Press Release

Compass Analytics Expands Credit Modeling Capabilities with Integration of Andrew Davidson & Co., Inc.'s Updated LoanDynamics Model

SAN FRANCISCO, May 6, 2019 /PRNewswire/ -- Compass Analytics is pleased to announce the integration of Andrew Davidson & Co., Inc.'s (AD&Co's) latest mortgage prepayment and credit modeling capabilities—LoanDynamics Model (LDM) 2.2—into Compass' mortgage servicing rights (MSR) valuation and hedging analytics and APIs. Compass Analytics continues its market leading position by providing more accurate loan-level MSR pricing and durations along with deeper integration into its capital market and third-party models. 

With this integration, mutual clients of Compass and AD&Co can use CompassPoint™ and LDM 2.2 to value MSRs with both voluntary and involuntary prepayments capturing more granular delinquency states. 

"AD&Co's updated model brings time-tested prepayment projections and ushers in broadened credit modeling for valuing agency servicing from the point of sale to payoff," said Mike Vough, Senior Hedge Manager/MSR Specialist at Compass Analytics. 

"We are excited to work with Compass, a longstanding MSR valuation provider, to deliver enhanced behavioral modeling capabilities so relevant to the servicing and origination market," said Laura Silberg, Director of Vendor Relations at AD&Co.

About Compass Analytics

Compass Analytics is an innovator in the FinTech industry and a leading provider of pricing technology to lenders. Compass develops cutting-edge mortgage analytics and offers advisory and active risk management services to mortgage bankers, traders, investors, and banks. Compass's platform is revolutionizing the way home loans are formed and sold through the use of innovative real-time technology supported with services, expertise and guidance.  For more information about Compass Analytics, please visit


Andrew Davidson & Co., Inc. offers risk analytics and consulting for fixed income investors with an emphasis on mortgage-backed securities, whole loans and credit-risk sharing. AD&Co currently offers a Prepayment/Default model (LoanDynamics) for most types of U.S. residential and multifamily loans, and a suite of financially engineered tools including option-adjusted valuation and risk management tools for MBS, ABS, and CMOs. Their unique blend of investment expertise and innovative quantitative methods combines decades of Wall Street experience with the most advanced modeling techniques. For more information about Andrew Davidson & Co., Inc., please visit

Public Relations Contact:

Austin Yu
Marketing Manager
Compass Analytics