Repayment speeds drive value and risk across agency and non-agency mortgages. With FHA/VA differences, growing DSCR lending, and constant model updates, portfolio managers, traders, and risk teams need to understand what changed, why speeds diverge, and how it affects pricing and convexity.

Join experts from Andrew Davidson & Co., Inc. (AD&Co) and Numerix on November 18, 2026 at 10AM ET for a live discussion and demonstration. Using Numerix PolyPaths, the panel will compare AD&Co's Loan Dynamics Model (LDM) v3.0 and v4.0 side by side, take a closer look at Ginnie Mae speeds, and show how non-agency loan features shape valuation.

TOPICS INCLUDE:

• LDM v3.0 vs. v4.0: how the S-curves compare, with both model versions loaded in a single PolyPaths session to compare projected speeds 
• The State of Ginnie Mae, VA vs. FHA: why speeds differ between loan types, how historical pool speeds compare with model results, and what that means for investors 
• Non-agency LDM in Practice: a pay-up, convexity and speed analysis of DSCR investor loans with different prepayment penalty provisions 

• Lender Choice and VantageScore: how newer borrower and origination data can sharpen prepayment views

   

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