dv01 works closely with online originators to facilitate all crucial capital market transactions, as well as provide a multitude of data validation and verification services.
Whether an originator is looking to streamline credit facility services or improve securitization reporting, dv01 offers efficient and cost effective solutions that are ready off-the-shelf or customizable as needed.
Our role as an independent third party ensures we stay focused on the goal: accurate and transparent data reporting. With 150+ leading hedge funds and investment banks as customers, dv01 has solidified its reputation for best-in-class reporting and analytics between originators, investors, and banks.

Offerings

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Internal Analytics

dv01 works with originators to ingest and process all loan data through our data pipeline. Once we load a dataset onto our platform, originators have access to the following functionality:

 

  • High level overview of loan portfolios, including delinquency analysis, portfolio value over time, and loan attribute drifts (FICO, DTI, etc.)
  • User-friendly interface to analyze the composition, performance metrics, and credit metrics of loan pools
  • Dynamic cohort creation with dv01’s advanced filtering mechanisms, used to create specific pools that can be used and saved across the application
  • Cutting-edge cashflow functionality with complex scenario creation capabilities (available for select asset classes)
  • Custom report creation and scheduling
  • Managed database that provides direct SQL access to dv01 core relational database
  • Systems APIs, including APIs for cashflow generation and reporting analytics, that allow originators to utilize all dv01 algorithms and data from native systems
CREDIT FACILITY REPORTING

dv01 offers originators an efficient and cost effective credit facility reporting solution, customizable to meet the requirements of any lending facility. We model and automate borrower base reports, loan eligibility criteria, concentration limits, triggers and covenants, and payment waterfalls.

 

Provide the data and let us handle the busywork.

 

BENEFITS:

  • Data validation checks to ensure data entering our processes adheres to internal standards and potential issues and discrepancies are identified as quickly as possible
  • Customizable data rules, with ability to configure at both investor and originator level
  • Streamlined warehouse reporting, with an online portal to analyze warehouse pools and download daily/monthly warehouse reports
  • Beta access to dv01’s new Credit Facility Management Tool (launching Q3 2017)
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Securitization Reporting

Originators who use dv01’s loan data agent services can provide investors immediate access to dv01’s Securitization Explorer, which offers streamlined reporting and analytics during the marketing period and after the deal closes.

 

dv01 has provided reporting services on ~$9B of securitization data from originators including LendingClub, Avant, SoFi, Marlette, and Bond Street.

 

BENEFITS:

  • Leverage dv01’s base of 150+ institutional investors to market deal
  • Use dv01’s dashboard to streamline access approvals
  • Automate monthly servicing report for trustees, streamlining reporting needs
  • Provide investors access to a 24/7 reporting and analytics portal, with loan level performance and composition details
  • Update loan tapes monthly after the deal closes, without any additional legwork
  • Monitor user engagement through dv01’s dashboard
  • Offer investors an integrated analytics experience, including ability to run cashflow analysis with full waterfall and collateral model support (launching Q3 2017)

Sample Data Validation Workflow

dv01 conducts 100s of data validation checks to ensure data entering our processes adheres to internal standards and any potential issues and discrepancies are identified as quickly as possible. All rules can be customized and configured at both the investor and originator level.

REVIEW

Perform detailed data review to understand how files within a package relate to one another, what conventions are used by the originator, how key events are categorized, etc.

Classify

Codify customized, flexible logic to capture specifics related to each originator's datasets

Customize

Customize product to the data/originator (e.g. strat buckets, custom originator fields)

Ingest

Automatically ingest updated data, with checks in place to identify when data does not arrive as expected

Schedule

Run scheduled jobs at required frequency to update datasets in near real-time

Transform

Apply transformation logic to create a comprehensive view of clients' pools, normalized across originators