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Conference Presentations

AD&Co's 16th Annual Conference: The Times They Are A-Changin'
(We asked a few questions on the conference survey. Check out responses by clicking here)

New York - June 11th, 2008 @ TheTimesCenter

Prepayment Speeds
Forever Slow?
Sanjeeban Chatterjee, AD&Co download
Credit: Delinquencies, Defaults & Losses
A Hard Rain is still Falling
Anne Ching, AD&Co download
Model Validation: Actual vs Forecasted
Data Along the Watchtower
Rob Landauer download
Valuation of Credit Risk
Shelter from the Storm
Alex Levin, AD&Co download
Assessing the Intrinsic Value of Illiquid Assets
UnTangled Up in Blue
Rick Ellson, Vectors Research Management, LLC download
Measuring and Forecasting the HPI
It Ain't Easy, Babe
Mark Williams, AD&Co  
Michael Feder, President, Radar Logic
Insight into the U.S. Housing Markets
download
The Future of Securitization
The Times They Are A-Changin'
Andrew Davidson  

SAN FRANCISCO - June 16th, 2008 @ The W Hotel

Prepayment Speeds
Forever Slow?
Sanjeeban Chatterjee, AD&Co same as above
Credit: Delinquencies, Defaults & Losses
A Hard Rain is still Falling
Anne Ching, AD&Co same as above
Model Validation: Actual vs Forecasted
Data Along the Watchtower
Sekiko Garrison, AD&CO download
Valuation of Credit Risk
Shelter from the Storm
Alex Levin, AD&Co same as above
Assessing the Intrinsic Value of Illiquid Assets
UnTangled Up in Blue
Rick Ellson, Vectors Research Management, LLC same as above
Satish Swamy, Portfolio Manager
Regents of the University of CA
download
Measuring and Forecasting the HPI
It Ain't Easy, Babe
Mark Williams, AD&Co  
John Hanken, AVP, Pricing
PMI Mortgage Insurance Co.
Economic and Real Estate Trends: PMI Risk Index

download
The Future of Securitization
The Times They Are A-Changin'
Andrew Davidson  

AD&Co.'s 15th Annual Conference 2007 - Managing Prepayment & Credit Risk in Volatile Times

AD&Co. Solutions
AD&Co. Product Overview Rob Landauer / Sekiko Garrison
LoanDynamics™ Model: Beyond v1.0
Moving Forward in the Understanding of
Non-Agency Mortgage Behavior: LDM v1.5
by Kyle Lundstedt
Investing in Subordinate Bonds: A Case Study by Anne Ching
Valuation
Valuation with Credit at AD&Co. by Alex Levin
Valuation Consequences, Backward Induction and
Prepay Risk-Neutrality with AD&Co.'s new ARM Model
by Alex Levin
Prepayments
Exporing Trends in ARM Prepayments by Dan Szakallas
Trends in Non-Agency ARM Prepayments
& A Look at Home Price Index Providers
by Sanjeeban Chatterjee
Data Visualization
New Tools for Dynamic Performance Reporting & Beyond by Hikmet Senay

AD&Co.'s 14th Annual Conference 2006 - Understanding Borrowers' Actions: A Look at Prepayments, Defaults & Security Valuation

The Theory of Unified Prepayment Modeling by Andrew Davidson
Applying the Theory to Agency ARM Prepayment Models by Dan Szakallas
Applying the Theory to Non-Agency ARM Prepayment Models by Sanjeeban Chatterjee
Universal Value-Space Refinancing Model by Alex Levin
Prepay Risk-Neutrality & Model-Free Value
Expanded Analytics for Market Analysis
by Alex Levin
Quantum Credit Dynamics: Transitions and Borrower Equilibrium by Andrew Davidson
The AD&Co. Credit Model by Kyle Lundstedt
Home Prices and Interest Rates by Alex Levin
The AD&Co. Implied Default Model by Anne Ching

The Pipeline

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.
Check out The Pipeline Archives and contact us if you are interested in receiving this monthly newsletter.

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Quantitative Perspectives

Quantitative Perspectives (QP) is an independent commentary that examines topical Issues Related to the Mortgage and Derivatives Markets.

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