Consumer Credit Loan Performance Update (Data as of June 30, 2023)

Episode Description

dv01's quarterly update on consumer credit performance continues. Vadim looks at data through June 30, 2023 and discusses trends in Consumer Unsecured (outside of credit cards), Autos, and Mortgages, including:

• The Consumer Unsecured sector continue to tighten its credit box, with more lending going to borrowers with higher creditworthiness.

• Performance of Subprime Auto loans continues to worsen.

• Delinquencies for Non-QM Mortgages are at near-record lows.

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Cited Research

• dv01: Non-QM Performance Report, June 2023

• dv01: Consumer Unsecured and Subprime Auto Performance Report, June 2023

• dv01: Consumer Unsecured Origination Report, May 2023

About the dv01 Podcast

dv01's In The Tranches of Structured Finance podcast explores macroeconomic trends, sector performance, and the future of capital markets. As a leading market intelligence company in structured credit, dv01 provides transparency and actionable insights through loan-level data and research.