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.
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| January |
February |
March |
Issue 49
State of the Non-Agency Union
The Subprime Model
The LoanDynamics™ Model
What's in Store
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Issue 50
Valuation Commentary: ARMed with Backward Induction & Risk-Neutrality
Model Performance Review: Prepayments Remain in Winter Slump
AD&Co Update: HELP! I Need to Validate My Model, Stat! |
Issue 51
AD&Co Update: Model Updates
All about Valuation Commentary: The Hunt for Duration
Model Performance: Prepayment Analysis |
| April |
May |
July |
Issue 52
AD&Co Update: You're Cordially Invited
Valuation Commentary: First Steps in Credit OAS (part I)
Model Performance: Prepayment Analysis |
Issue 53
AD&Co Update: There's Still Time...
Valuation Commentary First Steps in Credit OAS (part II)
Prepayment Update Agency ARM Prepayment Model |
Issue 54
AD&Co. News: AD&Co.'s 2007 Conference: More than Just a Yo-Yo
All about Valuation: 2007 Conference Valuation Themes: What is Next?
Prepayment Highlights |
| August: Special Edition |
September |
October |
Issue 55
Six Degrees of Separation
By Andrew Davidson |
Issue 56
AD&Co. News: Prepayment Model V5.2C and LoanDynamics™ V1.6 Released
Valuation Commentary: Agency MBS and AD&Co. Models During the Subprime Turmoil
Model Performance: Model Adjustments in Light of the Credit Crunch |
Issue 57
AD&Co. Update: Risk Profiler™: The Full AD&Co. Valuation Solution
Valuation Commentary: Credit OAS: Next Steps and Challenges
Model Performance: A Closer Look at ARM Prepayment Model Performance |
| November |
December |
December: Special Bulletin |
Issue 58
AD&Co. Update: Are You in Tune?
Model Performance: A Closer Look at ARM Prepayment Model Performance
Valuation Commentary: Using Tuning Dials for Prepay Risk-Neutrality
Credit Commentary: Using Tuning Dials for Prepay Risk-Neutrality
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Issue 59
AD&Co. Update: The Road to Recovery
Prepayment Update:A Look at Sub-Prime Prepayment Speeds
Valuation Commentary:Happy Holidays! + A Few Recommendations
SATO Tuning for TBAs
More on Interest Rate Model Selection
Practical Monte-Carlo Recipes
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Issue 60
Prepayment Model Tuning & Home Price Forecast Adjustments
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