Andrew Davidson & Co., Inc.

Description

Andrew Davidson & Co., Inc. is engaged in the development of financial research and analytics, mortgage-backed securities product development, valuation, and hedging. It develops and licenses prepayment and credit models, as well as risk measurement tools that are used by mortgage and commercial banks, insurers, credit unions, broker-dealers, and money management firms. The company offers vector mortgage analytics tools to reveal the value and manage the risk of portfolio. Its solutions include prepayment, mortgage and asset-backed securities (MBS and ABS), and custom prepayment models to manage interest-rate risk by forecasting the sensitivity of MBS and ABS prepayments to various factors, such as home prices, interest rates, loan age, burnout, turnover, and seasonality. The company also provides credit models to measure the credit risk of mortgage portfolio with greater precision; Risk Profiler, a MS SQL or Access valuation solution that incorporates standard and advanced valuation techniques, including OAS, prOAS, credit OAS, and derivative pricing; Excel interface for quick ad-hoc analysis; and CreditProfile, a Web-based tool that is designed to quantify the risk exposure of residential mortgage-backed securities. In addition, it offers valuation solutions to make better hedging, valuation, and risk management decisions. Further, the company provides consulting services, including return forecasting and hedging, the development and implementation of risk management and valuation systems, credit loss snapshot, breakpoint analysis, intrinsic valuation, valuation of MBS/ABS, and litigation consulting; and asset/liability management advice services to banks, money managers, hedge funds, REITs, and insurance companies. Furthermore, it publishes research papers. Andrew Davidson & Co., Inc. was founded in 1992 and is based in New York, New York with additional offices in California and Washington. It has a satellite office in Raleigh, North Carolina.

Tags:

Financial Research, Research Development, Commercial Banking Products and Services, Mortgage Banking Services, Credit Card Loans, Management Research, Research Consulting