The Pipeline is a publication of Andrew Davidson & Co., Inc.'s knowledgeable development and consultant team as a"pipeline"of relevant and useful information for participants in the fixed income industry. We address recent trends, changes and advances that our consultants, developers and sales force have extensively studied.
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| January |
February |
March |
Issue 61
AD&Co Roars into Las Vegas -- by Rob Landauer
A Look at Non-Agency Prime Mortgage Prepayment Speeds -- by Sanjeeban Chatteree
Valuation Modeling Lessons of 2007 -- by Alex Levin
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Issue 62
How Important are Involuntary Prepayments? -- by Sanjeeban Chatterjee
Reinventing Securitization: If It Ain’t Broke, Don’t Fix It. But What if It is Broken? -- by Andrew Davidson
How to Use Credit OAS: an ABS Valuation Case Study for the Illiquid Market -- by Alex Levin
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Issue 63
Save the Date for AD&Co's 16th Annual Conference-- by Laura Gridley
The Conforming Loan Limit Increase: What it means for Borrowers and Investors -- by Dan Szakallas
RiskProfiler™: Your Complete Valuation Solution -- by Alex Levin
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| April |
May |
June |
Issue 64
Need Independent Valuations? AD&Co Can Help-- by Rob Landauer
A Look at Non-Agency Prime Mortgage Prepayment Speeds -- by Sanjeeban Chatteree
Six Myths of Credit Valuation -- by Alex Levin
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Issue 65
16th Annual Conference: The Times They Are A-Changin’-- by Rob Landauer
Доверяй, но проверяй
Doveryai, no proveryai
Trust, but Verify
by Andrew Davidson
NewPrepayment Model Tuning Parameter Recommendations Released-- by Sanjeeban Chatteree and Dan Szakallas
Full and Partial Vega -- by Alex Levin |
Issue 66
The Times May Be A-Changin’…But There is Still Time to Register
by Rob Landauer
Tuning Recommendations for Agency ARM Prepayment Models
by Dan Szakallas
The Breakpoint Grid
by Alex Levin |
| July |
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Issue 67
Annual Conference Redux
by Rob Landauer
What about Alt-As? --
by Sanjeeban Chatteree
Show Me the Money
by Anne Ching
What is Right and Wrong with Constant OAS?
by Alex Levin
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