AD&Co. News - Oct. '07

Risk Profiler™: The Full AD&Co. Valuation Solution
by Rob Landauer

In response to repeated requests from our clients and prospects for a tool that takes full advantage of AD&Co’s suite of models, we are pleased and excited to introduce our fully integrated valuation solution – the Risk Profiler™ system. This is our first product that integrates all of our market standard models including prepayment, credit (LoanDynamics™), term structure and valuation solutions with an SQL or Access database and user-friendly front end.

Risk Profiler™ has been fully developed by AD&Co. This means that the Risk Profiler™ system allows users to access the full array of AD&Co. model outputs that are not always immediately available through third party vendor systems. For example, it is now possible to generate a credit based OAS using AD&Co.’s term structure model and valuation engine through Risk Profiler™. This capability is not yet available through any third-party vendor system.

Risk Profiler™ is a turn key analytical solution to launch automated batches for large portfolios and produce risk management reports on the client side. Risk Profiler™ covers MBS, ABS, ARMs, CMOs and common rate derivatives used in the MBS markets.

We encourage you to contact your account manager or Rob Landauer or Sekiko Garrison to set up a free trial.

For more information about AD&Co’s valuation capabilities, including Risk Profiler™, please visit http://www.ad-co.com/valuation_models/valuation_models.htm. Please read Alex Levin’s Valuation Commentary in The Pipeline each month for more detailed discussions on the continued enhancements of AD&Co.’s valuation product line.