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My AD&Co

ANDREW DAVIDSON & CO

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.

The tools you need to reveal the value and manage the risk of your portfolio.

Demo Our Products

Prepayment &
Credit Models

Understand and manage interest-rate and credit risk with greater precision

Valuation Models

Make better hedging, valuation and risk management decisions

Applications

Gain clarity in a changing market place

Current Issue: October 2016

The Big Picture: The CRT Edition

The GSE Credit Risk Transfer Program

Abstract: Risk Neutralization of Agency Credit Model, Relative Value, and Implied G-Fees

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