Mortgage Loans

Talk to us to find out which product best meets your needs

At AD&Co, we offer behavioral models for both residential and multifamily mortgage loans. Our residential whole loan tools cover prepayment and default related losses for conforming and non-conforming loans, as well as securities backed by these loan types. They can be used with our MacroDynamics models to supply the interest rate and home price economic drivers or user-suppled economic scenarios. In either case, we consider borrower and property characteristics to derive projections in a given scenario. Similarly, our multifamily loan model can be used to derive projections on Fannie Mae and Ginnie Mae multifamily loans, and related securities.

Our products can help you:

  • Evaluate the value of a loan, relative to other loans

  • Project the credit performance of a loan

  • Evaluate mortgage insurance coverage opposite to projected loss

  • Assign risk ratings to loans




Tools you can use

LoanKinetics logoLoanKinetics (LK) is our multi-functional whole-loan application that utilizes our LoanDynamics behavioral models, our MacroDynamics models and financial engineering algorithms. It combines this firepower with built-in whole loan specific “slice and dice” capabilities, as well as specialized modules for valuation and credit analysis at the loan and portfolio level, CECL analysis and loss attribution analysis.

RiskProfiler logoRiskProfiler (RP) is our comprehensive valuation solution that integrates our LoanDynamics Model and OAS Subroutine into a single, flexible platform. It offers built-in reporting and parallel and distributed (cluster) computing, as well as a database in which to store positions and past performance.

Insights that can help you
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Mortgage Analysis and Reporting System (MARS)

MARS is our web-based reporting system that provides an objective view of actual vs. forecasted results on an on-demand basis. Users can specify the product by vintage and analysis period, coupon bucket or as-of date to generate user-defined displays of how the model is performing versus actual speeds.