Andrew Davidson & Co., Inc. is the leading provider of risk analytics and consulting for residential loans and MBS. We develop and license prepayment and credit models as well as risk measurement tools that are the benchmark analytics used by top mortgage and commercial banks, insurers, credit unions, broker-dealers and money management firms. With our unique blend of investment expertise and cutting edge quantitative methods, we produce highly advanced models and the most innovative solutions to mortgage investment challenges.
AD&Co's Richard Cooperstein co-wrote the following paper on how the GSEs generate cross-subsidies, prominently featuring our analytics.
Understand and manage interest-rate and credit risk with greater precision
WHOLE-LOAN VALUATION METHODS: RISK NEUTRAL MODELING VERSUS VIRTUAL SECURITIZATION