About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Andrew Davidson & Company Launches New Valuations Service for MBS

Subscribe to our newsletter

Andrew Davidson & Company (AD&Co) has launched a new valuation service, the Credit Loss Snapshot, which provides the key credit loss metrics now required by FAS 124 and FAS 157 for credit sensitive residential mortgage backed securities. This report extends the valuation services currently provided by AD&Co for other than temporary impairment (OTTI) and Level III fair value pricing.

AD&Co’s Credit Loss Snapshot provides a solution to firms that need to estimate the present value of expected cash flows and credit loss on their MBS holdings. The Snapshot harnesses the power of the LoanDynamics Model, AD&Co’s credit model, to forecast losses under a base case home price scenario. This is a CUSIP based service that provides a series of analytical and descriptive deliverables at both the collateral and bond level.

Rick Ellson, director of AD&Co’s Valuation services, remarks: “The Credit Snapshot reflects the growing demand within the RMBS community for a cost effective outsourced solution that contains the important components of the required credit disclosures.”

AD&Co provides independent valuations of credit sensitive residential mortgage backed securities to the financial community.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: End-to-End Lineage for Financial Services: The Missing Link for Both Compliance and AI Readiness

The importance of complete robust end-to-end data lineage in financial services and capital markets cannot be overstated. Without the ability to trace and verify data across its lifecycle, many critical workflows – from trade reconciliation to risk management – cannot be executed effectively. At the top of the list is regulatory compliance. Regulators demand a...

BLOG

Navigating the Complex New Sanctions Landscape: Webinar Preview

The criticality of sanctions to the armoury of international relations has been amplified over the past decade as geopolitical and trade tensions have intensified. Since Russia’s annexation of Crimea in 2014 and its attempted full-scale invasion of Ukraine in 2022, governments around the world have increased sanctions on nations and entities by 700%, according to...

EVENT

Buy AND Build: The Future of Capital Markets Technology

Buy AND Build: The Future of Capital Markets Technology London examines the latest changes and innovations in trading technology and explores how technology is being deployed to create an edge in sell side and buy side capital markets financial institutions.

GUIDE

Regulatory Data Handbook 2025 – Thirteenth Edition

Welcome to the thirteenth edition of A-Team Group’s Regulatory Data Handbook, a unique and practical guide to capital markets regulation, regulatory change, and the data and data management requirements of compliance across Europe, the UK, US and Asia-Pacific. This year’s edition lands at a moment of accelerating regulatory divergence and intensifying data focused supervision. Inside,...