Fitch-dv01 Closed-End Seconds Benchmark

The Fitch-dv01 Closed-End Seconds Benchmark provides a more holistic view of the U.S. Second Lien market. Powered by loan-level data, the benchmark is anonymized, standardized, and AI-ready. Built from dv01’s role as Loan Data Agent and from Fitch Ratings–rated transactions, the benchmark aggregates approximately 255,000 loans, representing more than $21 billion in original loan balances and $16 billion in outstanding balances since 1985. <p><br/></p> The benchmark reflects dv01’s standardized data model, which maps and normalizes hundreds of issuer-reported loan and deal-level attributes into 15 consistent reporting fields, while preserving underlying reported values for deeper analysis. <p><br/></p> Delivered in a consistent, analysis-ready schema, the dataset enables advanced modeling, benchmarking, and AI-driven insights into origination trends, borrower credit quality, delinquency, prepayment, and loss dynamics. Users can query, visualize, and integrate the data directly within Snowflake to support machine learning pipelines, portfolio optimization, and risk analysis workflows. <p><br/></p> Start your free trial today with a 1% sample of our benchmark, made available in your Snowflake warehouse immediately.

搜集汇总

背景与挑战

背景概述

该数据集由惠誉评级与dv01合作构建，基于贷款级数据，提供美国第二留置权市场的标准化视图，涵盖约25.5万笔贷款，原始余额超210亿美元，未偿余额超160亿美元。数据采用dv01的标准化模型，将数百个发行者报告属性映射为15个一致字段，并保留原始值，支持高级建模、AI驱动分析和风险洞察。用户可通过Snowflake直接查询、可视化并集成数据，用于机器学习、投资组合优化和风险管理。