Consumer Credit Check-In: Vintages, Prepayments, and Investor Signals
Update: 2025-12-17
Description
In this episode of In the Tranches of Structured Finance, Vadim addresses follow-up questions from dv01’s recent consumer credit webinar and provides an updated view on consumer credit performance across key markets—focusing on what the data is actually signaling for investors.
Key themes include:
- Late-2024 consumer unsecured vintages: Why early performance comparisons—especially across credit tiers—require nuance and patience
- Prepayments and returns: How elevated prepayments are distorting delinquencies and ROI, and why IRR remains the more reliable lens
- Data quality and interpretation: Limitations of bureau-based reporting and the importance of loan-level analysis
- Private credit: Why its growing role does not make markets more opaque
- Market performance update: Consumer unsecured strength versus continued pressure in Non-QM, with losses remaining contained
This episode is designed for market participants looking to move beyond headlines and better understand the forces shaping consumer credit performance today.
Subscribe to our free research to stay up-to-date on the latest trends. Contact sales@dv01.co to learn how dv01 data can help you understand what's going on in the market, and to better analyze your whole loan portfolio and securitizations.
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