dv01

dv01’s MCP server provides direct access to licensed structured finance data and analytics. Users can analyze loan-level data, assess performance, project cashflows, and evaluate structured finance scenarios using natural-language requests. Supported workflows include: Collateral analysis — Analyze the underlying pool of loans independently of any securitization structure. - Analyze loan characteristics, performance, and trends - Stratify loan-level data by attributes such as credit score, loan balance, and geography - Calculate performance metrics, including CPR and CDR Cashflow modeling — Project future payments and evaluate their value under different structures and assumptions. - Project cashflows for a pool of loans, an existing securitization, or a custom structure created in Deal Studio - Apply assumptions and overrides, including prepayment and default scenarios - Run interest-rate shocks - Price projected cashflows and calculate yield Access is governed by the user’s dv01 account and organization permissions. Available data and capabilities depend on the user’s licensed products and datasets.