What Lies Beneath: Assessing non-QM Collateral for ESG Risks

Building a robust ESG strategy requires understanding your portfolio’s exposure and how it compares to the market. dv01’s ESG offering serves as a solid foundation for strategic decision making, and as a result, we are providing a first-of-its-kind analysis on the non-QM market’s exposure to ESG risks and loan-level metrics. 

dv01 does this by enriching our Non-QM Benchmark with data from the FHFA’s Duty to Serve program, the U.S. Census Bureau, the Energy Information Administration, FEMA, and the Community Reinvestment Act. Our latest research helps the non-QM market understand:

• The biggest natural hazard risk

• The exposure to underserved communities

• The potential opportunity in regions with renewable energy consumption