A few highly utilized performance metrics dv01 offers include Roll Rates and Delinquencies.
Our helpful roll chart highlights a time series of various roll rates by bucket (status).
The x-axis in the roll rate chart displays the beginning and ending loan status per period. While the y- axis shows the period in question:
The roll rate is represented as a percentage of the current balance of loans. For example, if we are concerned with the behavior of delinquent loans curing back to current we can take a look and ending statuses that are current:
The roll chart provides great insight and highlights of loan movement. To dive even further into the data, we can utilize our transition matrix tool.
The delinquency metric helps highlight loans fall in a delinquency bucket/loan status*. %DQ displays the proportion of the current balance outstanding that is delinquent:
*For a list of delinquent loan statuses please reference our Loan Status documentation