You can now leverage the dv01 Non-QM Prepayment Model when running cashflows on Non-QM datasets.  


Download our technical white paper to learn about our modeling techniques, model variables, and testing here.


How to:

  1. Navigate to a Non-QM deal within the Securitization Tab and click on the Cashflows Page

  2. Select the Use dv01 Prepayment Model button

    1. Choose the NQM Prepayment Model Rate Path you would like to run as an input to the Cashflow Scenario

  3.  Click on the Run Cashflow button to display the model output.

Who is impacted?
Non-QM Securitizations users


Why is this important?

Forecasting prepayments in Non-QM has its own sets of challenges, and existing models are not tailored to unique Non-QM factors. The dv01 Non-QM Prepayment Model was built using our market data and extensive experience handling the nuances of the sector. Investors can now leverage our robust machine-learning informed framework for forecasting prepayments—all at the loan-level.



dv01 support: Cashflows Calculations & FAQ