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.

 

AD&Co NEWS

Interested in the latest addition to the LoanDynamics (LDM) family?  Read Andrew Wilcox’s comprehensive Quantitative Perspectives on Multifamily LDM.

The June 2017 CRT Monitor has been released. Click here to access. Login is required.

 
 
 
 Vectors Analytics
The tools you need to reveal the value and manage the risk of your portfolio.
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Prepayment /<br/>Credit Models

Prepayment &
Credit Models

 

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

prepayment model
Prepayment /<br/>Credit Models

Valuation Models

 

Make better hedging, valuation and risk management decisions

prepayment model
Prepayment /<br/>Credit Models

Applications

 

Gain clarity in a changing market place

prepayment model
 
 

the PIPELINE

Current Issue: May 2017

A Look at Credit Risk Transfer, Four Years and $1.4 Trillion Later

A Comparison of CreditProfile Category and Credit Ratings for CRT Bonds

A Capital Standard for the GSEs

Graphs of the Month: Special Issue on Agency Credit Risk Transfer (CRT) Deals