dv01 provides multiple ways for users to evaluate common performance metrics across different normalized periods.

Historical Analysis

For Historical Analysis charts, data is normalized by calendar month. These views can be leveraged to identify trends in seasonality and broader market events that may impact performance behavior at specific points in time.

Deal Age Analysis

For Deal Age Analysis charts, data is normalized by months since the cut-off date for a given transaction. Similar to Historical Analysis charts, these views can be leveraged to identify certain seasonality and broader market trends at a given point in time.

Loan Age Analysis

For Loan Age Analysis charts, data is normalized by loan age/months on the book. These views can be used to identify trends over the life of a given cohort, normalizing across origination vintages. When using this view, it is important to be mindful of the fact that individual loans can have the same loan age at different points in time (i.e.; a different calendar month).

Read more about the performance analysis pages here.

Chart Settings

For each of the analysis methods, users can select the performance metrics by which they want to analyze their securitizations:

  • Analyze by (left Y-axis) or Analyze by (left X-axis) - This determines the first dimension of performance metrics for comparison.
  • Strat By - Allows the selection of a secondary performance dimension by which to analyze the data.
  • Chart by - This option adds one more dimension to the analysis and visualizes the performance metric.
  • Weight As Of - For fields that are dependent on the securitization's balance, users are given the option to select weighing the metric as of origination balance or current balance.

Saved Views

After configuring the chart settings, save those settings for future use by clicking the Save This View button. Users can apply this view to other securitizations if applicable.