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

Upcoming Webinar: Generative and Agentic AI in Financial Markets: What the Data Really Shows

Date: 15 October 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Artificial intelligence is reshaping financial markets – but the reality on the ground is more nuanced, more uneven, and more instructive than the headlines suggest. A new A-Team Insight research programme, drawing on responses from senior AI decision-makers at...

BLOG

12 Leading Providers of Semantic Layers in Modern Capital Markets Data Stacks

Reconciling fragmented financial data across disparate trading systems, risk engines and regulatory reporting pipelines is a challenge that frequently results in conflicting analytical outputs, costly reconciliation cycles, and elevated operational risk under frameworks like BCBS 239 and FRTB. The enterprise response has been a move away from continuous database consolidations towards centralised semantic layers. Positioned...

EVENT

Data Management Summit New York City

Now in its 16th year, Data Management Summit (DMS) NYC returns on September 17th 2026, to explore how to use data and AI to drive measurable business outcomes – reliably, repeatedly and at scale.

GUIDE

AI in Capital Markets Handbook 2026

AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...