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

Read now: "Household Utility and Financial Intermediation: A Parable"

Andy Davidson quoted in National Mortgage News.

Now Available: COVID-19 Recommendations for AD&Co Applications.

Access dv01 Deep Dives: Running MBS Cashflows with the AD&Co LDM.

 
 
 
 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

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Special Edition: COVID-19

The AD&Co Macroeconomic Scenarios

Auto Loan Performance

Benchmarking CRT Default and Loss Tolerances

Change in Loss Expectations