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.
CURRENT PRESS RELEASE
Andrew Davidson & Co., Inc. announces the release of CreditProfile™.
October 17, 2011—Andrew Davidson & Co., Inc., a New York-based provider of mortgage analytics and consulting services, today announced the release of CreditProfile™.
CreditProfile™ is an analytical credit risk measurement tool for residential mortgage-backed securities (RMBS) that provides timely, unbiased scores in each of four types of credit risk as well as an overall composite score called CreditProfile™ Category (CPC). It is a web-based service that covers approximately 80% of outstanding RMBS.
“For too long credit analysis has been viewed as the exclusive province of a few companies acting as gatekeepers for investors’ portfolios. We believe that credit analysis should be a dynamic process, which reflects the on-going changes in market forces and collateral performance. CreditProfile™ is a multi-dimensional, quantitative tool that investors can use to assess the changing credit characteristics of their investments and validate their analysis by comparing their expectations to our model results,” said Founder and President, Andy Davidson.
CreditProfile™’s four measures are Average Loss, Breakpoint Ratio, Expected Shortfall and Effective Thickness. In addition to displaying these metrics and the composite score for a given bond, the tool also displays comparisons to selected sub-sets of the bond universe and historical migration of the metrics. “Going from ratings to CreditProfile™ is a bit like going from a flat, colorless map to one with color, topography and texture. It’s an exciting tool,” said Senior Analyst and Developer, Will Searle.
The risk measures generated by CreditProfile™ are derived from the company’s highly advanced suite of analytic models including LoanDynamics™ and the RiskProfiler™ valuation system.
For a free trial, please fill out a demo request form at http://customer.adco.com/welcome/demo_request. For additional details, please contact: support@ad-co.com.
PREVIOUS PRESS RELEASES
2011
June 20, 2011Andrew Davidson & Co., Inc. Held 19th Annual Conference
at the TimesCenter in New York City
April 11, 2011
AD&Co Hosts DC Conference on Housing Finance Reform
2010
October 25, 2010ANDREW DAVIDSON & CO TO PUBLISH MONTHLY STRATEGY-BASED RESEARCH PAPERS ON EMERGING MORTGAGE MARKET AND REGULATORY TRENDS
March 15, 2010
Andrew Davidson & Co., Inc. Hosts Conference in D.C. to discuss Analytical Measures, Ratings & Risk-Based Capital
2009
December 01, 2009Andrew Davidson & Co., Inc. RMBS Credit Analysis service to assist Insurance Companies in the Assessment of Risk Based Capital.
July 09, 2009
Andrew Davidson & Co., Inc. Extends Valuation Services with Credit Loss Snapshot to Estimate the Present Value of Expected Cash Flows and Credit Loss on MBS Holdings
April 11, 2009
Andrew Davidson & Co., Inc. Enhances Analytics to Include Vectored Tuning to Measure the Risk of Mortgage Portfolios with Greater Flexibility and Accuracy
2008
October 02, 2008Andrew Davidson & Co., Inc. Offers Breakpoint Analysis to Measure the Risk of Mortgage Portfolio Losses during Complicated Times
June 23, 2008
Andrew Davidson & Co., Inc. Extends Availability of the LoanDynamics™ Model with new link to INTEXdesktop™
2007
January 23, 2007Andrew Davidson & Co., Inc. Tackles Credit and Default Risk with their new LoanDynamics™ Model
2006
October 16, 2006ANDREW DAVIDSON & CO., INC. AND COMPASS ANALYTICS PARTNER TO DELIVER PREPAYMENT MODELS
May 17, 2006
Andrew Davidson & Co., Inc. Reveals the Workings behind its MBS Enhanced Prepayment Model
