Alex Levin, Director of Financial Engineering, and Daniel Swanson, Senior Credit Modeler, presented a live webinar moderated by Business Development's Laura Silberg, demonstrating how our industry-leading models and analytics for all types of US residential mortgage loans and mortgage-backed securities can be leveraged to facilitate your 2025 CCAR reporting.  AD&Co provides direct analytic support of stress-testing for over a decade!

Topics covered included:

• Overview of scenarios
• Conversion, extrapolation and interpolation of scenario variables
• Localization of HPI forecasts
• How the unemployment variable is considered in the LoanDynamics Model
• Factor attribution: Not all loans are born equal
• Severe-to-base loss ratios
• Scenario probability: Placing CCAR scenarios onto the AD&Co standard scenario grid
• Types of files provided for LoanDynamics Model, LoanKinetics and RiskProfiler 

Click here to read the Pipeline article.

Click here to access the webinar on demand.

Click here to download the Custom Files for 2025 CCAR Stress Testing.