Cashflows

Running Securitization Cashflows
Article Topics:  Background  Custom Scenario Cashflow Setup  Creating Cohorts  Cohort Summary Visualization Copying & Scaling Scenarios, and Creat...
Wed, 28 Sep, 2022 at 3:28 PM
Running Whole Loan Cashflows
Article Topics:  Whole Loan Cashflow Setup Creating Cohorts Cohort Summary Visualization Cashflow Results & Modifying Valuations Note: These inst...
Tue, 7 Apr, 2020 at 5:56 PM
Curve Notations for Cashflows
Article Topics:  Define a Single Curve Value for the Duration of the Scenario Change Curve Methods Define a Value for a Series of Successive Tim...
Mon, 11 Mar, 2019 at 12:21 PM
Model Cashflows with Assumptions (CPR, CDR, etc.) from Loan Age Analysis
dv01's Cashflow engine offers various syntax styles to model cashflows of securitizations, whole loan portfolios, platform/benchmark data-sets, as well ...
Wed, 16 Jun, 2021 at 2:42 PM
Cashflows Calculations & FAQ
The dv01 cashflow engine projects future cashflows by simulating the performance of loans and waterfall structures based on user-specified assumptions. A...
Wed, 14 Dec, 2022 at 9:47 AM
LIBOR-to-SOFR Transition for Cashflows
As financial institutions deprecate LIBOR, dv01 has updated its cashflow engine to reflect the transition to SOFR. Effective June 20, 2023, dv01 has impleme...
Tue, 20 Jun, 2023 at 6:29 PM