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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
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Consulting Services:
Valuation
Custom Modeling
Risk Management
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Portfolio Strategy
Model Validation
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