dv01: Beyond Securitizations, Your Partner for All Investor Reporting Needs

Introduction

Structured finance needs accurate and comprehensive loan performance reporting in order to maintain transparency, ensure compliance to investment mandates, and make informed investment decisions. As the industry evolves, so does the need for more sophisticated and reliable reporting solutions. This is where dv01 comes into play. At dv01, we pride ourselves on not just meeting industry standards but setting them. From private deals to public offerings, credit facilities to securitizations, dv01 has you covered.

The Need for Comprehensive Loan Performance Reporting

Loan performance reporting involves the preparation and distribution of reports that provide investors with critical information about their loan investments. This information includes performance data, financial statements, risk assessments, and compliance documentation. As the scope and complexity of loan investments expand, so does the need for robust reporting systems.

Key Challenges in Loan Performance Reporting:

• Data Accuracy: Ensuring that all reported data is accurate and up-to-date.

• Transparency: Providing clear and comprehensive reports that investors can easily understand.

• Efficiency: Automating and streamlining the reporting process to save time and resources.

dv01: Your Partner in Comprehensive Loan Performance Reporting

At dv01, we understand the complexities and challenges of loan performance reporting. While our bread and butter is securitizations, our loan-level data infrastructure is designed to simplify and enhance the reporting process across various types of investments—not just securitizations.

Beyond Securitizations, Our Comprehensive Reporting Solutions Include:

• Private Deal Reporting (4a2 Private Placements, Rule 144A Offerings, Single-Investor Passthroughs): We offer detailed reporting, ensuring all regulatory requirements are met and providing investors with comprehensive insights. Our capabilities include monthly servicer reporting, standardized loan-level data and free analytics, and a pricing engine for forward-flow agreements.

• Credit Facility Reporting: Our capabilities include producing borrowing base reports, verifying the veracity of borrower reports, and automating your loan allocation process. Thanks to our loan-level data expertise and understanding collateral nuances, clients see us as an extension of their team.

• NCUA Reporting: Our Tape Cracker product helps automate data collection and formatting, ensuring compliance with NCUA requirements while minimizing the burden on internal stakeholders. Read the case study here.

• European Union Risk Reporting: dv01’s flexible data infrastructure enables us to provide loan-level performance data for the EU market, in compliance with the disclosure requirements set forth by the European Securities and Markets Authority (“ESMA”). US issuers can broaden investor access by partnering with dv01, while EU issuers and investors can finally leverage dv01’s loan-level data reporting and embedded analytics to streamline their workflows.

Why Choose dv01?

• Robust and Unique Performance Reporting: Our web app builds upon traditional performance metrics by incorporating a bevy of additional measures to help gain insights into sector performance, including:

  • Prepayment S-curves for mortgages allow investors to see prepayments across rate incentives and time periods

  • Transition Matrix, including historical Roll Rate behavior, allow investors to understand how loans move across various Loan Statuses over a specified period. 

  • NAR/ROI and other return metrics provide more comprehensive insights into returns

  • Granular geo-spacial data is appended to individual loans, allowing investors to unmask alpha-generating insights related to housing affordability, responsible investing, and more. The data is at the county or ZIP code level​. Furthermore, the loan-level data can be visualized via geo maps. 

• Expertise and Innovation: At dv01, we combine deep industry expertise with innovative technology to provide unparalleled reporting solutions. Our offerings extend beyond investor reporting and include tape cracking software, market data, and portfolio analytics. Furthermore, our growing RMBS and ABS data library and client satisfaction speak for themselves. We have helped numerous clients streamline their reporting processes, improve data accuracy, and achieve compliance.

• Client-Centric Approach: We believe in building strong relationships with our clients. Our dedicated support team is always available to help you navigate the complexities of loan performance reporting and to ensure that you get the most out of our solutions.
  

Conclusion

In today’s complex financial landscape, comprehensive and accurate loan performance reporting is more important than ever. Whether you are dealing with 4a2 private deals, public offerings, credit facilities, or securitizations, dv01 has the expertise and solutions you need. We are committed to helping you navigate the complexities of loan performance reporting with confidence and ease. Contact us today to discuss an upcoming transaction.