Purpose Driven Market Intelligent Client Focused
Analytical Solutions

The tools you need to value and manage the risk in your portfolio
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Understand and manage prepayment and credit risk
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Improve valuation, hedging, and risk management decisions
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Analyze mortgage loans and mortgage-backed securities
Turning mortgage data into investment insight since
1992

About Us

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.

More about Andrew Davidson & Co →

When you license one of our models or applications, you're getting much more than top-rate analytics.
A choice of vendors
that have integrated our models into their systems.
State-of-the-art models & customizable applications
that are validated and backtested, and powered by our LoanDynamics Model.
More than a quarter-century of corporate expertise.
AD&Co clients have the opportunity to work closely with top innovators in the field and access to a vast repository of institutional knowledge.
Responsive and comprehensive customer support
that doesn't end when the contract is signed. We support you for the lifetime of your license or consulting agreement.
Behind the client portal
you'll have client-only access to detailed product documentation, validation resources, model trend reports, AD&Co's dynamic performance reporting tool and much more.
Access to the whole range of our publications
including The Pipeline, our newsletter focused on recent trends, changes and advances in the mortgage investor's market; and Quantitative Perspectives, our colorful whitepapers that take a deep dive into important issues related to the mortgage and derivatives markets.
Request a demo
the pipeline
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Welcome to the Pipeline, Andrew Davidson & Co., Inc.‘s newsletter, a “pipeline” of relevant and useful information, focused on recent trends, changes, and advances in the mortgage investor’s market.

Issue No.
188
In our final Pipeline issue of 2024, we present three articles covering farm loans, a new dynamic current coupon yield (CCY) model and the credit risk of whole loans. In our first article, Sanjeeban introduces farm and ranch loans along with USDA loans, which AD&Co was able to analyze this year. He discusses how LDM was tuned to allow these loans to be analyzed for the purposes of asset-…
By
Eknath Belbase

More Pipeline Articles

Issue No.
188
By
Sanjeeban Chatterjee
Issue No.
188
By
Feiqi Jiang, Alex Levin
Issue No.
188
By
Vivian Li, Richard Cooperstein
Diversity, Equity & Inclusion
Andrew Davidson & Co., Inc. is dedicated to fostering and celebrating diversity and inclusion, with the goal of equity for every individual.
Treating every employee, client, partner and supplier with respect, regardless of title or role, is the core of our corporate principles. Still we strive to make diversity, equity, and inclusion a part of every action, recognizing that the job is never done." — Andy Davidson More on Diversity, Equity & Inclusion →