AD&Co

Prepayment Model - An MBS Enhanced Pool Level Prepayment Model for fixed, balloon, adjustable rate, and hybrid ARM mortgages that produces monthly prepayment forecasts for generic conventional, government, ALT-A and Jumbo Prime, using enhanced pool level data

Agency LoanDynamics Model - produces monthly forecasts of voluntary prepayment, involuntary prepayment, and total termination speeds for agency pools and conforming loans

Non-Agency LoanDynamics Model - produces delinquency, default and loss severity forecasts for jumbo prime, sub prime and alt-a residential mortgage loans

OAS Subroutine - Options include an OAS Model for fixed and adjustable rate pass-throughs that produces option adjusted risk and value, 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

Home Price Simulator - produces forecasts of home prices at the national, state and Metropolitan Statistical Area

Interest Rate Process - produces monthly forecasts of key interest rates

LoanKinetics - produces valuation, forecasts of expected loss, and related sensitivity metrics for mortgage loans and pools

CreditProfile - a comprehensive solution to monitor and quantify the changing credit characteristics of residential mortgage-backed securities (RMBS)

RiskProfiler - AD&Co's MBS valuation and risk measurement system integrated with AD&Co's prepayment, credit and valuation solutions

Valuation	Custom Modeling
Risk Management	Model Tuning
Portfolio Strategy	Model Validation

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