Article Topics:
Securitizations Dashboard
The dv01 securitization dashboard provides an overview of Securitization market issuance activity along with a searchable and clickable list of all deals available on the dv01 platform. It's available by clicking on the Securitization icon on the lefthand navigation.
Deal Pages
The Overview section details essential current information about the deal structure, including tranche paydown information, current collateral breakdown information, graphical views of overcollateralization, and the cumulative net loss trigger. A deal's trustee reports, OM, other deal documents, and any associated disclaimers can be viewed and downloaded on the Documents page.
Performance
The Performance tab lets users view the performance of both the assets and liabilities of the deal on a single page. Data tables show the essential cashflow metrics for both the collateral pool and the tranches, including the residual (equity) tranche. Additionally, there are graphical presentations of the history of loan delinquency, prepayments, and defaults & losses.
Check out our articles on:
- Historical Performance
- Historical Performance Compare (available in Intelligence)
- Transition Matrix
Reports
The Reports users to slice and dice static data with custom stratification tables, pivot tables and summary tables. Users can substrat up to four levels, customize numeric buckets, column formatting, and add filters on tables in a given deal. Additionally, you can incorporate different datasets on the page and use Saved Views to replicate tables and analysis in a matter of seconds.
Loan Tape
The Loan Tape provides interactive exploration and export functionality for all loans in the selected pool.
Securitization Cashflows
The ability to run Securitization cashflows is a core component of the dv01 app and can be launched by clicking the Cashflows tab within Securitizations. Check out our in-depth article on running securitization cashflows.
