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The ability to compare saved pools means that you can compare a subset of your portfolio (or combinations of other pools) to your entire portfolio, and the ability to compare saved filtered pools also means that you can expedite your workflow by setting up complex filter/pool sets once and using them whenever you need them. Attached to this article is a PDF about using this feature to specifically evaluate CRT deals. 


dv01 supports the comparison of saved pools and saved filtered pools within certain tools in the Intelligence product line: Historical Compare, Historical Performance Compare, Loan Age Compare (formerly Seasoning Compare), and Strat Compare. It is not available for Anomaly Detection, Curve Creator, Deal Compare, or Performance Attribution. Note that a maximum of five saved pools can be used in Historical Performance Compare.

Creating a Saved Pool

Information on using Pool Selector can be found here, including specific instructions for applying saved pools and creating and saving pool sets and filters. Click here for information on using and applying filters in dv01. Choosing 'Save Pool & Filters' will allow you to name and save your current configuration of pools and/or filters.

Comparing Saved Pools in Intelligence

Once you've created at least one saved pool, it will be shown in the Multi-Select portion of Pool Selector under the 'Saved Pools' heading. dv01 allows the comparison of unlimited pools within any valid Intelligence tool (with the exception of Historical Performance Compare, which allows a maximum number of five pools to be applied at a given time). 

This example demonstrates the strat comparison of a subset of LCIT 2016 pools ("LCIT 2016: 650-675 FICO") to the same LCIT 2016 pools ("Lending Club 2016 deals"). The former saved pool has been filtered to only include loans with FICOs ranging from 650-675.

Once the desired saved pools have been applied as a pool set, the secondary strat criteria will default to 'Pool'. Expanding the secondary strats in the 'Grade' table illustrates how this subset of pools can be easily compared to the larger group.