Models

REVEAL THE VALUE AND MANAGE THE RISK

At AD&Co, our models reveal the value, as well as manage the risk in your mortgage loan and related mortgage-backed security (MBS) portfolios. Our innovative analytics help to evaluate borrower behavior by forecasting prepayment, delinquency, default and loss probabilities. In addition, by reacting dynamically to changes in economic and market conditions, our models deliver more accurate forecasts for use in the pricing, valuation, and risk assessment of loans and securities.

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LDM Logo LoanDynamics (LDM) is our flagship prepayment and credit model. It comes in several mortgage versions depending on asset class: Agency LDM and Agency LDM+; Non-Agency LDM, and Multifamily LDM.

We have expanded our LDM offerings by developing the Auto LoanDynamics Model (AutoLDM), which projects life of loan delinquency migration until payoff, prepayment, or default and loss given default.

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OAS logoThe OAS Subroutine is our flexible valuation engine. It can evaluate mortgage backed-securities, combining LoanDynamics, our suite of MacroDynamics models, and our original and highly efficient cash-flow engines. MacroDynamics includes InterestRateDynamics, HomePriceDynamics, and UnemploymentDynamics.

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