ANDREW DAVIDSON & CO TO PUBLISH MONTHLY STRATEGY-BASED RESEARCH PAPERS ON EMERGING MORTGAGE MARKET AND REGULATORY TRENDS
New York City, Monday, October 25, 2010 — Andrew Davidson & Co. Inc. (AD&Co) is pleased to announce Strategy Corner, a monthly research publication offering insight and strategies to better manage risk and take advantage of emerging mortgage market and regulatory trends. The articles will be authored by AD&Co’s credit and market analysts who are directly involved in helping to manage the problems and challenges in the mortgage industry. Strategy Corner will be available as a new section within AD&Co’s monthly newsletter, the Pipeline, which is already distributed free of charge to all AD&Co clients.
Strategy Corner will help fill the current void in big-picture mortgage research produced by the dealer community. Analysts at AD&Co have extensive experience in research, trading, quantitative methods, and risk management. With the addition of Strategy Corner, AD&Co extends its regularly published research efforts from model-related insights to monthly commentary that analyzes longer-term phenomenon impacting fundamental investment strategies. As appropriate, AD&Co will host webinars to discuss selected papers in greater depth with extensive Q&A sessions to encourage feedback and solicit the exchange of ideas. The first webinar is scheduled for Tuesday, November 9th, 2010 from 1:00pm-2:00pm EST and will address AD&Co’s recent Strategy Corner, Eliminating The Reliance on Ratings for Bank RBC: Alternatives and Non-Agency MBS Examples from Practice. The discussion will include an examination of concentration ratios, the Basel II supervisory formula for securitization exposures, as well as AD&Co’s recommended multi-scenario cash flow generation-based expected shortfall approach. Please click here to register for this webinar.
Some of the Strategy Corner articles that have already been published in the Pipeline include:
- Quantitative Measures of Risk and Ratings: Evaluating SEMT 2010-H1 Versus Prime and Benchmark Pools
- Using Scenario Analysis in Uncertain Times
- Beware the Bear Flattener
- Analyzing the Impact of Principal Forgiveness Mods
- Origination Risk in the Mortgage Securitization Process: An Analysis of Alternate Policies
- The Composition of the Mortgage Finance Market and the Consequences for Reform
- Alternatives to the Use of Ratings in RBC Guidelines: Upcoming ANPR Response
For more information, please visit www.ad-co.com/. To begin receiving Strategy Corner, please click here.
About Andrew Davidson & Co., Inc.
Andrew Davidson & Co., Inc. turns mortgage data into investment insight. The firm is a leading provider of models of borrower behavior and risk analytics for fixed income investors of mortgage (MBS) and asset-backed securities (ABS) and an expert advisor in the areas of risk management, and the valuation of complex MBS and mortgage derivatives. Andrew Davidson & Co., Inc. offers prepayment models for MBS and ABS, a LoanDynamics™ Model for credit sensitive mortgage securities, and option-adjusted valuation and risk management tools for MBS, ABS, and CMOs. With a unique blend of investment expertise and cutting-edge quantitative methods, the company produces highly advanced models and the most innovative solutions to mortgage investment challenges.
