prepayment rates against borrowers’ rate incentive to refinance.

  • Loan Issuance for online lending: We removed this section because we provide a more in-depth analysis in a separate Insights series.

  • Chart dating: Data cut-off dates are now clearly marked on individual charts.

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