What’s Changing?
Build new cashflow scenario curves directly within the Analysis page using dv01’s new Cashflow Curve Creator feature. Cashflow Curve Creator enables users to quickly leverage dv01’s vast library of historical loan-level data to generate cohort-based assumptions in just a few clicks, significantly streamlining the process of creating and applying custom cashflow scenarios.
Key Functionality Includes:
Instantly generate curves using Deal Age, Loan Age, or Month on Book as your x-axis.
Support scenarios with multiple strat by or chart by selections for more granular cohorting.
Save custom scenarios with a single click—eliminating the need for manual curve input.
Apply saved curve scenarios as scenario sets when running cashflow projections.
Feature Highlights
Simple Scenario Creation: When your analysis is configured with a supported x-axis, the Save Curve button will appear. Supported outputs include CPR, CDR, and Severity, normalized by Deal Age, Loan Age, or Month on Book on the Analysis charts.
Flexible Cohorting: Create curves based on a single strat field or multiple attributes to better match specific pool characteristics.
Automatic Curve Notation: When Loan Age is used as the x-axis, curve notations are automatically appended to ensure consistency with cashflow analysis standards.
Data Integrity: Missing or invalid curve values are auto-filled with the last non-zero value, ensuring curves are always valid for cashflow analysis.
Who is Impacted?
Market Surveillance, Portfolio Surveillance, Securitization users
This feature will soon be available in dv01 DealStudio and Tape Cracker
Why is This Important?
Creating cashflow assumptions using loan-level data is often manual and time consuming. Cashflow Curve Creator allows you to spend less time aggregating and manipulating data in spreadsheets, quickly leverage the dv01’s high quality loan-level data to build more accurate cashflow assumptions, and easily utilize those assumptions when evaluating new pools and securitizations.
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