Quantitative Perspectives

Now Available: AD&Co’s Quantitative Perspectives

Mickey Storms
Alex Levin
Thoughts

Recently, aggregators have crossed market borders by issuing residential mortgage-backed securities (RMBS) backed by owner-occupied (OO), GSE-eligible conforming loans. Additionally, conforming mortgage loans have drawn investment interest from insurance companies fronted by aggregators and evaluated by third-party firms. These developments constitute historically rare disintermediations of the nearly monopsonist purchases of conforming loans by the GSEs.

We're thrilled to announce our latest Quantitative Perspectives where Mickey Storms and Alex Levin present examples of how Andrew Davidson & Co., Inc. (AD&Co) financial engineering techologies can be used by loan sellers and originators to fully evaluate the economics of GSE-conforming loan pricing, GSE credit fees, and loan sale options. Click below to read the full paper.

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