ANDREW DAVIDSON & CO.

Andrew Davidson & Co., Inc. is the leading provider of risk analytics and consulting for the mortgage (MBS) and asset-backed securities (ABS) industry. We develop and license prepayment and credit models as well as risk measurement tools that are the benchmark analytics used by top mortgage and commercial banks, insurers, credit unions, broker-dealers and money management firms. With our unique blend of investment expertise and cutting edge quantitative methods, we produce highly advanced models and the most innovative solutions to mortgage investment challenges.

 
 
 
 
Mortgage Analytics
The tools you need to reveal the value and manage the risk of your portfolio.
 
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Prepayment Models
 

Understand and manage interest-rate risk.

prepayment model
Credit Models
 

Measure the credit risk of your mortgage portfolio with greater precision.

credit model
Valuation Solutions
 

Make better hedging, valuation and risk management decisions.