The S-Curve

Andrew Davidson & Co., Inc. (AD&Co) is pleased to announce the first release of the Auto LoanDynamics Model (AutoLDM).


The LDM v3.0.2 library adds AutoLDM to the v3.0.1 library.

Key benefits include:

  • AutoLDM is a loan-level model that produces monthly default, prepayment, severity, balance, and delinquency projections.
  • The projections are sensitive to individual borrower attributes (e.g., credit score, contract rate, loan term, delinquency status) and vehicle characteristics (e.g., vehicle age, type, new/used).
  • The model utilizes a delinquency state transition framework to model the migration of the borrower conditional on their attributes and the unemployment projections.
  • AutoLDM covers the full credit spectrum of loans from subprime through prime borrowers.
  • Extensive support of AutoLDM is available from experienced modelers.
  • Model validation documentation is available.

AutoLDM is available via the LDM library and through the AutoKinetics application. For a full list of updates, read our LoanDynamics Model v3.0.2 Release Notes.

We are working closely with our third-party vendors on the integration of this release into their platform. For more information about the availability of this release through your vendor system, please contact For all other requests, please contact

Release notes for all our products are available at

To access AutoLDM demo on-demand, please click here.