AD&Co in the News List
Andrew Davidson and Alex Levin referenced in Financial Times article titled "How US Mortgage Bonds can Trigger a ‘Vicious Loop’ for Treasury Yields"
One little cog in the bond market’s feedback machine.
Click to read the full paper that was referenced in the Financial Times article: The Journal of Portfolio Management, "Prepayment Risk-and-Option-Adjusted Valuation of MBS," Volume 31, No. 4, Summer 2005.
Past News Entries
Andrew Davidson quoted in Scotsman Guide article titled "Experts See Hidden Complexities in ‘Simplified’ LLPA Grid"
Eknath Belbase and Vivian Li quoted in Inside Mortgage Finance article titled "Non-Agency Credit Model Updated With Loan-Level Data"
Andrew Davidson quoted in Inside Mortgage Finance article titled "GSEs Publish VS4 Pricing Grids, LLPA Reforms Linger"
Andrew Davidson quoted in Inside Mortgage Finance article titled "GSEs Disclose Their Proprietary Credit Scores"
Daniel Swanson quoted in Inside Mortgage Finance article titled "VA Refis Expected to Slow in Current Environment"