ABOUT
AD&Co
Overview
Our History
AD&Co Staff
Vendor Partners
Opportunities at AD&Co
Contact Us
News & Events
Upcoming Events
Press Releases
AD&Co in the News
VECTORS®
ANALYTICS
Prepayment & Credit Models
LoanDynamics Model
Valuation Models
Overview
OAS Subroutines
Term Structure Library
Home Price Simulation Model
Applications
Overview
RiskProfiler
LoanKinetics
CreditProfile
CONSULTING
Risk Management
Stress Testing
Loss Forecasting
Risk-Based Capital
Portfolio Strategy
Credit Assessment of Private Label RMBS
Hedging Strategies
Valuation
Market Implied Pricing
Valuation of Complex MBS
Model Related Services
Custom Modeling and Tuning
Model Validation
Litigation Support
Valuation & Financial Forensics
VALIDATION &
GOVERNANCE
RESEARCH
& PUBLICATIONS
Research & Publications
Books
Journal Articles & Papers
The Pipeline
Quantitiative Perspectives
Search Through Publications
Conference Presentations
AD&Co Events
Industry Events
ONLINE TOOLS
& REPORTS
Interactive Tools
Model Demos
Mortgage Analysis & Reporting System
CreditProfile
Reports
Market Valuation Reports
Trend Reports
Model Validation Reports
Credit Risk Transfer Monitor
US Mortgage High-Yield Index
Home Price Index Outlook
crOAS Levels for LoanKinetics
Graphs of the Month
VECTORS®
SUPPORT
License Portal
My AD&Co Client Profile
Downloads
Installation & Vendor Compatibility Information
Model Support
Detailed Product Descriptions
Product User Guides
Data Files Descriptions
Model Tuning
Model Validation Resources
Product Updates
Release Notes
VECTORS® Analytics Updates
General Resources
Glossary
FAQs
For Developers
Integration Resources
My AD&Co
Thank you for your interest. Please let us know how we can help.
How did you hear about us?
Please select...
The Pipeline Newsletter
Trade Show
Advertisement
Industry Reputation
Web Search
I am a current client
Other
Are you a current AD&Co client in need of a login to our site?
Your Contact Information
First Name *
Last Name *
Role *
Company Name *
Phone *
Email *
City *
State *
Would you like to receive the following publications?
The Pipeline
: AD&Co’s monthly newsletter focused on recent trends, changes and advances in the mortgage investor’s market.
Credit Risk Transfer (CRT) Monitor
: A monthly report analyzing traded tranches of Agency Credit Risk Transfer deals. We evaluate the CreditProfile Category (CPC), the underlying credit metrics, and OAS given market levels at month close.
Please indicate the AD&Co products or services you would like to receive more information about or demo.
AD&Co Products:
Agency LoanDynamics Model (D120)
- Model that produces monthly forecasts of voluntary prepayment, involuntary prepayment, and total terminations for agency pools
Agency LoanDynamics Model Plus
- Model that produces monthly forecasts of voluntary prepayment, involuntary prepayment, total terminations, and loss severity for agency conforming loans and CRT deals
Non-Agency LoanDynamics Model
- Model that produces monthly forecasts of voluntary prepayment, involuntary prepayment, total terminations, and loss severity forecasts for jumbo prime, subprime and Alt-A residential mortgage loans
Multifamily LoanDynamics Model
- Model that produces monthly forecasts of voluntary prepayment, involuntary prepayment, and total terminations for multifamily mortgage assets
Total Termination Prepayment Model
- Pool-level model that produces monthly forecasts of total termination speeds for generic conventional, government, Alt-A, and jumbo prime collateral using enhanced pool level data
OAS Subroutines
- Options include an OAS Model for fixed and adjustable rate pass-throughs that produces option-adjusted risk and value metrics, a CMO OAS model that produces option-adjusted risk and value measures along with a third party cash flow engine, and a Credit OAS Model that produces effective measures adjusted for interest rate and credit risk
LoanKinetics
- Whole loan analytical application that produces valuation measures, forecasts of expected loss, and related sensitivity metrics for mortgage loans and pools
RiskProfiler
- MBS valuation and risk measurement system integrated with AD&Co's prepayment, credit and valuation models
CreditProfile
- A comprehensive online tool for monitoring and quantifying the changing credit characteristics of residential mortgage-backed securities (RMBS)
Home Price Simulation Model
- Produces forecasts of home prices at the national, state and Metropolitan Statistical Area level
Term Structure Model
- Produces monthly forecasts of key interest rates
Delivery (please check all that apply):
Third Party Vendor System
Please specify the vendor system(s).
List of AD&Co Vendor Partners
Proprietary System
Other
Consulting Services:
Valuation
Custom Modeling
Risk Management
Model Tuning
Portfolio Strategy
Model Validation
Comments:
