RiskValDynamics (RVD) is our flexible valuation model for mortgage backed-securities. It is powered by integrating our flagship LoanDynamics and MacroDynamics (both InterestRateDynamics and HomePriceDynamics) models, with cash-flow engines including our own AD&Co offering, or data from third-party players like Intex and Moody’s. RiskValDynamics then uses our original and highly efficient financially engineered computational algorithms including our advanced Option-Adjusted Spread (OAS), prepayment OAS (prOAS), and credit OAS (crOAS) models to generate results. Designed with a simple front-end interface, it provides a mini-database with a Bloomberg data feed, including agency disclosed variables. RiskValDynamics is available through third-party vendors.