2011 UPCOMING EVENTS

PREVIOUS EVENTS

Andrew Davidson moderates “Future of U.S. Mortgage Finance” Panel at ASF 2012

Monday, January 23, 2012 @ 11:45am
Pinyon Ballrooms 4 & 5
Aria Hotel and Convention Center
Las Vegas, NV

An Introduction to CreditProfile™:
A Quantitative Approach to Credit Ratings for RMBS
October 25, 2011 @ 2pm

17th Annual ABS East Conference
October 16-18, 2011

Fontainebleau Miami Beach
4441 Collins Avenue
Miami Beach, FL 33140

Booth Number: TBA

AD&Co’s 19th Annual Conference
Remodeling the Housing Finance System
Origination | Servicing | Securitization | Investment

Thursday, June 9th, 2011
9:00am – 5:00pm

The TimesCenter
242 W.41st St. (Between 7th & 8th Ave.)
New York City

REGISTRATION IS NOW CLOSED.
Please call our New York office, 212-274-9075 for assistance.

Here’s what’s on the agenda:

8:15am-8:45am          Registration and Breakfast

(Presentations begin promptly at 9am)

9:00am-12:00pm        Morning Session
• Borrower Characteristics: The Solid Foundation
• Homes without Payments: A Look at Foreclosure Timelines
• Scenario Analysis: From Loans to Securities
• Valuation of MBS: AD&Co’s Models and the Market

12:15pm-1:00pm        Lunch
• Meet the Modelers and Chat with the Vendors

1:15pm-5:00pm          Afternoon Session
• Linking Mortgage Origination Pricing to Securitization Execution
• Risk Retention, QRM and the Future of Housing Finance
• Panel Discussion: Models and Model Risk in Regulation with participants from NAIC, FHFA and FRB of Philadelphia
• Panel Discussion: The Roles of Models in the Housing Finance System with participants from Wells Fargo, AIG and Genworth

Guest Speaker: Ralph Daloisio, ASF Chairman of the Board and Managing Director, Natixis

REGISTRATION IS NOW CLOSED.

For more information, please contact Ashlea Bonds, ashlea@ad-co.com or call 212-274-9075.

AD&Co Webinar: The Official Release of LoanDynamics™ v1.9
Wednesday, May 11, 2011 @ 2:00pm EST

Join the Andrew Davidson & Co. Modeling Team for a one hour webinar on May 11th, 2011 at 2:00pm EST for a sneak peek at the latest enhancements to the LoanDynamics™ Model, AD&Co’s loan level credit forecasting tool.

■ Learn about the newly revamped voluntary prepayment function
■ See how we have made model tunings easier to implement
■ Discover the impact of foreclosure timelines on model forecasts

The webinar presentation will be followed by a brief Q&A.

Presenters include Anne Ching, Sanj Chatterjee and Daniel Swanson.

Please register here.

“Life without the GSEs: A Proposal Emphasizing Private Capital” Live Webinar
Wednesday, April 13, 2011 at 2:00pm
Sign in starts at: 1:45pm

AD&Co invites you to join us on April 13th for presentations about the most important questions affecting housing finance today.

• What would life be like without the GSEs?

• What future role should the government play in the housing market to minimize risk to taxpayers while preserving the benefits of government involvement?

Andrew Davidson and Eknath Belbase will present a way to use existing senior/sub technology to preserve the TBA market and keep the 30-year pre-payable fixed-rate mortgage in place, while getting significant private capital in front of any potential government liability.

NOTE: The panel discussions are only available during the Washington, D.C. event on Monday, April 11th, 2011.

“Life without the GSEs: A Proposal Emphasizing Private Capital” Washington, D.C. Conference
Monday, April 11, 2011 at 2:00pm

Bloomberg DC Headquarters
Eleventh Floor
1399 New York Avenue NW
Washington, D.C. 20005

AD&Co invites you to join us on April 11th in Washington, D.C. for presentations and in-depth panel discussions about the most important questions affecting housing finance today. The presentations, but not the panel discussions, will be repeated on April 13th via live webinar.

• What would life be like without the GSEs?

• What future role should the government play in the housing market to minimize risk to taxpayers while preserving the benefits of government involvement?

Andrew Davidson and Eknath Belbase will present a way to use existing senior/sub technology to preserve the TBA market and keep the 30-year pre-payable fixed-rate mortgage in place, while getting significant private capital in front of any potential government liability.

Representatives of FHA, FHFA, Freddie Mac, Redwood Trust, Prudential and Wells Fargo (DC event only) will discuss the pros and cons of this proposal, as well as steps that can be taken now to involve private capital, even while the GSEs are in conservatorship.

If you like have any questions or concerns, please contact Simone Davis, simone@ad-co.com, 212-274-9075.

Andrew Davidson Selected to Speak at ASF 2011
Methods of RMBS Deal Performance Analysis Panel
Sunday, February 6, 2011 at 1pm
Orlando World Center Marriott Resort – Grand Ballroom 9, 10, 11

Andrew Davidson is scheduled to speak at ASF 2011 on Sunday, February 6 from 1:00pm – 2:00pm.

Methods of RMBS Deal Performance Analysis
Grand Ballroom 9, 10, 11 at the Orlando Marriott World Resort

A tutorial on performance analysis techniques applicable to residential mortgage-backed securities.

• Drivers of performance: borrower, collateral, loan structure and market dynamics
• Key information sources for RMBS: remittance reports and other sources
• Measures of performance: prepayments, default, delinquency and severity
• Prepayment and default forecasts, and analytical methods for assessing risk and value of RMBS

Speakers: Andrew Davidson, President, Andrew Davidson & Co.
Evan Firestone, President, Firestone Consulting

Andrew Davidson & Co., Inc. is proud to be a sponsor of the ASF 2011 Conference in Orlando.

 

Whole Loan Credit Analysis using RiskProfiler™

Thursday, November 18, 2010
11:00 AM – 12:30 PM EST

Find out how RiskProfiler™, Andrew Davidson & Co., Inc.’s MBS valuation and risk measurement system can help you:

• Determine loan loss expectation and distribution over lifetime and user-defined horizons
• Value partially delinquent portfolios (to prepare for acquisition or sale)
• Value loans having MI
• Assess exposure to interest rates and home prices
• Determine Fair Value and Economic Capital
• Gain insight into the analytical importance of AD&Co’s LoanDynamics™ Model, HPI Localizer and Credit OAS methodology

 

Eliminating the Reliance on Ratings for Bank RBC: Alternatives and Non-Agency MBS Examples from Practice

Tuesday, November 9th, 2010
1:00pm – 2:00pm EST

Set-up will begin at 12:45pm

Webinar Description
This webinar will address AD&Co’s recent Strategy Corner, Eliminating The Reliance on Ratings for Bank RBC: Alternatives and Non-Agency MBS Examples from Practice. The discussion will include an examination of concentration ratios, the Basel II supervisory formula for securitization exposures, as well as AD&Co’s recommended multi-scenario cash flow generation-based expected shortfall approach.

Outline
I.    General Background
       a.    The ANPR/Dodd-Frank
       b.    Review of RBC Concepts
II.    Comparison of Approaches
       a.    Ratings
       b.    Concentration Ratios/Basel
       c.    Multi-Scenario Cash Flow Based ES
III.   Examples