Fitch-dv01 Non-Agency RMBS BenchmarksUnlock Precision Insights with Non-QM, Prime Jumbo, and Closed-End Second Benchmarks
Benchmark Performance
Comprehensive Coverage
Transparent Precision
Explore a New Dimension in Market Analysis
Gain clarity across key segments of non-agency RMBS. Whether you’re analyzing the broader market or comparing your own portfolio, the benchmarks deliver data-backed precision tailored to today’s evolving lending landscape.
Coverage that Reflects Market Reality
The Fitch-dv01 Benchmarks are grounded in actual issuance—offering a more comprehensive, data-driven coverage across non-agency RMBS sectors. All benchmarks are updated regularly using loan-level data from Fitch-rated transactions and dv01’s platform, ensuring your analysis aligns with today’s market.
Identify Relevant Loan Characteristics
Quickly surface the features that matter most. From documentation type to combined LTV and lien status, these benchmarks give you granular insight into the credit attributes and risk layers that shape each sector—Non-QM, Prime Jumbo, and CES.
Reinforce Competitive Positioning for Issuers
Benchmarking isn’t just for analysis—it’s a tool for storytelling. Compare your deal or portfolio to sector norms to highlight strengths, mitigate perceived risks, and build a compelling case for investors.
Track Origination Volumes
Origination volume is not just a number; it’s a strategic indicator. Identify emerging opportunities, mitigate risk to ensure portfolios stay agile and responsive to market dynamics. Make informed strategic decisions by aligning your approach with broader market trends.
Benchmark Performance
Use sector-level performance to guide strategy, pinpoint outliers, and optimize execution. Drill into delinquencies, prepayments, and credit migration by cohort, loan age, or as-of month. Compare individual deals or cohorts to the benchmark, and quantify how they measure up.
Extract Insights with Embedded Tools
dv01’s integrated analytics make it easy to explore the benchmarks in-platform—build custom charts and exports in just a few clicks. For more custom analysis, integrate the benchmark data into your internal systems via dv01’s Data Direct offering.
Dissect Collateral Data
Build multi-risk layer strat and pivot tables for granular insights on Non-QM’s and Prime Jumbo’s origination characteristics, such as doc type and LTV.
Analyze Performance Drivers
Dive deep into the core of performance metrics. Explore prepayments, delinquencies, credit metrics, and more with precision. Visualize the data through high-performance charts, allowing you to track performance by loan age or as of the month.
