About a-team Marketing Services
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: Taming the Private Markets Data Beast: Solving for Valuation, Integration, and Reporting in Alternative Investments

Available On-Demand Institutional activity in private markets has surged as organisations’ traditional investment theses have been upended by global economic volatility, geopolitical instability and fee compression. In their search for better risk-adjusted returns, they have found a rich seam of alpha from private equity and credit, real assets, venture and hedge funds, as well as...

BLOG

Daloopa Harnesses Cutting-Edge Tech to Turbocharge Venerable Software

Financial data and automation specialist Daloopa has incorporated the latest artificial intelligence technology into tech from last century to accelerate the search from alpha among equity investors. The US-based startup has built Daloopa Scout, an agent that bolts onto researchers’ Excel software and builds investment models from scratch. Further, the agent is designed to work...

EVENT

TEST Event page 2

Now in its 15th year the TradingTech Summit London brings together the European trading technology capital markets industry and 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 2026 – Fourteenth Edition

Welcome to the fourteenth edition of A-Team Group’s Regulatory Data Handbook. Supervisors increasingly expect firms to demonstrate which rules apply, which data supports each obligation, who owns the control and how exceptions are identified and resolved. Policies and implementation programmes must now be supported by records that can withstand regulatory scrutiny. This edition examines material...