The Historical Performance page is found within Performance and facilitates multiple performance metric tracking- including prepayments, losses, delinquencies, credit metrics and cashflows, on a period-by-period basis. Multiple pools can be selected simultaneously, various performance metrics can be toggled via check boxes, a collateral strat can be applied, and collateral can be grouped by vintage quarter.
Key functionality
Easily compare datasets month over month - Months are now represented as columns, allowing you to easily compare side-by-side datasets over a given time period.
Individual metrics are grouped together by category - Identify trends in CPR, CDR, delinquencies, and so much more across multiple pools.
Rearrange, resize, and filter columns - Organize the metrics you care about the most.
Copy and paste data - Specific data can now be transferred quickly to external applications by simply copying and pasting.
Configure Settings
The comprehensive settings card allows you to select which metrics you want to see in the table; checking a metric box will add it as a row or remove it from the table.
Individual metrics are grouped by category by default; selecting a "Strat By" option will sub-strat each category by the selected metric.
For details on the data columns, please see the dv01 Glossary.