In The Tranches of Structured Finance

Consumer Credit Loan Performance Update (Data as of Sept 30, 2023)

dv01

dv01's quarterly update on consumer credit performance continues. Vadim looks at data through September 30, 2023 and discusses trends in Consumer Unsecured (outside of credit cards), Autos, and Mortgages.


Cited Research 

  • dv01: Non-QM Performance Report, October 2023
  • dv01: Consumer Unsecured and Subprime Auto Performance Report, October 2023

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