AD&Co. Update - December '06

Debuting the Loan Dynamics Model
by Rob Landauer

AD&Co’s Credit Product Line, featuring the Loan Dynamics Model, will make its official debut at the American Securitization Forum (ASF) 2007 Conference in Las Vegas, NV from January 28-31.

The Loan Dynamics Model offers significant enhancements to other tools currently available in the marketplace, and now, investors, originators, issuers and risk managers involved in the sub-prime and jumbo-prime arena have the opportunity to take advantage of the research, findings and forecasts our trusted team has developed over the past two years. We invite you to visit our booth in the exhibition hall to learn more about these enhancements and our approach to forecasting delinquencies, defaults, and loss severity, in addition to prepayments.

Andy Davidson and Kyle Lundstedt will be on hand to discuss in detail and answer questions about the Loan Dynamics Model and other elements of the Credit Product Line. Kyle is heading up a session on Sunday, January 28th from 2:05 pm-3:05 pm entitled “Prepayments and Credit Drivers of Subprime RMBS.” Please join Kyle, who is much more entertaining than Jay Leno, as he leads a dialogue on the transitions forecasted in the Loan Dynamics Model.

Rob Landauer, Sekiko Garrison, Anne Ching, Laura Gridley and Ilda Jacobsen will also be attending the event. If you are interested in an individual meeting with Andy, Kyle or any other member of the AD&Co team to discuss Loan Dynamics or our suite of Prepayment Models, please contact Rob Landauer as soon as possible at 212-274-9075 or e-mail rob@ad-co.com. Also, keep your eye out for a very special promotion we will be “premiering” in the exhibition hall at 10am on Monday, January 29th.

We want to take this opportunity to wish all of our clients, friends and colleagues a very happy, healthy and prosperous new year. It is our pleasure to work with you to find innovative solutions to the constantly changing challenges provided by the residential loan markets.