Forecasting prepayments in Non-QM has its own sets of challenges. Limited history, small market size, and other factors render existing forecasting models ineffective. Given the rate moves, investors require advanced modeling to navigate the complexity of the Non-QM market.
Using our Non-QM market data and extensive experience handling the nuances of the sector, dv01 has built a prepayment model that cracks open the black box in Non-QM prepayments. Investors can now leverage a robust machine-learning informed framework for forecasting prepayments—all at the loan-level.
Download our technical white paper to learn about our modeling techniques, model variables, testing, and more.
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