Home
Consulting Services
Vectors
Research & Reports
Performance Reports
Risk-Neutral Prepayment Model
Market Analysis
Research Reports
Vectors Client Support
DEMOS
Announcements
About us
Contact us

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

2008archives

 


The Pipeline is a publication of Andrew Davidson & Co., Inc.'s knowledgeable development and consultant team as a"pipeline"of relevant and useful information for participants in the fixed income industry. We address recent trends, changes and advances that our consultants, developers and sales force have extensively studied.
January February March
Issue 61
AD&Co Roars into Las Vegas -- by Rob Landauer

A Look at Non-Agency Prime Mortgage Prepayment Speeds -- by Sanjeeban Chatteree

Valuation Modeling Lessons of 2007 -- by Alex Levin
 Issue 62
How Important are Involuntary Prepayments? -- by Sanjeeban Chatterjee

Reinventing Securitization: If It Ain’t Broke, Don’t Fix It.  But What if It is Broken? -- by Andrew Davidson

How to Use Credit OAS: an ABS Valuation Case Study for the Illiquid Market -- by Alex Levin

 Issue 63
Save the Date for AD&Co's 16th Annual Conference-- by Laura Gridley

The Conforming Loan Limit Increase: What it means for Borrowers and Investors -- by Dan Szakallas

RiskProfiler™: Your Complete Valuation Solution -- by Alex Levin
April May  
Issue 64
Need Independent Valuations? AD&Co Can Help-- by Rob Landauer

A Look at Non-Agency Prime Mortgage Prepayment Speeds -- by Sanjeeban Chatteree

Six Myths of Credit Valuation -- by Alex Levin

Issue 65
16th Annual Conference: The Times They Are A-Changin’-- by Rob Landauer

Доверяй, но проверяй
Doveryai, no proveryai
Trust, but Verify
by Andrew Davidson

NewPrepayment Model Tuning Parameter Recommendations Released-- by Sanjeeban Chatteree and Dan Szakallas

Full and Partial Vega -- by Alex Levin