Tracking DQ and Modified Loans Over Six-Month Period, November 2023

Properly understanding loan delinquency and modification outcomes requires a longer-term perspective—beyond a one-month or three-month window. This type of analysis, however, is difficult without loan-level data due to standard reporting.

dv01's latest research tracks DQ and modified loans over six months to understand their present loan status. The report covers Non-QM, Consumer Unsecured, and Subprime Auto asset classes, and also clarifies if a borrower is Current because they returned to full payments or are making reduced payments.