Moody's Analytics integrates the LoanDynamics Model into their RiskConfidence™ ALM solution

LONDON--(BUSINESS WIRE)--Moody’s Analytics, a global provider of financial intelligence, and Andrew Davidson & Co. Inc. (AD&Co) are pleased to announce that the AD&Co LoanDynamics Model is now available for use within the Moody’s Analytics RiskConfidence™Asset and Liability Management (ALM) solution.

Moody’s Analytics clients can license the LoanDynamics Model directly from AD&Co for use with their RiskConfidence ALM system. The forecasts generated by the LoanDynamics Model are focused on US residential mortgage loans, adding US-specific modeling capabilities to the RiskConfidence ALM system.

“Strong asset and liability management requires a range of rigorous forecasts,” said Laura Gridley, Director of Third-Party Relations at AD&Co. “We are pleased to work with Moody’s Analytics to deliver industry-leading US residential mortgage forecasts from our LoanDynamics Model to their clients. This functionality provides granular loan and CUSIP-specific prepayment and default forecasts that enhance ALM forecasting.”

“Andrew Davidson & Co is a well-respected provider of forecasts within the credit risk and mortgage space, particularly in the US,” said Fanny Marengo, Senior Product Manager at Moody’s Analytics. “We believe the integration of AD&Co’s modeling capabilities with the RiskConfidence ALM system’s robust functionality will deliver great value to our clients.”