AD&Co • Papers

HOME
ABOUT
AD&Co
AD&Co Staff Vendor Partners News & Events Press Releases AD&Co in the News Contact Us
VECTORS™
ANALYTICS
Prepayment Credit Valuation RiskProfiler™ CreditProfile™
CONSULTING
PUBLICATIONS
& RESEARCH
The Pipeline The Pipeline Archives Quantitiative Perspectives Library Books & Papers Presentations
ONLINE TOOLS
& REPORTS
Intro Model Demos Mortgage Analysis & Reporting System Trend Reports Static Model Validation Reports CreditProfile™ Market Valuation Reports
VECTORS™
SUPPORT
Downloads FAQs Glossary Installation and Version Compatibility Model Description Model Validation Tuning Support User Manuals/Tutorials/Guides Release Notes Developer Support
My AD&Co

Guidance on Due Diligence Requirements in Determining Whether Investment Securities Are Eligible for Investment - OCC Response December 2011

Andrew Davidson

Credit Risk Retention - NPR Response Spring 2011

Andrew Davidson

The Breakpoint Grid - The Journal of Securitization, Fall 2008

Alex Levin

Show Me The Money - Mortgage Risk Magazine, June 2008

Anne Ching

The Concept of Credit OAS in Valuation of MBS - The Journal of Portfolio Management pp. 41-55, Spring 2008

Alex Levin and Andrew Davidson

Improving the Investors' Perspective on Credit Risk: Non-Agency Investors and the Secondary Market -The Bottom Line, September/October 2006

Andrew Davidson & Co., Inc.

Prepayment Risk-and-Option-Adjusted Valuation of MBS - The Journal of Portfolio Management, Volume 31, No. 4, Summer 2005.

Alex Levin and Andrew Davidson

Interest Rate Model Selection: A Conscientious Choice for Mortgage Investors - The Journal of Portfolio Management pp. 74-86, Vol. 30, No. 2, Winter 2004

Alex Levin

Interest Rate Modeling: A Conscientious Choice. Financial Engineering News p.12, Issue No. 30, Mar/Apr 2003

Alex Levin

In Financial Analysis, It's About Quality - Servicing Management p.23, Vol. 14, No. 2, October 2002.

Howard Stern

The Yield Curve & Mortgage Current Coupon. The Journal of Fixed Income March 2002.

Dan Szakallas and Eknath Belbase