Andrew Davidson & Co. Inc. (AD&Co) was founded in 1992 by Andrew Davidson, an international leader in the development of financial research and analytics, mortgage-backed securities product development, valuation and hedging.
ARTICLES, VIDEO, ETC.
Andrew Davidson testifies on behalf of the United States Senate Committee on Banking, Housing & Urban Affairs at the Securitization of Assets: Problems and Solutions Hearing: Securities, Insurance, and Investment
Wednesday, October 7, 2009; 2:30 pm
Andrew Davidson considered by NAIC to evaluate insurers’ securities holdings NAIC Calls Ratings Firms To Defend Their Work -National Underwriter September 10, 2009
Andrew Davidson offers insight in U.S. Rethinks Roles of Fannie, Freddie - Wall Street Journal December 1, 2008
Alex Levin interviewed in Discovering the "Hold-to-Maturity" Price in OTS's The Quarterly Review of Interest Rate Risk - Q2 2008
Andrew Davidson touches on Residential MBS and how it is affected by changing home prices. Andy also discusses what can be done to hedge RMBS risk a RiskCenter Video exclusive, March 2, 2008
Fear and loathing, and a hint of hope, The Economist, February 14, 2008
Andrew Davidson contemplates the effectiveness of assignee liability and its effects on the lifetime of a loan, as it gets handed down to the borrower., a RiskCenter Video exclusive, December 2, 2007
The Last Word of What Went Wrong, The New York Sun, September 18, 2007
Defaults on Some 'Alt A' Loans Surpass Subprime Ones, Bloomberg News, July 24, 2007
Investor Beware Of Subprime Risk Models, Dow Jones Newswire, July 18, 2007
AD&Co. sees Modeling Gains National Mortgage News, February 12, 2007
Pricing Models Often Differ From Actual Securities Prices, Some Vendors Warn Inside Mortgage Finance, Number 48 | December 15, December 15, 2006
Improving the Investors' Perspective on Credit Risk: Non-Agency Investors and the Secondary Market The Bottom Line, September/October 2006
AD&CO Models Credit Risk as Non-Agency Mortgage Share Rises. Asset Securitization Report pp. 16-17, Vol. 6/Number 23, June 12, 2006
Andrew Davidson & Co., Inc. Jettison's Hybrid ARM Valuations, Creates New, More Reliable Prepay Index. Inside MBS & ABS, April 2006
Credit Risk Becoming Increasingly More Relevant to Mortgage Investors, Secondary Marketing Executive, August 2005
Prepayment Risk-and-Option-Adjusted Valuation of MBS. The Journal of Portfolio Management, Volume 31, No. 4, Summer 2005
FAS-91, FAS-133 And Sarbanes-Oxley Steal Management's Attention in '05. Commercial Mortgage Insight, Vol. 9, No. 5, Summer 2005
Interest Rate Model Selection: A Conscientious Choice for Mortgage Investors. The Journal of Portfolio Management pp. 74-86, Vol. 30, No. 2, Winter 2004
A Blueprint for a New Foundation for Government-Sponsored Enterprises.Secondary Marketing Executive pp. 18-19, Vol. 17, No. 12, November 2003
New Disclosures Are a Good Step, but Loan-Level Data is Needed. Secondary Marketing Executive pp. 4 & 46, Vol. 17, No. 5, April 2003
New MBS Disclosures are a Positive Step for the Mortgage Market. The Bottom Line pp. 5-6, Vol. III, Is. 3, March 2003
Interest Rate Modeling: A Conscientious Choice. Financial Engineering News p.12, Issue No. 30, Mar/Apr 2003
Cover: Perils and Phantoms. The Mortgage Securitization Boom is Threatened by Recession, Legislation & Rate Change. Investment Dealer's Digest (IDD). p.26-31, February 3, 2003
Mortgage Market Awaits Perfect Storm. Asset Securitization Report p.14-15, Vol. 3, No. 2, January 13, 2003
Viewpoint: Interest Rate Modeling: A Conscientious Choice. The Bottom Line p. 2-3, Vol II, Is. 11, December 2002
Analytic Tools Are Enhanced. Servicing Management p.14, Vol.14, No.4, December 2002
Levin, Alex. "Mortgage Pricing on Low-Dimensional Grids." Interest Rate, Term Structuring & Valuation Modeling. 1st Edition. Frank J. Fabozzi. Wiley Finance, 2002. pp. 469-488
AD&Co. Shops New Model for Interest Rates. Asset Securitization Report p.12, October 14, 2002
Stern, Howard. "In Financial Analysis, It's About Quality." Servicing Management p.23, Vol. 14, No. 2, October 2002
The Relationship Between the Yield Curve & the Mortgage Current Coupon. Securitization Conduit Vol. 3, Nos. 3-4, 2000
Hybrid ARMs Now Dominate Market. National Mortgage News April 15, 2002
Andrew Davidson Updates Prepay Model. National Mortgage News April 8, 2002
The Yield Curve & Mortgage Current Coupon. The Journal of Fixed Income March 2002
Defining the Relationship between the Yield Curve and Mortgage Rates. Secondary Marketing Executive July 2001
MBS Valuations Linked to Swap Curves. Asset Securitization Report April 23, 2001
'Implied' Prepayment Risk Puts a Wrinkle into Servicing Values. Mortgage Servicing News March 2001
New Prepayment Model Makes Debut. National Mortgage News February 5, 2001
New ARM HEL Prepayment Model Arrives. Mortgage-Backed Securities Letter August 7, 2000
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