Andrew Davidson
Call now
Call now
Website
Call
Leadership in Mortgage Analytics Ground-Breaking Policy Research Innovative Multifamily Models Financially Engineered Applications. We develop and license prepayment and credit models, as well as risk measurement tools that are used as benchmark analytics by top mortgage and commercial banks, insurance companies, mortgage insurers, reinsurers, credit unions, broker-dealers, and investment management firms.

Since our inception, we have provided our clients with high-quality models, applications, consulting services, research, and thought leadership all aimed at yielding advanced, quantitative solutions for an array of financial and investment management needs. Andrew Davidson was quoted in a Forbes article titled "3 Ways Climate Change Will Impact Your Business's Future."

Andrew Davidson was quoted in a National Mortgage News article titled Pressure to create climate change risk models in mortgage mounts.
Services
Banks and credit unions stand at the center of finance for the US housing market.
This includes everything from the origination, secondary marketing and servicing of mortgage loans to portfolio, asset-liability, enterprise and credit risk management of residential loans and all types of mortgage-backed securities on the balance sheet.
At AD&Co, we recognize the complexities and challenges you face.
Our tools provide a consistent source of prepayment and credit risk forecasting across your entire organization and help you better model all your mortgage assets by simultaneously forecasting the competing risks of prepayment and default.
As a trader, you require risk analytics to help value assets, measure portfolio holdings, and make buy/sell decisions, including the potential for arbitrage opportunities.
At AD&Co, our products are designed to help you determine the best trade execution strategies.
Regardless of the asset you are trading, our proprietary models and analytics are dynamic, regularly updated and based on the latest research and economic data.
They also easily integrate with third-party tools or directly on to your trading platform to generate results you can count on.
Whether you are responsible for issuing risk ratings on mortgage-backed securities (MBS), rating the risk premiums on credit risk transfers (CRTs), or investing in either MBS or CRTs, you need sophisticated risk analytics to make smart business or investment decisions.
At AD&Co, our products are designed to help you optimize your pricing and valuation strategies.
For those writing reinsurance policies on mortgage credit, we provide tools to help you better ascertain the inherent risk in the securities.
As an investor in mortgage loans and related mortgage-backed securities (MBS), you need to intelligently deploy capital using tools that adequately assess risk.
Equally so, if you invest in multi-family properties or real estate investment trusts (REITs), you need sophisticated analytics to help value and obtain greater transparency into complex mortgage assets.
Regardless of the asset type, you need to understand the impact of borrower prepayments, delinquencies and defaults, as well as the effect of changing interest rates, home prices and economic scenarios, on the value of your holdings or potential investments.
As a mortgage banker, you need to determine the right price for either buying or selling a pool of loans or the servicing rights to those loans.
Alternatively, if you are a banker or servicer planning to securitize, you need to understand loan pricing at origination and identify which loans will contribute and/or detract from the overall quality of the pool.
Regardless of the scenario, examining the projected value of a pool of loans is essential, resting largely on whether the underlying loans will perform, outperform or underperform.
Reviews
Review Andrew Davidson

Be the first to review Andrew Davidson.

Write a Review