VALUE PREMIUMS AND INVESTABLE ASSETS
Whether you are responsible for issuing risk ratings on mortgage-backed securities (MBS), rating the risk premiums on credit risk transfers (CRTs), or investing in either MBS or CRTs, you need sophisticated risk analytics to make smart business or investment decisions. At AD&Co, our products are designed to help you optimize your pricing and valuation strategies.
For those writing reinsurance policies on mortgage credit, we provide tools to help you better ascertain the inherent risk in the securities. Our analytics help you evaluate prepayment and credit risk while also taking into account macroeconomic issues such as changing interest rates, home prices and economic scenarios, to determine the right premium price.
For investors in mortgage loans and mortgage-backed securities (MBS), including multi-family properties, as well as those investing in the credit risk of CRTs, we provide tools that adequately assess risk to help you intelligently deploy capital and better manage your portfolios. Regardless of the asset type, you too need to understand the impact of borrower prepayments, delinquencies and defaults, as well as the effect of changing macroeconomic scenarios on the value of your holdings or potential investments. Our models and applications allow investors to run scenarios that prepare a nuanced analysis of prepayment and credit risk, take into account macroeconomic issues and allow for sophisticated rich-cheap analyses.
Supported by our experienced client service team that is available to address any concerns, our products help you:
Determine relative values
Conduct asset liability management
Inform portfolio construction and management
Perform stress tests
Benchmark against indexes
Support overall risk management
Ensure compliance with the NAIC
Tools you can use
Insights that can help you
Contact our Client Support Team for access