Alex Levin, Director of Financial Engineering, and Daniel Swanson, Senior Credit Modeler, presented a live webinar moderated by Business Development's Laura Silberg, demonstrating how our industry-leading models and analytics for all types of US residential mortgage loans and mortgage-backed securities can be leveraged to facilitate your 2026 CCAR reporting. AD&Co has been providing direct analytic support of stress-testing since 2013!

Topics covered included:

• Overview of scenarios
• Conversion, extrapolation and interpolation of scenario variables
• HPI forecasts: To localize or not to localize?
• How the unemployment variable is considered in the LoanDynamics Model
• Factor attribution: Not all loans are born equal
• The strength of the stress: Severe-to-Base write-off ratios
• The effect of geographical localization
• Scenario probability: Placing CCAR scenarios onto the AD&Co standard scenario grid
• Types of files provided for LoanDynamics Model, LoanKinetics, and RiskProfiler 

Click here to read the Pipeline article.

Click here to access the webinar on demand.

Click here to download the Custom Files for 2026 CCAR Stress Testing.