2004 Archives	2005 Archives	2006 Archives
Issue 18: January Consulting Corner: Keen Eye for Manufactured Housing Value Commentary: Insights into Historical Current Coupon OAS Model Performance Review AD&Co. Update; New MBS Prepayment Model v433i & License Key Update	Issue 29: January Consulting Corner:Bad Accounting: Don't just get mad, get even Value Commentary: A New Member of AD&Co: The Two Factor Gaussian Term Structure (part 1) Model Performance Review AD&Co. Update; January 2005	Issue 40: January AD&Co. Update: License Key Expiration, AD&Co.'s 14th Annual Conference Dates and more... Model Performance Review Value Commentary:The Role of Fair Value, Model-Free Value and Risk-Neutrality
Issue 19: February Consulting Corner: MH Collateral Performance Update Value Commentary: How to Validate an Interest Rate Model? Part I: Pricing Swaps & Bonds Model Performance Review AD&Co. Update: Mark Your Calendar for June 17th!, MBS & ABS OAS in a Flash	Issue 30: February Consulting Corner:The Competing Risks of Mortgage Prepayment and Default Value Commentary: A New Member of AD&Co: The Two Factor Gaussian Term Structure (part 2) Model Performance Review AD&Co. Update; Growing Team, Growing Conferences & More...	Issue 41: February AD&Co. Update: New Non-Agency Fixed Rate Model Now Available (v5.1d) Model Performance Review Value Commentary: Volatility Models and Mean Reversion
Issue 20: March Consulting Corner: Interest Rate Lock Commitments and the SEC Value Commentary: How to Validate an Interest Rate Model Part II: Validation of Floaters Model Performance Review AD&Co. Update: Take Advantage of Us	Issue 31: March Consulting Corner:Today's CFO: Triple Threat? Value Commentary: Measuring and Managing Prepay Model Risk Model Performance Review AD&Co. Update; New MBS Pool Level Prepayment Model Versions: v4.3.4 or v5.0.1a	Issue 42: March AD&Co. Update: New Current Coupon Calculation for Agency Hybrid ARMs; Enhanced Prepay Model v5.1; AD&Co.’s 14^th Annual Conference Cometh Consulting Corner: A Framework for Market-Implied Defaults Model Performance Review Value Commentary: The Hybrid ARM Rates in Modeling and Valuation
Issue 21: April Consulting Corner: Fair Value & Cost-Based Accounting Value Commentary: Prepayment-risk-and-option-adjusted-spread Valuation Model Performance Review AD&Co. Update: Model Euthenasia: Why Some Versions Must be Put to Rest	Issue 32: April Consulting Corner: Modeling Mortgage Risk: Definitional Issues Value Commentary:What is Behind OAS Measures? Model Performance Review AD&Co. Update; Puzzled by Today’s Market? Don’t Be.	Issue 43: April AD&Co. Update: The Big Event Approaches Model Performance Review Value Commentary: Modeling Home Prices as Dynamic Assets
Issue 22: May Consulting Corner: Risk Management Challenged Value Commentary: Prepayment-Risk-and-Option-Adjusted-Spread Valuation: Conclusion Model Performance Review AD&Co. Update: Breaking Through...Conference 2004	Issue 33: May Consulting Corner: A Virtuous Portfolio Value Commentary: AD&Co OAS v6.0: Valuation Analytics that Make a Difference Model Performance Review AD&Co. Update; The 2005 Conference Cometh	Issue 44: May AD&Co. Update: AD&Co.'s 2006 Conference is Almost Here! Model Performance Review Value Commentary: Value-Space Refinancing
Issue 23: June Consulting Corner: Saving the TBA Value Commentary: prOAS Delivered, Explained and Discussed Model Performance Review AD&Co. Update: 12th Annual Conference Recap	Issue 34: June Value Commentary: Is the MBS Market Expensive? Model Performance Review AD&Co. Update; Valuation is in Vogue	Issue 45: June AD&Co. Update: New v5.1e Prepayment Model Release Model Performance Review Value Commentary: The MBS Basis Risk
Issue 24: July Value Commentary: Treating MBS settlement rigorously: AD&Co's OAS version 5.2 Model Performance Review AD&Co. Update: The Pipeline Archives	Issue 35: July Value Commentary: Hybrids at a Glance Model Performance Review AD&Co. Update; License Key Witching Hour	Issue 46: July AD&Co. Update: Focus on Client Support Model Performance Review Value Commentary: TBAs, SATO & Fannie 7.0
Issue 25: September Value Commentary: How to Validate an Interest Rate Model - Part III: Validation of option values Model Performance Review AD&Co. Update: What is ALT- A... Anyway?	Issue 36: September AD&Co. Update: Prepayment Model License Structure Model Performance Review Value Commentary: AD&Co Weekly Market Analysis: A Fresher Look and Deeper Content Consulting Corner: Data Availability and Its Implications for Behavioral Models	Issue 47: September 2006 AD&Co. Update: New v5.2a ARM Model Release Value Commentary: Valuation Consequences of the New ARM Prepayment Model in v5.2a: Part I - Agency Hybrids Model Performance Review: Prepayments Increase in August
Issue 26: October Consulting Corner: The Relative Value of Hybrids Value Commentary: Understanding the Spread Risk Model Performance Review: AD&Co. Update: Test Drive the Enhanced MBS Prepayment Model	Issue 37: October AD&Co. Update: New Model Release: MBS Enhanced Prepayment Model: v5.1c Consulting Corner: Back in the Forefront -- by Andrew Davidson Model Performance Review Value Commentary:Valuation Q&As. Part 1: AD&Co Interest Rate Library	Issue 46: October 2006 AD&Co. Update: It's Our Treat—Not a Trick—v5.1f Talking Credit :Improving the Investors Prospective on Credit Risk Value Commentary: Valuation Consequences of the New ARM Prepayment Model in v5.2a Model Performance Review: Seasonality of the Witch
Issue 27: November Consulting Corner: Why does bad accounting happen to good companies? Value Commentary: AD&Co OAS 5.2b: Enhanced Data, Bloomberg Links, Pay-ups & More Model Performance Review: New Prepayment Tuning Recommendations AD&Co. Update: A New & Improved HEL Model	Issue 38: November AD&Co. Update: A Comparison of Speeds: v4.3.4 vs. v5.1c Model Performance Review Value Commentary: Valuation Q&As. Part 2: Valuation of MBS with OAS and prOAS	Issue 47: November 2006 Consulting Corner- Credit Focus The Implied Expected Default of ABX 06-2 Talking Credit: Active-Passive Vasicek Model Performance Review: The New ARM Model Delivers AD&Co. Update: Mortgage Market at a Glance
Issue 28: December Consulting Corner: "Auld Lang Syne" Value Commentary: 2004 Valuation Round-up Model Performance Review AD&Co. Update: 2004 - Quite an Enhancing Year	Issue 39: December AD&Co. Update: 2005 Flyby Model Performance Review Value Commentary: 2005 Valuation Roundup: the Market and the Models	Issue 48: December Valuation Commentary The Market & the Model Model Performance Review v5.2a vs v5.1f of the ARM Model AD&Co Update The Debut of the Loan Dynamics Model