Insights

Did last month’s severe winter storm and power outages impact loan performance in Texas and surrounding areas? Download the 21st installment of our COVID-19 Performance Report offers a comprehensive overview of the

Last month we released the Prime and Subprime Auto Benchmark Datasets, announcing our entry and commitment to bringing data transparency and value into the auto market. To that point, today we published a

Non-QM issuance in 2019 reached an estimated $25 billion and the market was projected to hit a record high in 2020. This was all but halted when non-QM issuers temporarily paused their programs

Our latest Non-QM Performance Attribution Report was released today, comparing the impairment performance of active non-QM securitizations against the dv01 Non-QM Benchmark. Each securitization is broken out by the most explanatory factor of

The 20th installment of our COVID-19 Performance Report offers a comprehensive overview of the online lending, CRT, and non-QM markets. We examine the impact the second round of coronavirus relief has had on

Prior to 2020, online lenders were riding on favorable credit conditions and offered investors attractive yields and returns. As issuance volume grew, standards remained strong among online lenders and proved popular among consumers

Our latest Non-QM Performance Attribution Report was released today, comparing the impairment performance of 31 non-QM securitizations against the dv01 Non-QM Benchmark. Each securitization is broken out by the most explanatory factor of

The 19th installment of our COVID-19 Performance Report offers a comprehensive overview of the online lending, CRT, and non-QM markets. Since fewer online lenders are offering complete suspension of payments for borrowers seeking

Historically, impairment rates have increased during the holiday season. Can we expect a similar seasonal trend this year? The latest installment of our COVID-19 Performance Report offers a high-level overview of consumer installment

Our latest Non-QM Performance Attribution Report was released today, comparing the impairment performance of 31 non-QM securitizations against the dv01 Non-QM Benchmark. Each securitization is broken out by the most explanatory factor of

The 17th installment of our COVID-19 Performance Report offers a comprehensive overview of the online lending, CRT, and non-QM markets.

The 16th installment of our COVID-19 Performance Report is now available, offering a high-level overview of consumer installment loans originated online, including new impairment rates, repayment rates for modified loans, and more. Download

Our latest Non-QM Performance Attribution Report was released today, comparing the impairment performance of 29 non-QM securitizations against the dv01 Non-QM Benchmark. Each securitization is broken out by the most explanatory factor of

The 15th installment of our COVID-19 Performance Report offers a comprehensive overview of the online lending, CRT, and non-QM markets. In this report, we've introduced new analyses. For the consumer unsecured universe, we’

As coronavirus relief negotiations continue to stall and borrowers are faced with another loan payment due, has there been a bump in new impairments? The 14th installment of our COVID-19 Performance Report is

Our latest Non-QM Performance Attribution Report was released today, comparing the impairment performance of 28 non-QM securitizations against the dv01 Non-QM Benchmark. Each securitization is broken out by the most explanatory factor of

The 13th installment of our COVID-19 Performance Report offers a comprehensive overview of the online lending, CRT, and non-QM markets. In this report, we've introduced a new analysis within online lending: Impairment Correlation

Has borrower performance continued to hold without stimulus assistance in August? In our 12th installment of our COVID-19 Performance Report, we provide high-level performance snapshots of consumer installment loans originated online, including the

As we enter the sixth month of the coronavirus pandemic, dv01 reconvened thought leaders and experts in consumer credit to discuss how the sector is responding to the COVID-19 crisis. Download the webinar

Performance attribution is a powerful technique traditionally used to analyze the performance of a portfolio and the decisions made by comparing it to the fund’s benchmark, allowing you to understand how and why certain cohorts are contributing to or detracting from performance.

The 11th installment of our COVID-19 Performance Report offers a comprehensive overview of the online lending, CRT, and non-QM markets. August is the month investors and stakeholders have been anticipating since the start

August is the month investors and stakeholders have been anticipating since the start of COVID-19 because additional unemployment benefits were scheduled to run out. In our tenth installment of our COVID-19 Performance report,

The ninth installment of our COVID-19 Performance Report offers a comprehensive overview of the online lending, CRT, and non-QM markets. In online lending, total impairments have fallen to 11.4%, a decline of

In the eighth installment of our COVID-19 Performance Report, we provide high-level performance snapshots of the online lending space, including prepayments by modification status, loan issuance, and the percentage of modified loans that