Insights

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

For the seventh installment of our COVID-19 Performance Report, we incorporated the latest mortgage data (through May 31, 2020) and online lending (through June 23, 2020). In addition to our normal analyses, we

dv01 kicked off its inaugural dv01 Discussion series with experts in consumer credit to discuss how the sector is responding to the COVID-19 crisis.

About the dv01 Insights ReportIn the sixth installment of our COVID-19 Performance Report, we have shared high-level performance snapshots of the online lending sector, including issuance volume. Download our latest report to see

As part of our COVID-19 Performance Report series, co-author Vadim Verkhoglyad hosted a webinar to discuss dv01's latest insights into the online lending and mortgage sectors. Through this webinar, we discussed impairment, delinquency,

Total payment impairments have hit a near-term peak in the online lending universe and have begun to decline in earnest. Conversely, the first full month of COVID-19 mortgage performance has shown divergent impairment and prepayment trends between traditional GSE loans in CRT and non-QM.

About the dv01 Insights ReportOur previous COVID-19 Performance Report analyzed the efficacy of previous hardship relief programs and found that modified loans performed better than unmodified delinquent loans. Our latest installment explores latest

As part of our COVID-19 Performance Report series, co-author Vadim Verkhoglyad hosted a webinar to discuss dv01's insights into the efficacy of past deferral repayment programs, the initial performance of loan modified by

Explores how effective loan modifications may be by looking at past hardship relief programs that online lenders have provided borrowers during natural disasters. Specifically, dv01 will look at the performance of loans that were modified because of Hurricane Harvey, Irma, and Maria.

Now that the first payment period cycle has passed since the COVID-19 pandemic, dv01 has released a more comprehensive analysis on consumer credit loan performance.

Market watchers are anxiously waiting to see the full effect of COVID-19 on loan performance across asset classes. In advance of the full payment period, dv01 has published the first consumer credit report to show the initial impact on overall delinquency levels and delinquency trends.

Preface All performance data comes from aggregated information from securitization deals available on dv01app.com. All performance is presented based on the Collateral Cut-off Date for each reporting period, not the Remittance Reporting

Preface All performance data comes from aggregated information from securitization deals available on dv01app.com. All performance is presented based on the Collateral Cut-off Date for each reporting period, not the Remittance Reporting

This is the first publication of dv01's monthly performance insights reports. It is an in-depth overview of monthly performance of select marketplace and mortgage securitizations, along with overviews of securitized marketplace issuance volumes, and special topics.

Analyzing High DTI Loans in CRT on dv01