Research

Tracking Delinquent and Modified Loans: Six Months Later Vol 1

2 February 2022

Tracking Delinquent and Modified Loans: Six Months Later Vol 1

Non-QM impairments increased substantially since the onset of the pandemic, largely impacted by the sector’s high concentration of self-employed/small business borrowers.

And while delinquency rates have fallen, they remain elevated.Using dv01's Non-QM Benchmark, our latest white paper offers a longer-term perspective on a borrower’s ability to return to Current status by tracking the full path of delinquent and modified loans over a six-month period.

Download the Tracking Delinquent and Modified Loans: Six Months Later white paper to learn what percentage of delinquent loans result in investor-positive outcomes, how many loans are still reported as Modified but have actually returned to full repayment, and more.

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