Banking/Credit Unions

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UNDERSTAND ENTERPRISE-WIDE RISK SCENARIOS

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. Our models use loan level data and for the life of the loan to help you better manage your retained whole loan portfolio from credit risk, Current Expected Credit Losses (CECL), Comprehensive Capital Analysis and Review (CCAR), and corporate mandated stress testing scenarios.

Supported by our experienced client service team that is available to address any concerns, our products help you:

  • Understand inherent credit risk

  • Conduct asset/liability management

  • Stress-test risk and forecast losses

  • Manage bank portfolios

  • Evaluate loan/loss reserves for regulatory capital (CECL/CCAR)

  • Support enterprise risk management

Tools you can use

LoanDynamics logoLoanDynamics (LDM) is our proprietary behavioral model that helps you manage prepayments, predict defaults and forecast credit losses on mortgage loans. It serves to enhance portfolio management while supporting mortgage servicing rights (MSR) valuation, asset-liability management, pipeline hedging and secondary marketing. It can also serve as a vital input in forecasting loss-reserves, providing a better handle on how changes in interest rates, home prices and various loan characteristics will impact future losses. Available through a variety of third-party vendors, LoanDynamics pairs through various asset liability management (ALM) providers including Bancware, Empyrean, Polypaths, QRM, ZM financial, FactSet, and MIAC.

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LoanKinetics logoLoanKinetics (LK) is our residential whole loan analytical application that allows you to evaluate legacy and newly originated residential loans in the context of credit performance, valuation, loan loss analysis/attribution and stress testing. Built on a foundation that includes our LoanDynamics and MacroDynamics products, LoanKinetics seamlessly accesses these models to effectively use our unique and proprietary approaches to capturing risk. Product users also benefit from full documentation on our analytics and models, including regular assessments on model performance, as well as access to our Model Updates and Pipeline articles where we report on model adjustments. LoanKinetics is available directly from AD&Co.

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Insights and Research that can help you
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The S-Curve: AD&Co's blog

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Mortgage Analysis & Reporting System (MARS)

MARS performance reports are web-based and available on-demand. They serve to evaluate the robustness of our models, comparing our model predictions against actual market results.

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HPI Outlook

HPI Outlook is a quarterly report that explains our forecasts on the 25-MSA Composite Index and five geographical indices: US National Index, Los Angeles, Miami, New York and Phoenix Metropolitan Statistical Areas. These forecasts are generated by our HomePriceDynamics model.

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Technical Perspectives

Our comprehensive documentation provides a detailed, technical description of the full suite of LoanDynamics Models that can be used for your internal model validation/model risk management and regulatory requirements.

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