UNDERSTAND ENTERPRISE-WIDE RISK SCENARIOS
Banks and credit unions stand at the center of finance for the US housing market. This includes everything from the origination, secondary marketing and servicing of mortgage loans to portfolio, asset-liability, enterprise and credit risk management of residential loans and all types of mortgage-backed securities on the balance sheet. At AD&Co, we recognize the complexities and challenges you face.
Our tools provide a consistent source of prepayment and credit risk forecasting across your entire organization and help you better model all your mortgage assets by simultaneously forecasting the competing risks of prepayment and default. Our models use loan level data and for the life of the loan to help you better manage your retained whole loan portfolio from credit risk, Current Expected Credit Losses (CECL), Comprehensive Capital Analysis and Review (CCAR), and corporate mandated stress testing scenarios.
Supported by our experienced client service team that is available to address any concerns, our products help you:
Understand inherent credit risk
Conduct asset/liability management
Stress-test risk and forecast losses
Manage bank portfolios
Evaluate loan/loss reserves for regulatory capital (CECL/CCAR)
Support enterprise risk management
Tools you can use
Insights and Research that can help you
Contact our Client Support Team for access