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 firstname.lastname@example.org. For all other requests, please contact email@example.com.
Release notes for all our products are available at https://www.ad-co.com/support/release-notes.
To access AutoLDM demo on-demand, please click here.