Research

Performance Report: Consumer Credit, September 2022

28 October 2022

Consumer Credit Report Vol 2

Tags

autos
CRT
consumer unsecured
non-QM

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The latest installment of our Consumer Credit Performance Report is now available. In this edition, dv01 provides insights into geographic regions for Subprime Auto.

Quick Insights

  • Consumer Unsecured: Cure rates improved but DQ Payment Made rates fell to new historical lows (page 6).

  • Non-QM: Prepayments continue to decline, falling a further 3.5 CPR MoM to 8.3 and are now at their lowest levels in the sector’s history (page 24).

  • CRT: In a reversal of the trends witnessed throughout 2022, S-curves flattened substantially in all regions except California and the NY Tri-State area (page 32).

  • Subprime Auto: The sector continues to show improving performance trends on a seasonal basis over the past three months (page 34).


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