Welcome to The S-Curve
Now you will be able to receive the latest announcements, product updates, and our insights on the mortgage market in real time.
The name of the blog, the S-Curve, is a reflection of our logo and the central feature of our prepayment model. S-curves are seen in nature in many phenomenon, from population growth to prepayment and default models. Our first S-curve, in the early 1990s, used the arctangent function, then piece-wise linear functions, and evolved over time to be more complex and vary by FICO, loan size and LTV. This evolution encapsulates both the timeless nature of fundamental relationships and constant innovation to describe them better over time.
We hope you find the information useful and we look forward to your feedback.
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AD&Conversations: AD&Co Updates its Home Price Index ModelPodcastTune in to Michelle Stepien Breier's interview with Alex Levin & Matteo Caracciolo-King as they discuss their latest Pipeline article “AD&Co Updates its Home Price Index Model.” The interview highlights key points from the article as they share recent updates to the HPI3 model. If you’re intrigued and eager to learn more, hit play or click the link to read the full article!
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The S-Curve Archives
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Events
What does it mean to be mentally healthy? The answer is different for everyone. With all the extra anxiety that many of us have experienced since 2020, whether from uncertainty about COVID-19 or from other experiences that may be new to us, it’s important to acknowledge that it’s alright to not feel alright. Fortunately, there are numerous resources that are available locally, nationally, and in some cases through your workplace or benefits package. We might start by finding out what makes us feel better.
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Products
Today marks the publication of Chris Widman's Quantitative Perspective, a comprehensive article on the newest member of our LoanDynamics suite, the Auto LoanDynamics Model. Auto LDM will be integrated into vendor systems and AD&Co tools, allowing users to perform analysis on auto loan and ABS positions.
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EventsSince 1970, April 22nd has been the annual day to appreciate our planet and recognize the importance of protecting it. But more and more, we realize that everyday needs to be Earth Day, and that we need to take better care of the place that gives us life.
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Thoughts
To seek "causes" of poverty in this way is to enter an intellectual dead end because poverty has no causes. Only prosperity has causes. – Jane Jacobs, Activist and Author
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Events
CRTcast, a new podcast series under Freddie Mac’s Home Starts Here programming, focuses on credit risk transfer (CRT) and it’s three spokes: securities, (re)insurance and mortgage insurance. Freddie Mac leadership together with CRT industry experts cover current and relevant topics.
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News
We are proud to announce that Richard Cooperstein has accepted the position of co-chair of the Structured Finance Association’s (SFA) Regulatory Capital & Liquidity committee.
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NewsToday we acknowledge the Year of the Ox. Happy Lunar New Year! We stand in solidarity with the Asian community against all violence and racism. Here’s to a year of peace, health and prosperity.
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NewsThis February, AD&Co celebrates a central part of American History—Black History. The richness of the contributions of the Black community as a whole, and innumerable remarkable individuals, can not be overstated.
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Thoughts
The January 14, 2021 revisions of the Preferred Stock Purchase Agreements between the Treasury and the GSEs[i] (Government Sponsored Enterprises) along with the Treasury Department Blueprint on Next Steps for GSE[ii] Reform perhaps represent the end of a decade- long effort to create multiple competitive enterprises and end the government support of the GSEs.
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NewsMartin Luther King, Jr. was a great leader and inspirational speaker. His wisdom can serve as a guide for as long as we remember him. Andrew Davidson & Co would like to acknowledge a fraction of what he gave us with two relevant quotes that seem fitting in 2021.