The S-Curve

Welcome to The S-Curve

Now you will be able to receive the latest announcements, product updates, and our insights on the mortgage market in real time.

The name of the blog, the S-Curve, is a reflection of our logo and the central feature of our prepayment model. S-curves are seen in nature in many phenomenon, from population growth to prepayment and default models. Our first S-curve, in the early 1990s, used the arctangent function, then piece-wise linear functions, and evolved over time to be more complex and vary by FICO, loan size and LTV. This evolution encapsulates both the timeless nature of fundamental relationships and constant innovation to describe them better over time.

We hope you find the information useful and we look forward to your feedback.

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Blog - Latest
  • Policy Perspectives - Competing Claims In Privatization Of Fannie Mae And Freddie Mac

    Andrew Davidson

    Thoughts

    The latest Policy Perspectives paper “Competing Claims in Privatization of Fannie Mae and Freddie Mac” is now available!

    Nearly 20 years ago, on September 6, 2008, the GSEs, Fannie Mae and Freddie Mac entered conservatorship. Since that time there have been many proposals to restructure, eliminate or release the GSEs. Once again there is talk about the privatization of Fannie Mae and Freddie Mac.

    Privatization faces many hurdles both political and financial. In his article, Andrew Davidson looks at some of the financial considerations and shows that any solution will require a compromise between competing financial claims.

    Click here to read now!

Blog - Archives

The S-Curve Archives

  • The Signal and The Noise

    Tom Parrent

    Thoughts

    Separating signal from noise is at the heart of what we do at AD&Co. One of the key tools we utilize for that purpose is a sophisticated set of model performance trigger reports. These monthly reports not only alert us to model drift but also point to possible causes for the drift.

    Read More
  • Introducing a New Interface to Navigate Our Website with Ease

    AD&Co Marketing Team

    News

    We proudly launched our new website on November 13th. As you familiarize yourself with the new look of ad-co.com, you will come to know the many new offerings we provide. Along with the new website, we have organized our products as a menu of models and applications for a wide range of investor appetites. Let us review the menu of our product offerings.

    Read More
  • Andrew Davidson & Co., Inc.’s LoanDynamics Models Empowers Fite Analytics’ MBS Analytics Service

    AD&Co Marketing Team

    News

    Andrew Davidson & Co., Inc. (AD&Co), is proud to support Fite Analytics’ innovative cloud-native Mortgage-Backed Securities Analytics Service. The Fite Analytics solution incorporates AD&Co’s LoanDynamics models that provide forecasts of voluntary prepayments, defaults and losses that drive risk analytics across the mortgage-backed securities market with comprehensive coverage.

    Read More
  • Introducing the New AD&Co Website

    Eric Limjoco

    News

    We are thrilled to announce that Andrew Davidson & Co., Inc. has launched a new look for ad-co.com. Some of the exciting new features of this site include:

    • A dynamic homepage highlighting the firm’s latest innovations, AD&Co client benefits, announcements, and Diversity, Equity and Inclusion efforts.

    Read More